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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.08%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$49.7B
AUM Growth
+$2.26B
Cap. Flow
+$1.71B
Cap. Flow %
3.44%
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
AGN
Allergan plc
AGN
+$75.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$56.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.1M
5
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$46.2M

Top Sells

Rank Stock Value
1
AGN
Allergan Inc
AGN
+$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$43.6M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$43.6M

Sector Composition

Rank Sector Weight
1 Financials 13.12%
2 Healthcare 12.89%
3 Technology 12.84%
4 Industrials 9.14%
5 Consumer Discretionary 8.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SINA
1351
DELISTED
Sina Corp
SINA
$4.24M 0.01%
131,697
-262
-0.2% -$9.42K
FAF icon
1352
First American
FAF
$7.98B
$4.23M 0.01%
118,428
+2,946
+3% +$102K
DO
1353
DELISTED
Diamond Offshore Drilling
DO
$4.23M 0.01%
157,728
-39,257
-20% -$1.22M
CII icon
1354
BlackRock Enhanced Captial and Income Fund
CII
$964M
$4.22M 0.01%
280,757
-9,168
-3% -$134K
ZNH
1355
DELISTED
China Southern Airlines Company Limited
ZNH
$4.22M 0.01%
117,100
+93,552
+397% +$2.45M
AYR
1356
DELISTED
Aircastle Ltd
AYR
$4.21M 0.01%
187,652
+3,338
+2% +$72.6K
EBS icon
1357
Emergent Biosolutions
EBS
$379M
$4.2M 0.01%
145,942
+12,308
+9% +$353K
TBI
1358
Trueblue
TBI
$227M
$4.2M 0.01%
172,363
-11,243
-6% -$253K
DENN
1359
DELISTED
Denny's
DENN
$4.19M 0.01%
367,316
-46,720
-11% -$522K
LSI
1360
DELISTED
Life Storage, Inc.
LSI
$4.19M 0.01%
66,848
+1,245
+2% +$77.3K
SHLD
1361
DELISTED
Sears Holding Corporation
SHLD
$4.19M 0.01%
101,154
-912
-0.9% -$33.1K
MKTAY
1362
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$4.18M 0.01%
80,314
+2,789
+4% +$145K
BJRI icon
1363
BJ's Restaurants
BJRI
$1.47B
$4.18M 0.01%
82,875
+20,543
+33% +$1.01M
MUE
1364
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.18M 0.01%
303,825
+6,338
+2% +$86.9K
BMO icon
1365
Bank of Montreal
BMO
$123B
$4.16M 0.01%
69,411
-531
-0.8% -$32.9K
SNBR
1366
DELISTED
Sleep Number
SNBR
$4.16M 0.01%
120,748
+26,324
+28% +$818K
MSGS icon
1367
Madison Square Garden
MSGS
$9.59B
$4.16M 0.01%
68,918
+4,453
+7% +$245K
ELS icon
1368
Equity Lifestyle Properties
ELS
$13.1B
$4.16M 0.01%
151,342
+612
+0.4% +$16.8K
TRS icon
1369
TriMas Corp
TRS
$1.41B
$4.16M 0.01%
169,440
+4,354
+3% +$103K
HNGR
1370
DELISTED
Hanger Inc.
HNGR
$4.15M 0.01%
182,946
+75,679
+71% +$1.77M
ABG icon
1371
Asbury Automotive
ABG
$4.62B
$4.14M 0.01%
49,829
+301
+0.6% +$23.2K
BAH icon
1372
Booz Allen Hamilton
BAH
$8.44B
$4.14M 0.01%
142,960
+20,649
+17% +$601K
CNMD icon
1373
CONMED
CNMD
$1.3B
$4.13M 0.01%
81,862
-3,909
-5% -$192K
PIR
1374
DELISTED
Pier 1 Imports, Inc.
PIR
$4.13M 0.01%
14,767
+6,055
+70% +$1.75M
CPL
1375
DELISTED
CPFL Energia S.A.
CPL
$4.13M 0.01%
343,350
+133,154
+63% +$1.59M
53 54
55
56 57

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Parametric Portfolio Associates's Q1 2015 Portfolio in Review

As of Q1 2015, Parametric Portfolio Associates held 4,141 positions worth $49.7B, up 4.8% from $47.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates deployed $1.71B of net new capital in Q1 2015, opening 143 new positions and adding to 2,398 existing holdings. Its largest new stake was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $40.3M trimmed.

  • Parametric Portfolio Associates's largest Q1 2015 buy was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.
  • Parametric Portfolio Associates added most to Allergan plc in Q1 2015, an estimated $75.8M increase.
  • Parametric Portfolio Associates's biggest Q1 2015 reduction was iShares Core S&P 500 ETF, cutting an estimated $40.3M.
  • Parametric Portfolio Associates fully exited Allergan Inc in Q1 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $49.7B portfolio in Q1 2015.
  • Parametric Portfolio Associates opened 143 new positions and closed 193 in Q1 2015.
  • Parametric Portfolio Associates's portfolio value rose 4.8% quarter-over-quarter to $49.7B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2015, filed 18 May 2015.