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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
MTX icon
1376
Minerals Technologies
MTX
$2.29B
$4.12M 0.01%
56,422
+1,761
+3% +$119K
ENB icon
1377
Enbridge
ENB
$120B
$4.12M 0.01%
84,885
+4,657
+6% +$224K
FNB icon
1378
FNB Corp
FNB
$6.76B
$4.12M 0.01%
313,256
-3,271
-1% -$41.7K
GATX icon
1379
GATX Corp
GATX
$6.45B
$4.12M 0.01%
70,980
+7,061
+11% +$412K
TTEK icon
1380
Tetra Tech
TTEK
$8.77B
$4.11M 0.01%
854,965
+14,200
+2% +$70.2K
POT
1381
DELISTED
Potash Corp Of Saskatchewan
POT
$4.11M 0.01%
127,278
+13,908
+12% +$489K
EEFT icon
1382
Euronet Worldwide
EEFT
$3.19B
$4.1M 0.01%
69,863
-15,294
-18% -$810K
MGLN
1383
DELISTED
Magellan Health Services, Inc.
MGLN
$4.1M 0.01%
57,856
-4,285
-7% -$270K
TD icon
1384
Toronto Dominion Bank
TD
$193B
$4.09M 0.01%
95,403
+13,127
+16% +$564K
OWW
1385
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$4.09M 0.01%
350,584
-47,330
-12% -$500K
AOS icon
1386
A.O. Smith
AOS
$8.55B
$4.09M 0.01%
124,462
+3,066
+3% +$93.2K
EIG icon
1387
Employers Holdings
EIG
$907M
$4.08M 0.01%
151,261
-9,319
-6% -$218K
MDR
1388
DELISTED
McDermott International
MDR
$4.07M 0.01%
353,495
+194,337
+122% +$1.67M
WGL
1389
DELISTED
Wgl Holdings
WGL
$4.07M 0.01%
72,113
+1,830
+3% +$101K
IPCC
1390
DELISTED
Infinity Property & Casualty C
IPCC
$4.06M 0.01%
49,534
+384
+0.8% +$29.3K
SGI
1391
Somnigroup International
SGI
$14.4B
$4.05M 0.01%
280,524
-10,612
-4% -$147K
BKD icon
1392
Brookdale Senior Living
BKD
$3.55B
$4.05M 0.01%
107,145
+11,881
+12% +$435K
RWT
1393
Redwood Trust
RWT
$588M
$4.04M 0.01%
226,259
+70,191
+45% +$1.36M
HLIT icon
1394
Harmonic Inc
HLIT
$1.15B
$4.04M 0.01%
544,794
-1,488
-0.3% -$11.1K
ARCB icon
1395
ArcBest
ARCB
$3.16B
$4.03M 0.01%
106,234
-73,729
-41% -$2.98M
GRA
1396
DELISTED
W.R. Grace & Co.
GRA
$4.02M 0.01%
40,700
+1,491
+4% +$142K
BRX icon
1397
Brixmor Property Group
BRX
$9.72B
$4.02M 0.01%
151,437
+38,969
+35% +$1.02M
COHR
1398
DELISTED
Coherent Inc
COHR
$4.01M 0.01%
61,770
+764
+1% +$47.6K
SPXX icon
1399
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$327M
$4.01M 0.01%
287,138
+133,626
+87% +$1.9M
WCC
1400
WESCO International
WCC
$15.1B
$4.01M 0.01%
57,337
-16,807
-23% -$1.16M
54 55
56
57 58

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MCM
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PSUF
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BAM
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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.