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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
NTCT icon
1476
NETSCOUT
NTCT
$2.83B
$3.66M 0.01%
83,529
+4,945
+6% +$191K
CYT
1477
DELISTED
CYTEC INDS INC
CYT
$3.66M 0.01%
67,721
-1,164
-2% -$58.1K
IRDM icon
1478
Iridium Communications
IRDM
$4.7B
$3.65M 0.01%
376,362
+74,807
+25% +$697K
CXW icon
1479
CoreCivic
CXW
$2.94B
$3.65M 0.01%
90,725
+4,537
+5% +$179K
OUTR
1480
DELISTED
OUTERWALL INC
OUTR
$3.65M 0.01%
55,191
-5,894
-10% -$394K
GASS icon
1481
StealthGas
GASS
$326M
$3.64M 0.01%
555,326
+58,309
+12% +$351K
OC icon
1482
Owens Corning
OC
$11B
$3.62M 0.01%
83,468
+2,629
+3% +$104K
GNRC icon
1483
Generac Holdings
GNRC
$11.5B
$3.62M 0.01%
74,238
+11,387
+18% +$543K
HAE icon
1484
Haemonetics
HAE
$3.88B
$3.61M 0.01%
80,461
+13,082
+19% +$547K
MTW icon
1485
Manitowoc
MTW
$491M
$3.61M 0.01%
184,999
+4,598
+3% +$86.2K
CBM
1486
DELISTED
Cambrex Corporation
CBM
$3.61M 0.01%
91,052
+4,992
+6% +$148K
MWW
1487
DELISTED
Monster Worldwide Inc
MWW
$3.6M 0.01%
567,468
+200,293
+55% +$1.1M
UNFI icon
1488
United Natural Foods
UNFI
$3.04B
$3.6M 0.01%
46,658
+10,661
+30% +$836K
WDFC icon
1489
WD-40
WDFC
$2.98B
$3.59M 0.01%
40,585
-3,474
-8% -$292K
MTOR
1490
DELISTED
MERITOR, Inc.
MTOR
$3.59M 0.01%
284,680
-102,125
-26% -$1.42M
ELUX
1491
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$3.59M 0.01%
62,731
+2,479
+4% +$142K
SAFM
1492
DELISTED
Sanderson Farms Inc
SAFM
$3.59M 0.01%
45,052
-1,013
-2% -$82.2K
BBAR icon
1493
BBVA Argentina
BBAR
$3.85B
$3.59M 0.01%
175,672
-81,138
-32% -$1.37M
EDR
1494
DELISTED
Education Realty Trust Inc
EDR
$3.59M 0.01%
101,374
+8,122
+9% +$292K
SNV
1495
DELISTED
Synovus
SNV
$3.58M 0.01%
127,767
+44,450
+53% +$1.21M
SF
1496
Stifel
SF
$12.4B
$3.58M 0.01%
144,423
-31,046
-18% -$717K
BNS icon
1497
Scotiabank
BNS
$105B
$3.58M 0.01%
75,229
-4,234
-5% -$207K
BX icon
1498
Blackstone
BX
$104B
$3.56M 0.01%
93,421
-19,889
-18% -$719K
RLI icon
1499
RLI Corp
RLI
$6.02B
$3.56M 0.01%
135,730
+4,360
+3% +$108K
NCMI icon
1500
National CineMedia
NCMI
$378M
$3.55M 0.01%
23,526
+3,215
+16% +$479K
58 59
60
61 62

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MCM
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PSUF
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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.