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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
WOLF icon
1501
Wolfspeed
WOLF
$1.04B
$3.55M 0.01%
100,065
-7,052
-7% -$255K
AAN.A
1502
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.55M 0.01%
125,419
+34,395
+38% +$974K
GOV
1503
DELISTED
Government Properties Income Trust
GOV
$3.55M 0.01%
155,345
+40,187
+35% +$923K
WEN icon
1504
Wendy's
WEN
$1.46B
$3.55M 0.01%
325,572
-11,946
-4% -$128K
PF
1505
DELISTED
Pinnacle Foods, Inc.
PF
$3.55M 0.01%
86,957
+58,386
+204% +$2.16M
TDK
1506
DELISTED
TDK CORP AMER DEP SH
TDK
$3.55M 0.01%
49,626
+4,919
+11% +$352K
MZTI
1507
The Marzetti Company
MZTI
$3.05B
$3.54M 0.01%
37,246
+546
+1% +$50.1K
UPBD icon
1508
Upbound Group
UPBD
$1.22B
$3.54M 0.01%
129,115
+25,177
+24% +$767K
FOE
1509
DELISTED
Ferro Corporation
FOE
$3.53M 0.01%
281,559
-108,234
-28% -$1.33M
FRGI
1510
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$3.53M 0.01%
57,846
-20,781
-26% -$1.29M
PRXL
1511
DELISTED
Parexel International Corp
PRXL
$3.53M 0.01%
51,146
-1,215
-2% -$77.4K
GCO icon
1512
Genesco
GCO
$434M
$3.53M 0.01%
49,517
+7,557
+18% +$548K
HURN icon
1513
Huron Consulting
HURN
$2.71B
$3.51M 0.01%
53,118
+2,076
+4% +$146K
AIN icon
1514
Albany International
AIN
$2.09B
$3.51M 0.01%
88,371
-14,678
-14% -$548K
BKS
1515
DELISTED
Barnes & Noble
BKS
$3.51M 0.01%
225,621
+11,641
+5% +$183K
DATA
1516
DELISTED
Tableau Software, Inc.
DATA
$3.51M 0.01%
37,913
+667
+2% +$60.6K
UIS icon
1517
Unisys
UIS
$252M
$3.5M 0.01%
150,938
+6,120
+4% +$149K
OXM icon
1518
Oxford Industries
OXM
$581M
$3.5M 0.01%
46,420
+4,313
+10% +$243K
AJRD
1519
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$3.5M 0.01%
150,896
+69,824
+86% +$1.35M
ELME
1520
Elme Communities
ELME
$145M
$3.5M 0.01%
126,534
+2,121
+2% +$59.9K
IRC
1521
DELISTED
INLAND REAL ESTATE CORP
IRC
$3.5M 0.01%
327,008
+16,518
+5% +$181K
KMPR icon
1522
Kemper
KMPR
$1.81B
$3.49M 0.01%
89,603
+2,538
+3% +$93.7K
CNQ icon
1523
Canadian Natural Resources
CNQ
$96.9B
$3.49M 0.01%
234,807
-36,067
-13% -$516K
JCP
1524
DELISTED
J.C. Penney Company, Inc.
JCP
$3.48M 0.01%
413,160
+9,241
+2% +$72K
GRPN icon
1525
Groupon
GRPN
$1.03B
$3.47M 0.01%
24,055
+311
+1% +$47.7K
59 60
61
62 63

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MCM
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PSUF
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IA
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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.