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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
MTG icon
1601
MGIC Investment
MTG
$6.44B
$3.17M 0.01%
329,585
+70,220
+27% +$642K
GVA icon
1602
Granite Construction
GVA
$5.03B
$3.17M 0.01%
90,256
+16,460
+22% +$572K
CATO icon
1603
Cato Corp
CATO
$66.5M
$3.17M 0.01%
79,940
+16,239
+25% +$690K
IWB icon
1604
iShares Russell 1000 ETF
IWB
$47.9B
$3.16M 0.01%
27,289
-91,694
-77% -$10.6M
NTGR icon
1605
NETGEAR
NTGR
$616M
$3.16M 0.01%
95,994
+36,512
+61% +$1.21M
PRKS icon
1606
United Parks & Resorts
PRKS
$2.15B
$3.15M 0.01%
163,662
+88,614
+118% +$1.63M
BGX
1607
Blackstone Long-Short Credit Income Fund
BGX
$136M
$3.15M 0.01%
195,343
+30,167
+18% +$477K
INDB icon
1608
Independent Bank
INDB
$4.02B
$3.15M 0.01%
71,876
+3,380
+5% +$139K
CRESY
1609
Cresud
CRESY
$823M
$3.15M 0.01%
257,294
-347,573
-57% -$3.66M
DIOD icon
1610
Diodes
DIOD
$3.77B
$3.15M 0.01%
110,266
-477
-0.4% -$13.3K
MPT
1611
Medical Properties Trust
MPT
$2.81B
$3.15M 0.01%
213,556
+6,863
+3% +$102K
MDAS
1612
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$3.15M 0.01%
167,259
+25,627
+18% +$488K
POWI icon
1613
Power Integrations
POWI
$3.39B
$3.15M 0.01%
120,796
-134
-0.1% -$3.61K
GES
1614
DELISTED
Guess Inc
GES
$3.14M 0.01%
169,104
+36,381
+27% +$687K
CRS icon
1615
Carpenter Technology
CRS
$25B
$3.14M 0.01%
80,819
+19,455
+32% +$786K
KAMN
1616
DELISTED
Kaman Corp
KAMN
$3.13M 0.01%
73,881
+14,294
+24% +$573K
CHCO icon
1617
City Holding Co
CHCO
$2.04B
$3.13M 0.01%
66,486
-3,056
-4% -$138K
LAZ icon
1618
Lazard
LAZ
$4.09B
$3.12M 0.01%
59,393
-12,015
-17% -$592K
CEB
1619
DELISTED
CEB Inc.
CEB
$3.12M 0.01%
39,023
+2,544
+7% +$191K
TNET icon
1620
TriNet
TNET
$3.29B
$3.11M 0.01%
88,402
+27,932
+46% +$962K
ECHO
1621
EchoStar
ECHO
$25B
$3.11M 0.01%
74,225
-23,778
-24% -$1.01M
ASB icon
1622
Associated Banc-Corp
ASB
$5.8B
$3.1M 0.01%
166,962
+25,800
+18% +$467K
TGI
1623
DELISTED
Triumph Group
TGI
$3.1M 0.01%
51,917
-20,620
-28% -$1.24M
WST icon
1624
West Pharmaceutical
WST
$23.9B
$3.1M 0.01%
51,480
+5,727
+13% +$305K
TOL icon
1625
Toll Brothers
TOL
$14B
$3.09M 0.01%
78,608
+7,972
+11% +$291K
63 64
65
66 67

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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.