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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
HHH icon
1651
Howard Hughes
HHH
$3.87B
$2.98M 0.01%
20,168
+1,491
+8% +$196K
SAFE
1652
Safehold
SAFE
$1.13B
$2.98M 0.01%
47,096
-16,389
-26% -$1.05M
ETD icon
1653
Ethan Allen Interiors
ETD
$583M
$2.98M 0.01%
107,628
-5,145
-5% -$146K
ALGT icon
1654
Allegiant Air
ALGT
$2.66B
$2.97M 0.01%
15,468
+4,283
+38% +$768K
JHX icon
1655
James Hardie Industries
JHX
$15.4B
$2.97M 0.01%
257,055
-2,475
-1% -$27.2K
WMGI
1656
DELISTED
Wright Medical Group Inc
WMGI
$2.97M 0.01%
114,945
-6,741
-6% -$174K
IFX
1657
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.96M 0.01%
247,193
+29,992
+14% +$360K
ICFI icon
1658
ICF International
ICFI
$1.46B
$2.96M 0.01%
72,480
+154
+0.2% +$6.17K
WPG
1659
DELISTED
Washington Prime Group Inc.
WPG
$2.96M 0.01%
19,783
+2,938
+17% +$455K
CHMT
1660
DELISTED
Chemtura Corporation
CHMT
$2.96M 0.01%
108,363
+25,041
+30% +$619K
CHT icon
1661
Chunghwa Telecom
CHT
$33.1B
$2.96M 0.01%
92,159
-7,043
-7% -$216K
STL
1662
DELISTED
Sterling Bancorp
STL
$2.96M 0.01%
220,386
-13,005
-6% -$177K
LNCE
1663
DELISTED
Snyders-Lance, Inc.
LNCE
$2.95M 0.01%
92,363
+5,973
+7% +$181K
EON
1664
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$2.95M 0.01%
198,308
-54,241
-21% -$806K
CTCT
1665
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$2.94M 0.01%
76,809
+2,375
+3% +$93.4K
BECN
1666
DELISTED
Beacon Roofing Supply, Inc.
BECN
$2.93M 0.01%
93,746
+3,525
+4% +$96.7K
USNA icon
1667
Usana Health Sciences
USNA
$409M
$2.93M 0.01%
52,730
-16,448
-24% -$843K
PKX icon
1668
POSCO
PKX
$16.5B
$2.93M 0.01%
53,533
+3,090
+6% +$188K
KMT icon
1669
Kennametal
KMT
$2.54B
$2.92M 0.01%
86,685
+19,015
+28% +$642K
MNRO icon
1670
Monro
MNRO
$421M
$2.92M 0.01%
44,896
+970
+2% +$59.4K
ONB icon
1671
Old National Bancorp
ONB
$10.1B
$2.92M 0.01%
205,734
+17,762
+9% +$248K
RES icon
1672
RPC Inc
RES
$1.2B
$2.92M 0.01%
227,885
-58,928
-21% -$739K
CMO
1673
DELISTED
Capstead Mortgage Corp.
CMO
$2.92M 0.01%
248,039
+41,881
+20% +$504K
REXMY
1674
DELISTED
REXAM PLC ADR - NEW
REXMY
$2.91M 0.01%
67,950
-54,929
-45% -$2.36M
SC
1675
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$2.9M 0.01%
125,353
+55,178
+79% +$1.16M
65 66
67
68 69

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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.