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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
MTSC
1676
DELISTED
MTS Systems Corp
MTSC
$2.9M 0.01%
38,314
+1,808
+5% +$131K
LFUS icon
1677
Littelfuse
LFUS
$11.2B
$2.9M 0.01%
29,149
+1,553
+6% +$152K
TELN
1678
DELISTED
TELENOR ASA
TELN
$2.89M 0.01%
47,898
-529
-1% -$32K
EGBN icon
1679
Eagle Bancorp
EGBN
$838M
$2.89M 0.01%
75,290
-4,236
-5% -$151K
CAVM
1680
DELISTED
Cavium, Inc.
CAVM
$2.89M 0.01%
40,822
-1,564
-4% -$102K
ARMK icon
1681
Aramark
ARMK
$15.1B
$2.88M 0.01%
125,969
+17,100
+16% +$392K
AD
1682
Array Digital Infrastructure
AD
$3.02B
$2.88M 0.01%
80,544
-2,445
-3% -$89.4K
CROX icon
1683
Crocs
CROX
$6.14B
$2.87M 0.01%
243,359
+133,905
+122% +$1.5M
AEIS icon
1684
Advanced Energy
AEIS
$11B
$2.87M 0.01%
111,968
-4,525
-4% -$115K
SLH
1685
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$2.87M 0.01%
55,506
+22,516
+68% +$1.19M
AGO icon
1686
Assured Guaranty
AGO
$3.73B
$2.86M 0.01%
108,518
+9,075
+9% +$235K
KBR icon
1687
KBR
KBR
$4.36B
$2.86M 0.01%
197,595
+15,916
+9% +$259K
MDCO
1688
DELISTED
Medicines Co
MDCO
$2.85M 0.01%
101,839
+5,789
+6% +$163K
STRZA
1689
DELISTED
Starz - Series A
STRZA
$2.85M 0.01%
82,882
+11,586
+16% +$364K
SSI
1690
DELISTED
Stage Stores Inc
SSI
$2.85M 0.01%
124,289
+701
+0.6% +$15.1K
GBX icon
1691
The Greenbrier Companies
GBX
$1.52B
$2.84M 0.01%
49,043
+593
+1% +$32.8K
SIX
1692
DELISTED
Six Flags Entertainment Corp.
SIX
$2.84M 0.01%
58,711
-30,827
-34% -$1.4M
HAWK
1693
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$2.84M 0.01%
79,628
+8,958
+13% +$318K
RH icon
1694
RH
RH
$3.15B
$2.82M 0.01%
28,474
+870
+3% +$79K
AKS
1695
DELISTED
AK Steel Holding Corp
AKS
$2.82M 0.01%
631,842
-35,242
-5% -$153K
ZNGA
1696
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.82M 0.01%
990,504
-96,179
-9% -$248K
VSTO
1697
DELISTED
Vista Outdoor Inc.
VSTO
$2.82M 0.01%
+65,936
New +$2.8M
NIE
1698
Virtus Equity & Convertible Income Fund
NIE
$712M
$2.82M 0.01%
142,448
+14,222
+11% +$287K
CDW icon
1699
CDW
CDW
$18.6B
$2.81M 0.01%
75,509
+62,800
+494% +$2.29M
SAFT icon
1700
Safety Insurance
SAFT
$1.52B
$2.81M 0.01%
47,054
+464
+1% +$28.5K
66 67
68
69 70

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AF
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MCM
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PSUF
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IA
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SCC
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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.