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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
INFA
1701
DELISTED
INFORMATICA CORP
INFA
$2.81M 0.01%
64,028
+5,960
+10% +$248K
MRH
1702
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$2.8M 0.01%
72,868
+3,800
+6% +$137K
ITRI icon
1703
Itron
ITRI
$4.33B
$2.8M 0.01%
76,620
+13,105
+21% +$488K
PDM
1704
Piedmont Realty Trust
PDM
$1.25B
$2.79M 0.01%
150,187
+22,257
+17% +$419K
QLGC
1705
DELISTED
QLOGIC CORP
QLGC
$2.79M 0.01%
189,350
+70,199
+59% +$988K
MKTX icon
1706
MarketAxess Holdings
MKTX
$5.78B
$2.78M 0.01%
33,543
+2,679
+9% +$212K
WOR icon
1707
Worthington Enterprises
WOR
$2.74B
$2.78M 0.01%
169,522
+11,139
+7% +$191K
SKYW icon
1708
Skywest
SKYW
$4.29B
$2.78M 0.01%
190,161
-17,004
-8% -$236K
LULU icon
1709
lululemon athletica
LULU
$13.6B
$2.78M 0.01%
43,356
+4,877
+13% +$313K
WRLD icon
1710
World Acceptance Corp
WRLD
$840M
$2.77M 0.01%
38,018
+9,864
+35% +$796K
SFM icon
1711
Sprouts Farmers Market
SFM
$8.17B
$2.77M 0.01%
78,639
+2,492
+3% +$88.2K
FFBC icon
1712
First Financial Bancorp
FFBC
$3.55B
$2.77M 0.01%
155,444
+4,996
+3% +$87K
ABGB
1713
DELISTED
Abengoa SA Class B
ABGB
$2.76M 0.01%
+152,561
New +$2.44M
QSR icon
1714
Restaurant Brands International
QSR
$25.8B
$2.76M 0.01%
71,920
-23,311
-24% -$929K
CDR
1715
DELISTED
Cedar Realty Trust, Inc
CDR
$2.76M 0.01%
55,865
+414
+0.7% +$20.8K
SDRL
1716
DELISTED
Seadrill Limited Common Stock
SDRL
$2.76M 0.01%
1,102
+678
+160% +$1.97M
RBC icon
1717
RBC Bearings
RBC
$17.8B
$2.76M 0.01%
36,021
+119
+0.3% +$7.47K
FWONA icon
1718
Liberty Media Series A
FWONA
$23.1B
$2.75M 0.01%
106,240
+14,361
+16% +$359K
BLMN icon
1719
Bloomin' Brands
BLMN
$759M
$2.75M 0.01%
113,136
+32,569
+40% +$811K
THOR
1720
DELISTED
THORATEC CORPORATION
THOR
$2.75M 0.01%
65,724
+8,574
+15% +$327K
BLT
1721
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$2.75M 0.01%
213,419
+70,192
+49% +$1.08M
GFF icon
1722
Griffon
GFF
$4.03B
$2.75M 0.01%
157,509
-11,010
-7% -$170K
UTL icon
1723
Unitil
UTL
$980M
$2.74M 0.01%
78,856
+5,027
+7% +$177K
RJET
1724
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.74M 0.01%
199,407
+12,010
+6% +$166K
FSP
1725
Franklin Street Properties
FSP
$48.1M
$2.74M 0.01%
213,818
+28,416
+15% +$364K
67 68
69
70 71

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MCM
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PSUF
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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.