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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
AFSI
1801
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.49M 0.01%
87,394
+2,002
+2% +$54.1K
ANDE icon
1802
Andersons Inc
ANDE
$2.44B
$2.49M 0.01%
60,112
-16,071
-21% -$723K
GBCI icon
1803
Glacier Bancorp
GBCI
$6.38B
$2.48M 0.01%
98,644
-26,885
-21% -$666K
CALM icon
1804
Cal-Maine
CALM
$4.09B
$2.48M 0.01%
63,469
+1,493
+2% +$55.2K
FANG icon
1805
Diamondback Energy
FANG
$56.2B
$2.48M 0.01%
32,267
+10,146
+46% +$704K
FULT icon
1806
Fulton Financial
FULT
$4.66B
$2.48M 0.01%
200,806
+21,706
+12% +$260K
ANH
1807
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.48M 0.01%
486,358
+185,946
+62% +$967K
CTLT
1808
DELISTED
CATALENT, INC.
CTLT
$2.47M 0.01%
79,389
+12,872
+19% +$371K
CUZ icon
1809
Cousins Properties
CUZ
$5.25B
$2.47M 0.01%
82,598
-5,879
-7% -$182K
CM icon
1810
Canadian Imperial Bank of Commerce
CM
$108B
$2.47M 0.01%
68,058
+7,299
+12% +$271K
KKR icon
1811
KKR & Co
KKR
$90.7B
$2.46M 0.01%
108,054
+10,331
+11% +$244K
TILE icon
1812
Interface
TILE
$1.96B
$2.46M 0.01%
118,623
-12,116
-9% -$218K
CLDT
1813
Chatham Lodging
CLDT
$622M
$2.46M 0.01%
83,771
+49,659
+146% +$1.49M
STRA icon
1814
Strategic Education
STRA
$1.92B
$2.46M 0.01%
46,111
+10,080
+28% +$648K
LSCC icon
1815
Lattice Semiconductor
LSCC
$17.7B
$2.46M 0.01%
388,171
+5,119
+1% +$34K
FDML
1816
DELISTED
Federal-Mogul Holdings Corporation
FDML
$2.46M ﹤0.01%
184,761
+152
+0.1% +$2.11K
LOPE icon
1817
Grand Canyon Education
LOPE
$3.98B
$2.46M ﹤0.01%
56,719
-11,876
-17% -$532K
ALEX
1818
DELISTED
Alexander & Baldwin
ALEX
$2.45M ﹤0.01%
56,794
+11,736
+26% +$466K
ARI
1819
Apollo Commercial Real Estate
ARI
$851M
$2.45M ﹤0.01%
142,749
+9,971
+8% +$168K
FIX icon
1820
Comfort Systems
FIX
$59.8B
$2.45M ﹤0.01%
116,482
-3,344
-3% -$59.6K
ENS icon
1821
EnerSys
ENS
$6.74B
$2.45M ﹤0.01%
38,099
+4,805
+14% +$300K
GHL
1822
DELISTED
Greenhill & Co., Inc.
GHL
$2.44M ﹤0.01%
61,581
-6,490
-10% -$254K
CATM
1823
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.44M ﹤0.01%
64,956
+988
+2% +$36.4K
ADTN icon
1824
Adtran
ADTN
$682M
$2.44M ﹤0.01%
130,737
+10,420
+9% +$222K
FCH
1825
DELISTED
Felcor Lodging Trust
FCH
$2.44M ﹤0.01%
212,342
-72,291
-25% -$778K
71 72
73
74 75

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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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ACI
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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.