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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
PLAB icon
1951
Photronics
PLAB
$1.77B
$2.13M ﹤0.01%
250,314
-65,383
-21% -$551K
BRO icon
1952
Brown & Brown
BRO
$23.6B
$2.12M ﹤0.01%
128,008
+8,588
+7% +$139K
FFIC
1953
DELISTED
Flushing Financial
FFIC
$2.12M ﹤0.01%
105,507
+4,458
+4% +$87.3K
SFNC icon
1954
Simmons First National
SFNC
$3.38B
$2.12M ﹤0.01%
93,120
-16,190
-15% -$329K
ASTE icon
1955
Astec Industries
ASTE
$1.18B
$2.12M ﹤0.01%
49,318
+613
+1% +$24.2K
BRKR icon
1956
Bruker
BRKR
$9.72B
$2.11M ﹤0.01%
114,362
-15,827
-12% -$300K
NTK
1957
DELISTED
NORTEK INC COM NEW (DE)
NTK
$2.11M ﹤0.01%
23,903
-814
-3% -$66.1K
CENTA icon
1958
Central Garden & Pet Co Class A
CENTA
$2.33B
$2.1M ﹤0.01%
247,536
+5,260
+2% +$42.2K
MWA icon
1959
Mueller Water Products
MWA
$3.9B
$2.1M ﹤0.01%
213,385
-290,258
-58% -$2.78M
KELYA icon
1960
Kelly Services Class A
KELYA
$511M
$2.1M ﹤0.01%
120,246
-17,537
-13% -$299K
SEMG
1961
DELISTED
SEMGROUP CORPORATION
SEMG
$2.09M ﹤0.01%
25,703
+10,504
+69% +$752K
WTFC icon
1962
Wintrust Financial
WTFC
$10.8B
$2.09M ﹤0.01%
43,740
-28,310
-39% -$1.31M
HDV
1963
iShares Core High Dividend ETF
HDV
$14.4B
$2.08M ﹤0.01%
139,045
-955
-0.7% -$14.6K
BLOX
1964
DELISTED
Infoblox Inc
BLOX
$2.08M ﹤0.01%
87,212
+4,614
+6% +$99.2K
BYM
1965
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.08M ﹤0.01%
144,640
-1,953
-1% -$28.4K
WPZ
1966
DELISTED
Williams Partners L.P.
WPZ
$2.07M ﹤0.01%
42,112
+26,962
+178% +$1.32M
OSIS icon
1967
OSI Systems
OSIS
$3.66B
$2.07M ﹤0.01%
27,889
-2,039
-7% -$146K
LBRDK icon
1968
Liberty Broadband Class C
LBRDK
$4.76B
$2.07M ﹤0.01%
36,533
+1,630
+5% +$82.6K
WMK icon
1969
Weis Markets
WMK
$1.93B
$2.07M ﹤0.01%
41,551
-700
-2% -$33.8K
CIR
1970
DELISTED
CIRCOR International, Inc
CIR
$2.07M ﹤0.01%
37,803
-6,156
-14% -$327K
UBA
1971
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.06M ﹤0.01%
89,399
+6,681
+8% +$153K
CHA
1972
DELISTED
China Telecom Corporation, LTD
CHA
$2.06M ﹤0.01%
31,979
+1,181
+4% +$72.5K
STM icon
1973
STMicroelectronics
STM
$47B
$2.05M ﹤0.01%
221,572
+31,698
+17% +$276K
HOMB icon
1974
Home BancShares
HOMB
$6.23B
$2.05M ﹤0.01%
121,112
-9,612
-7% -$152K
ESL
1975
DELISTED
Esterline Technologies
ESL
$2.05M ﹤0.01%
17,924
-1,120
-6% -$127K
77 78
79
80 81

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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.