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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
HSP
401
DELISTED
HOSPIRA INC
HSP
$24.4M 0.05%
277,344
+18,565
+7% +$1.46M
SAP icon
402
SAP
SAP
$209B
$24.3M 0.05%
337,137
+34,300
+11% +$2.35M
ACG
403
DELISTED
AllianceBernstein Income Fund Inc
ACG
$24.3M 0.05%
3,149,623
-118,120
-4% -$889K
ZTS icon
404
Zoetis
ZTS
$32.5B
$24.3M 0.05%
524,042
+13,327
+3% +$601K
HRL icon
405
Hormel Foods
HRL
$14.1B
$24.1M 0.05%
847,476
+1,954
+0.2% +$53.5K
OPPJ
406
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$274M
$24.1M 0.05%
+1,417,154
New +$22.6M
UN
407
DELISTED
Unilever NV New York Registry Shares
UN
$23.9M 0.05%
572,111
+60,231
+12% +$2.53M
DEO icon
408
Diageo
DEO
$49.4B
$23.8M 0.05%
214,945
+9,882
+5% +$1.14M
HAR
409
DELISTED
Harman International Industries
HAR
$23.7M 0.05%
177,612
+5,588
+3% +$695K
SPLS
410
DELISTED
Staples Inc
SPLS
$23.6M 0.05%
1,446,298
+345,122
+31% +$5.79M
MUR icon
411
Murphy Oil
MUR
$5.25B
$23.4M 0.05%
502,933
+30,229
+6% +$1.46M
FE icon
412
FirstEnergy
FE
$28.7B
$23.3M 0.05%
665,169
-45,041
-6% -$1.68M
NWL icon
413
Newell Brands
NWL
$2.24B
$23.3M 0.05%
595,790
+29,935
+5% +$1.15M
PAYX icon
414
Paychex
PAYX
$42.3B
$23.2M 0.05%
468,026
-7,433
-2% -$361K
MKL icon
415
Markel Group
MKL
$25.5B
$23.1M 0.05%
30,009
-741
-2% -$536K
NFX
416
DELISTED
Newfield Exploration
NFX
$23M 0.05%
655,732
+173,753
+36% +$5.26M
BT
417
DELISTED
BT Group plc (ADR)
BT
$23M 0.05%
705,116
+57,254
+9% +$1.89M
IPG
418
DELISTED
Interpublic Group of Companies
IPG
$23M 0.05%
1,038,141
+29,789
+3% +$632K
VOD icon
419
Vodafone
VOD
$37.7B
$23M 0.05%
702,533
+54,634
+8% +$1.88M
AES icon
420
AES
AES
$10.6B
$22.9M 0.05%
1,784,603
-393,714
-18% -$4.93M
SNDK
421
DELISTED
SANDISK CORP
SNDK
$22.9M 0.05%
359,761
+4,265
+1% +$347K
HOT
422
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$22.9M 0.05%
273,689
-2,320
-0.8% -$181K
WU icon
423
Western Union
WU
$2.58B
$22.7M 0.05%
1,091,653
+138,505
+15% +$2.58M
CY
424
DELISTED
Cypress Semiconductor
CY
$22.7M 0.05%
1,606,559
+799,475
+99% +$11.8M
AIZ icon
425
Assurant
AIZ
$14B
$22.6M 0.05%
367,765
-59,423
-14% -$3.76M
15 16
17
18 19

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MCM
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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.