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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
MAA icon
726
Mid-America Apartment Communities
MAA
$16B
$10.9M 0.02%
141,499
+8,758
+7% +$672K
WPP icon
727
WPP
WPP
$4.64B
$10.9M 0.02%
95,966
+8,444
+10% +$948K
OKE icon
728
Oneok
OKE
$56.6B
$10.9M 0.02%
226,140
+41,673
+23% +$1.9M
NWSA icon
729
News Corp Class A
NWSA
$15.6B
$10.9M 0.02%
681,080
+47,469
+7% +$768K
IFF icon
730
International Flavors & Fragrances
IFF
$20.1B
$10.9M 0.02%
92,737
+5,486
+6% +$620K
WAB icon
731
Wabtec
WAB
$50B
$10.9M 0.02%
114,303
+3,974
+4% +$358K
GNTX icon
732
Gentex
GNTX
$5.16B
$10.8M 0.02%
588,039
+3,839
+0.7% +$67.7K
RVTY icon
733
Revvity
RVTY
$12.4B
$10.7M 0.02%
210,139
+4,198
+2% +$194K
DINO icon
734
HF Sinclair
DINO
$16.3B
$10.7M 0.02%
265,933
+57,466
+28% +$2.2M
WX
735
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$10.6M 0.02%
274,201
+9,580
+4% +$369K
TDC icon
736
Teradata
TDC
$2.86B
$10.6M 0.02%
239,232
+1,024
+0.4% +$44.8K
DHI icon
737
D.R. Horton
DHI
$41.7B
$10.6M 0.02%
370,502
+23,955
+7% +$624K
PPLI
738
People Inc
PPLI
$3.14B
$10.6M 0.02%
874,982
+127,945
+17% +$1.48M
PDCO
739
DELISTED
Patterson Companies, Inc.
PDCO
$10.5M 0.02%
215,646
-474
-0.2% -$23.6K
MFG icon
740
Mizuho Financial
MFG
$121B
$10.5M 0.02%
2,962,477
+926,272
+45% +$3.25M
NPI
741
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$10.5M 0.02%
746,556
+6,000
+0.8% +$84.1K
RDY icon
742
Dr. Reddy's Laboratories
RDY
$9.81B
$10.5M 0.02%
915,640
+61,180
+7% +$649K
POR icon
743
Portland General Electric
POR
$5.87B
$10.4M 0.02%
280,909
+5,484
+2% +$207K
MANH icon
744
Manhattan Associates
MANH
$12.2B
$10.4M 0.02%
205,445
-16,113
-7% -$777K
ERIC icon
745
Ericsson
ERIC
$32.4B
$10.4M 0.02%
828,110
-267,568
-24% -$3.35M
IRM icon
746
Iron Mountain
IRM
$36.4B
$10.4M 0.02%
284,620
+63,889
+29% +$2.47M
CVC
747
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$10.4M 0.02%
566,575
+12,717
+2% +$244K
SPB icon
748
Spectrum Brands
SPB
$2.03B
$10.3M 0.02%
115,481
+8,031
+7% +$750K
NATI
749
DELISTED
National Instruments Corp
NATI
$10.3M 0.02%
322,035
-3
-0% -$93
HSNI
750
DELISTED
HSN, Inc.
HSNI
$10.3M 0.02%
151,231
+19,232
+15% +$1.35M
28 29
30
31 32

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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.