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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
CACI icon
826
CACI
CACI
$10.8B
$8.73M 0.02%
97,116
+4
+0% +$349
APOL
827
DELISTED
Apollo Education Group Inc Class A
APOL
$8.73M 0.02%
461,467
+8,178
+2% +$216K
GNW icon
828
Genworth Financial
GNW
$3.86B
$8.71M 0.02%
1,192,024
-112,886
-9% -$859K
WKC icon
829
World Kinect Corp
WKC
$2.07B
$8.71M 0.02%
151,438
+59,181
+64% +$3.07M
TEN
830
Tsakos Energy Navigation Ltd
TEN
$1.19B
$8.67M 0.02%
211,930
+5,585
+3% +$208K
TMH
831
DELISTED
Team Health Holdings Inc
TMH
$8.63M 0.02%
147,471
+6,040
+4% +$342K
CRL icon
832
Charles River Laboratories
CRL
$11.3B
$8.6M 0.02%
108,431
+6,470
+6% +$477K
CIT
833
DELISTED
CIT Group Inc.
CIT
$8.59M 0.02%
190,465
+4,703
+3% +$214K
DST
834
DELISTED
DST Systems Inc.
DST
$8.57M 0.02%
154,818
+21,572
+16% +$1.11M
PVH icon
835
PVH
PVH
$4.07B
$8.54M 0.02%
80,127
+1,932
+2% +$209K
UDR icon
836
UDR
UDR
$12.9B
$8.54M 0.02%
250,854
+2,426
+1% +$79.8K
FHN icon
837
First Horizon
FHN
$12.2B
$8.51M 0.02%
595,692
+8,028
+1% +$111K
WBC
838
DELISTED
WABCO HOLDINGS INC.
WBC
$8.5M 0.02%
69,170
+6,141
+10% +$667K
DASTY
839
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$8.44M 0.02%
125,198
-3,417
-3% -$230K
LUX
840
DELISTED
Luxottica Group
LUX
$8.44M 0.02%
134,492
+3,134
+2% +$187K
DLR icon
841
Digital Realty Trust
DLR
$69.6B
$8.44M 0.02%
127,886
+6,747
+6% +$463K
FBIN icon
842
Fortune Brands Innovations
FBIN
$5.86B
$8.41M 0.02%
207,356
+8,800
+4% +$343K
MD icon
843
Pediatrix Medical
MD
$2.2B
$8.39M 0.02%
115,740
+1,217
+1% +$84.6K
KT icon
844
KT
KT
$8.74B
$8.35M 0.02%
638,138
+26,853
+4% +$364K
ZION icon
845
Zions Bancorporation
ZION
$10.1B
$8.35M 0.02%
309,061
-31,703
-9% -$830K
RKT
846
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$8.33M 0.02%
129,131
+5,422
+4% +$355K
CEO
847
DELISTED
CNOOC Limited
CEO
$8.33M 0.02%
58,717
+7,135
+14% +$985K
AEO icon
848
American Eagle Outfitters
AEO
$2.94B
$8.29M 0.02%
485,526
+131,329
+37% +$2M
VMC icon
849
Vulcan Materials
VMC
$36.8B
$8.26M 0.02%
97,979
+14,590
+17% +$1.13M
HRI icon
850
Herc Holdings
HRI
$4.78B
$8.25M 0.02%
126,831
-9,244
-7% -$618K
32 33
34
35 36

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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.