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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
SYA
1001
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$6.3M 0.01%
268,733
-49,226
-15% -$1.1M
MIDD icon
1002
Middleby
MIDD
$6.01B
$6.29M 0.01%
61,248
+2,359
+4% +$240K
AGRO icon
1003
Adecoagro
AGRO
$1.4B
$6.26M 0.01%
612,999
-34
-0% -$296
KOF icon
1004
Coca-Cola Femsa
KOF
$22.5B
$6.26M 0.01%
78,334
+5,124
+7% +$429K
NWE icon
1005
NorthWestern Energy
NWE
$4.34B
$6.23M 0.01%
115,814
+3,716
+3% +$205K
ICLR icon
1006
Icon
ICLR
$13.7B
$6.22M 0.01%
88,267
-7,624
-8% -$473K
B
1007
DELISTED
Barnes Group Inc.
B
$6.21M 0.01%
153,445
+1,531
+1% +$57.7K
PHG icon
1008
Philips
PHG
$25.5B
$6.21M 0.01%
316,190
+53,341
+20% +$1.06M
AMTD
1009
DELISTED
TD Ameritrade Holding Corp
AMTD
$6.21M 0.01%
166,548
+5,770
+4% +$205K
CASY icon
1010
Casey's General Stores
CASY
$32.1B
$6.18M 0.01%
68,570
-3,984
-5% -$359K
QEP
1011
DELISTED
QEP RESOURCES, INC.
QEP
$6.16M 0.01%
295,438
+6,565
+2% +$137K
VMW
1012
DELISTED
VMware, Inc
VMW
$6.15M 0.01%
75,041
-13,877
-16% -$1.14M
NQI
1013
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$6.14M 0.01%
458,903
+19,919
+5% +$267K
MMS icon
1014
Maximus
MMS
$3.32B
$6.14M 0.01%
92,012
-6,234
-6% -$370K
ATR icon
1015
AptarGroup
ATR
$8.69B
$6.14M 0.01%
96,629
+310
+0.3% +$19.9K
AMED
1016
DELISTED
Amedisys
AMED
$6.13M 0.01%
228,893
-8,816
-4% -$249K
CIEN icon
1017
Ciena
CIEN
$46.8B
$6.13M 0.01%
317,292
+110,497
+53% +$2.2M
COLM icon
1018
Columbia Sportswear
COLM
$3.25B
$6.12M 0.01%
100,542
-12,707
-11% -$643K
ULTI
1019
DELISTED
Ultimate Software Group Inc
ULTI
$6.1M 0.01%
35,881
-5,899
-14% -$935K
PMC
1020
DELISTED
PharMerica Corporation
PMC
$6.09M 0.01%
216,069
-7,550
-3% -$188K
HI
1021
DELISTED
Hillenbrand
HI
$6.08M 0.01%
197,034
+12,512
+7% +$393K
CHH icon
1022
Choice Hotels
CHH
$5.26B
$6.08M 0.01%
94,838
+9,434
+11% +$574K
EWBC icon
1023
East-West Bancorp
EWBC
$17.8B
$6.07M 0.01%
149,968
+2,651
+2% +$104K
TXRH icon
1024
Texas Roadhouse
TXRH
$13.7B
$6.07M 0.01%
166,506
+7,182
+5% +$255K
JACK icon
1025
Jack in the Box
JACK
$314M
$6.06M 0.01%
63,195
-4,921
-7% -$446K
39 40
41
42 43

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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.