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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
DAL icon
176
Delta Air Lines
DAL
$58.8B
$59.2M 0.12%
1,316,509
+30,947
+2% +$1.44M
VIAB
177
DELISTED
Viacom Inc. Class B
VIAB
$59.1M 0.12%
865,360
+169,635
+24% +$11.7M
GM icon
178
General Motors
GM
$81.7B
$59M 0.12%
1,572,421
+225,508
+17% +$8.2M
AFL icon
179
Aflac
AFL
$65.9B
$58.9M 0.12%
1,841,218
+119,136
+7% +$3.63M
NSC icon
180
Norfolk Southern
NSC
$76.1B
$58.9M 0.12%
572,092
+16,049
+3% +$1.72M
CB
181
DELISTED
CHUBB CORPORATION
CB
$58.7M 0.12%
581,035
+12,077
+2% +$1.22M
CAH icon
182
Cardinal Health
CAH
$54.5B
$58.4M 0.12%
646,923
+28,284
+5% +$2.44M
GLW icon
183
Corning
GLW
$108B
$57.9M 0.12%
2,553,734
+196,718
+8% +$4.68M
SRCL
184
DELISTED
Stericycle Inc
SRCL
$57.8M 0.12%
411,661
-1,909
-0.5% -$258K
YUM icon
185
Yum! Brands
YUM
$41.4B
$57.6M 0.12%
1,017,027
+44,194
+5% +$2.41M
ICE icon
186
Intercontinental Exchange
ICE
$86.4B
$57.3M 0.12%
1,229,060
+20,500
+2% +$924K
ADM icon
187
Archer Daniels Midland
ADM
$40.1B
$57.1M 0.12%
1,205,293
+57,153
+5% +$2.72M
ITW icon
188
Illinois Tool Works
ITW
$84.9B
$57M 0.11%
586,441
+45,758
+8% +$4.41M
YHOO
189
DELISTED
Yahoo Inc
YHOO
$56.6M 0.11%
1,273,196
-41,543
-3% -$1.88M
PX
190
DELISTED
Praxair Inc
PX
$56.3M 0.11%
466,430
+10,166
+2% +$1.27M
INTU icon
191
Intuit
INTU
$85.6B
$56.3M 0.11%
580,227
-414
-0.1% -$38.5K
WFM
192
DELISTED
Whole Foods Market Inc
WFM
$55.5M 0.11%
1,065,122
+115,452
+12% +$6.19M
MWE
193
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$55.2M 0.11%
835,292
+157,426
+23% +$9.67M
WDC icon
194
Western Digital
WDC
$160B
$55.1M 0.11%
801,614
-36,678
-4% -$2.87M
STI
195
DELISTED
SunTrust Banks, Inc.
STI
$54.2M 0.11%
1,318,377
+66,194
+5% +$2.68M
NVO
196
Novo Nordisk
NVO
$225B
$54.1M 0.11%
2,025,760
-20,112
-1% -$463K
CSX icon
197
CSX Corp
CSX
$94.2B
$53.4M 0.11%
4,838,469
-243,414
-5% -$2.8M
BUD icon
198
AB InBev
BUD
$161B
$52.3M 0.11%
429,222
+11,999
+3% +$1.45M
LYB icon
199
LyondellBasell Industries
LYB
$18.8B
$51.7M 0.1%
588,978
+60,182
+11% +$5.06M
APH icon
200
Amphenol
APH
$177B
$51.2M 0.1%
3,475,740
+56,932
+2% +$797K
6 7
8
9 10

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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.