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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
BHI
226
DELISTED
Baker Hughes
BHI
$45.4M 0.09%
714,037
-65,812
-8% -$3.97M
NXPI icon
227
NXP Semiconductors
NXPI
$65.4B
$45M 0.09%
448,433
+218,203
+95% +$19.2M
MU icon
228
Micron Technology
MU
$927B
$44.6M 0.09%
1,645,311
-324,701
-16% -$9.71M
LNC icon
229
Lincoln National
LNC
$8.19B
$44.6M 0.09%
776,323
-38,022
-5% -$2.12M
ITUB icon
230
Itaú Unibanco
ITUB
$91.6B
$44.6M 0.09%
10,053,810
+153,812
+2% +$751K
VFC icon
231
VF Corp
VFC
$7.16B
$44.4M 0.09%
625,925
+28,328
+5% +$1.96M
OMC icon
232
Omnicom Group
OMC
$24.6B
$43.7M 0.09%
560,913
+4,341
+0.8% +$331K
CMI icon
233
Cummins
CMI
$88.5B
$43.7M 0.09%
315,198
+16,108
+5% +$2.27M
SYY icon
234
Sysco
SYY
$40.7B
$43.5M 0.09%
1,152,409
+40,167
+4% +$1.58M
TV icon
235
Televisa
TV
$1.47B
$43.3M 0.09%
1,312,748
+185,518
+16% +$6.24M
TFC icon
236
Truist Financial
TFC
$64.7B
$43.3M 0.09%
1,110,375
+68,328
+7% +$2.58M
CME icon
237
CME Group
CME
$93.5B
$43M 0.09%
454,332
+65,717
+17% +$6.09M
ETN icon
238
Eaton
ETN
$150B
$42M 0.08%
618,600
+89,343
+17% +$6.07M
LVLT
239
DELISTED
Level 3 Communications Inc
LVLT
$42M 0.08%
779,382
+14,932
+2% +$778K
DG icon
240
Dollar General
DG
$27.8B
$41.5M 0.08%
550,881
+65,351
+13% +$4.62M
HES
241
DELISTED
Hess
HES
$41.5M 0.08%
611,480
+23,814
+4% +$1.7M
BBD icon
242
Banco Bradesco
BBD
$38.3B
$41.3M 0.08%
9,469,609
+508,732
+6% +$2.49M
DVA icon
243
DaVita
DVA
$15.4B
$41.3M 0.08%
507,600
+53,213
+12% +$4.08M
ED icon
244
Consolidated Edison
ED
$41.3B
$41M 0.08%
672,191
+65,283
+11% +$4.24M
CLX icon
245
Clorox
CLX
$12.1B
$41M 0.08%
371,206
+13,939
+4% +$1.51M
DVN icon
246
Devon Energy
DVN
$49.2B
$40.9M 0.08%
678,795
+54,333
+9% +$3.31M
MRSH
247
Marsh
MRSH
$91.7B
$40.6M 0.08%
724,104
+67,112
+10% +$3.78M
LUMN icon
248
Lumen
LUMN
$6.38B
$40.4M 0.08%
1,168,446
+30,324
+3% +$1.13M
RF icon
249
Regions Financial
RF
$26.7B
$40.3M 0.08%
4,266,601
-23,668
-0.6% -$224K
KSS icon
250
Kohl's
KSS
$2.16B
$40.1M 0.08%
512,597
+51,436
+11% +$3.5M
8 9
10
11 12

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.