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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
ADI icon
251
Analog Devices
ADI
$178B
$40.1M 0.08%
636,030
+35,278
+6% +$2M
QVCGA
252
DELISTED
QVC Group Inc Series A
QVCGA
$39.6M 0.08%
27,945
+68
+0.2% +$94.8K
FITB
253
Fifth Third Bancorp
FITB
$52.4B
$39.6M 0.08%
2,099,039
+44,114
+2% +$832K
MRO
254
DELISTED
Marathon Oil Corporation
MRO
$39.5M 0.08%
1,513,198
+59,780
+4% +$1.62M
JWN
255
DELISTED
Nordstrom
JWN
$39.5M 0.08%
491,722
+13,620
+3% +$1.08M
FCX icon
256
Freeport-McMoran
FCX
$88.6B
$39.3M 0.08%
2,075,413
+583,664
+39% +$11.5M
PH icon
257
Parker-Hannifin
PH
$125B
$39.3M 0.08%
331,067
+23,441
+8% +$2.84M
PCG icon
258
PG&E
PCG
$39.2B
$38.9M 0.08%
733,769
+61,752
+9% +$3.41M
TSM icon
259
TSMC
TSM
$2.03T
$38.9M 0.08%
1,658,071
+179,792
+12% +$4.23M
PCP
260
DELISTED
PRECISION CASTPARTS CORP
PCP
$38.8M 0.08%
184,859
-16,548
-8% -$3.51M
GSK icon
261
GSK
GSK
$108B
$38.8M 0.08%
672,798
+96,944
+17% +$5.56M
FXD icon
262
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$38.8M 0.08%
1,040,083
-184,347
-15% -$6.66M
FIS icon
263
Fidelity National Information Services
FIS
$23.2B
$38.8M 0.08%
569,571
+14,007
+3% +$916K
HSY icon
264
Hershey
HSY
$37.2B
$38.4M 0.08%
380,977
+9,355
+3% +$976K
FXN icon
265
First Trust Energy AlphaDEX Fund
FXN
$371M
$38.3M 0.08%
+1,816,134
New +$37.9M
EQR icon
266
Equity Residential
EQR
$25.5B
$38.3M 0.08%
491,438
-5,388
-1% -$421K
HSBC icon
267
HSBC
HSBC
$356B
$37.9M 0.08%
1,008,541
+5,966
+0.6% +$233K
AZO icon
268
AutoZone
AZO
$50.9B
$37.7M 0.08%
55,269
+1,420
+3% +$892K
TCOM icon
269
Trip.com Group
TCOM
$28.5B
$37.6M 0.08%
1,282,316
+2,106
+0.2% +$50.8K
XRX icon
270
Xerox
XRX
$360M
$37.3M 0.08%
1,100,486
+86,280
+9% +$3.04M
ZBH icon
271
Zimmer Biomet
ZBH
$18.5B
$37.2M 0.07%
325,739
+5,723
+2% +$653K
IGSB icon
272
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$37.2M 0.07%
704,252
+95,170
+16% +$5.01M
CF icon
273
CF Industries
CF
$18.9B
$37.1M 0.07%
653,990
+26,300
+4% +$1.57M
BPL
274
DELISTED
Buckeye Partners, L.P.
BPL
$36.8M 0.07%
487,694
+20,745
+4% +$1.56M
CP icon
275
Canadian Pacific Kansas City
CP
$81.4B
$36.6M 0.07%
1,000,935
-2,190
-0.2% -$80.8K
9 10
11
12 13

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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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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.