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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
GAP
276
The Gap Inc
GAP
$7.28B
$36.5M 0.07%
842,431
+58,108
+7% +$2.42M
REGN icon
277
Regeneron Pharmaceuticals
REGN
$72.9B
$36.5M 0.07%
80,850
+4,398
+6% +$1.86M
BFH icon
278
Bread Financial
BFH
$4.36B
$36.3M 0.07%
153,449
-4,058
-3% -$927K
MAR icon
279
Marriott International
MAR
$101B
$36M 0.07%
447,620
+22,761
+5% +$1.81M
TTE icon
280
TotalEnergies
TTE
$187B
$35.5M 0.07%
714,938
+11,651
+2% +$597K
AMG icon
281
Affiliated Managers Group
AMG
$9.78B
$35.4M 0.07%
164,587
+9,798
+6% +$2.07M
TSN icon
282
Tyson Foods
TSN
$21.5B
$35.3M 0.07%
921,788
-27,707
-3% -$1.11M
GPC icon
283
Genuine Parts
GPC
$17.9B
$35.3M 0.07%
378,291
+8,427
+2% +$812K
NI icon
284
NiSource
NI
$21.9B
$35.2M 0.07%
2,028,856
+47,304
+2% +$802K
BSX icon
285
Boston Scientific
BSX
$68.5B
$35.2M 0.07%
1,981,780
-290,568
-13% -$4.59M
VRTX icon
286
Vertex Pharmaceuticals
VRTX
$124B
$35.1M 0.07%
297,728
+35,954
+14% +$4.31M
PLD icon
287
Prologis
PLD
$137B
$35M 0.07%
802,364
+24,645
+3% +$1.08M
NOV icon
288
NOV
NOV
$7.11B
$34.9M 0.07%
699,028
+28,125
+4% +$1.53M
BP icon
289
BP
BP
$107B
$34.4M 0.07%
1,061,205
+83,866
+9% +$2.75M
MTB icon
290
M&T Bank
MTB
$36.6B
$34.3M 0.07%
269,998
+19,612
+8% +$2.37M
IVZ icon
291
Invesco
IVZ
$13B
$34.2M 0.07%
862,558
+153,235
+22% +$5.98M
NFLX icon
292
Netflix
NFLX
$301B
$33.9M 0.07%
5,696,670
+798,140
+16% +$4.84M
BAY
293
DELISTED
BAYER AG SPONS ADR
BAY
$33.8M 0.07%
224,736
+18,106
+9% +$2.72M
PRGO icon
294
Perrigo
PRGO
$1.43B
$33.7M 0.07%
203,653
+25,354
+14% +$4.04M
SE
295
DELISTED
Spectra Energy Corp Wi
SE
$33.6M 0.07%
930,323
+49,111
+6% +$1.72M
VEON icon
296
VEON
VEON
$3.57B
$33.6M 0.07%
256,457
+72,102
+39% +$8.51M
SIAL
297
DELISTED
SIGMA - ALDRICH CORP
SIAL
$33.1M 0.07%
239,707
+12,201
+5% +$1.68M
DTE icon
298
DTE Energy
DTE
$30.4B
$32.9M 0.07%
479,138
+18,999
+4% +$1.36M
UNM icon
299
Unum
UNM
$14B
$32.7M 0.07%
969,494
+23,526
+2% +$780K
BTI icon
300
British American Tobacco
BTI
$134B
$32.4M 0.07%
625,110
+43,714
+8% +$2.42M
10 11
12
13 14

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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.