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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
TPR icon
301
Tapestry
TPR
$30.5B
$32.3M 0.07%
779,966
+152,680
+24% +$6.08M
BBBY
302
DELISTED
Bed Bath & Beyond Inc
BBBY
$32.3M 0.06%
420,297
+42,569
+11% +$3.23M
SHW icon
303
Sherwin-Williams
SHW
$87.4B
$32.2M 0.06%
339,597
+11,601
+4% +$1.08M
BEN icon
304
Franklin Resources
BEN
$17.3B
$32M 0.06%
624,045
-17,025
-3% -$904K
WELL icon
305
Welltower
WELL
$172B
$32M 0.06%
413,524
+35,667
+9% +$2.81M
TT icon
306
Trane Technologies
TT
$104B
$31.9M 0.06%
468,575
+8,455
+2% +$558K
PCAR icon
307
PACCAR
PCAR
$72.7B
$31.9M 0.06%
757,758
+46,222
+6% +$1.96M
LLL
308
DELISTED
L3 Technologies, Inc.
LLL
$31.9M 0.06%
253,518
-1,220
-0.5% -$155K
MCO icon
309
Moody's
MCO
$83.9B
$31.8M 0.06%
306,584
+15,663
+5% +$1.51M
CAG icon
310
Conagra Brands
CAG
$7.38B
$31.7M 0.06%
1,116,499
+12,352
+1% +$340K
ORLY icon
311
O'Reilly Automotive
ORLY
$75.6B
$31.7M 0.06%
2,196,585
+129,255
+6% +$1.74M
ES icon
312
Eversource Energy
ES
$28.4B
$31.6M 0.06%
625,357
+27,601
+5% +$1.45M
ROST icon
313
Ross Stores
ROST
$80.5B
$31.6M 0.06%
598,936
-19,318
-3% -$956K
SWK icon
314
Stanley Black & Decker
SWK
$14.6B
$31.5M 0.06%
329,966
+3,266
+1% +$313K
CMS icon
315
CMS Energy
CMS
$23B
$31.4M 0.06%
899,545
+31,891
+4% +$1.13M
EEP
316
DELISTED
Enbridge Energy Partners
EEP
$31.3M 0.06%
870,485
+32,083
+4% +$1.23M
FISV
317
Fiserv Inc
FISV
$28.9B
$31.3M 0.06%
787,708
+15,924
+2% +$607K
VRSN icon
318
VeriSign
VRSN
$25.4B
$31.2M 0.06%
466,597
+21,162
+5% +$1.29M
RDS.A
319
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$31.2M 0.06%
523,803
-20,577
-4% -$1.3M
BHC icon
320
Bausch Health
BHC
$1.69B
$31.2M 0.06%
157,170
+85,155
+118% +$15.1M
UTHR icon
321
United Therapeutics
UTHR
$26.1B
$31.1M 0.06%
180,362
+35,983
+25% +$5.49M
STX icon
322
Seagate
STX
$169B
$31.1M 0.06%
596,974
+11,429
+2% +$680K
HOG icon
323
Harley-Davidson
HOG
$2.66B
$30.9M 0.06%
508,657
+1,504
+0.3% +$94.6K
LEA icon
324
Lear
LEA
$7.45B
$30.9M 0.06%
461,604
-6,067
-1% -$637K
EDU icon
325
New Oriental
EDU
$8.08B
$30.9M 0.06%
1,391,717
+5,909
+0.4% +$119K
11 12
13
14 15

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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.