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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
STJ
326
DELISTED
St Jude Medical
STJ
$30.8M 0.06%
471,196
+37,405
+9% +$2.49M
TGNA
327
DELISTED
TEGNA Inc
TGNA
$30.8M 0.06%
1,587,929
+23,244
+1% +$410K
VTRS icon
328
Viatris
VTRS
$20.8B
$30.3M 0.06%
509,783
+31,013
+6% +$1.77M
CCL icon
329
Carnival Corporation Ltd
CCL
$38.7B
$30.2M 0.06%
631,319
+61,719
+11% +$2.78M
TROW icon
330
T. Rowe Price
TROW
$26.1B
$30.2M 0.06%
372,751
-30,530
-8% -$2.51M
ETJ
331
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$30.2M 0.06%
2,787,918
+512,206
+23% +$5.53M
CMG icon
332
Chipotle Mexican Grill
CMG
$43B
$30.1M 0.06%
2,317,000
-88,550
-4% -$1.21M
APA icon
333
APA Corp
APA
$12.3B
$30.1M 0.06%
498,428
+67,774
+16% +$4.26M
BRCM
334
DELISTED
BROADCOM CORP CL-A
BRCM
$30M 0.06%
694,062
+115,735
+20% +$5.05M
PPL
335
PPL Corp
PPL
$27.3B
$30M 0.06%
958,366
+84,880
+10% +$2.73M
KSU
336
DELISTED
Kansas City Southern
KSU
$29.7M 0.06%
290,638
+8,447
+3% +$957K
FTR
337
DELISTED
Frontier Communications Corp.
FTR
$29.5M 0.06%
279,091
+6,471
+2% +$716K
TEL icon
338
TE Connectivity
TEL
$62.1B
$29.4M 0.06%
410,382
+23,481
+6% +$1.61M
XL
339
DELISTED
XL Group Ltd.
XL
$29.3M 0.06%
796,968
+43,340
+6% +$1.55M
CHD icon
340
Church & Dwight Co
CHD
$23.7B
$29.3M 0.06%
685,666
+758
+0.1% +$31.6K
CERN
341
DELISTED
Cerner Corp
CERN
$29.1M 0.06%
397,800
+44,974
+13% +$3.11M
CIB icon
342
Grupo Cibest SA
CIB
$21.1B
$28.9M 0.06%
734,169
+16,313
+2% +$703K
BBY icon
343
Best Buy
BBY
$18.9B
$28.7M 0.06%
760,466
-25,509
-3% -$976K
PGR icon
344
Progressive
PGR
$128B
$28.7M 0.06%
1,054,501
-31,185
-3% -$833K
APTV icon
345
Aptiv
APTV
$12.6B
$28.6M 0.06%
358,285
+26,817
+8% +$2.02M
NBL
346
DELISTED
Noble Energy, Inc.
NBL
$28.5M 0.06%
583,114
-156,569
-21% -$7.31M
PLL
347
DELISTED
PALL CORP
PLL
$28.4M 0.06%
282,457
+17,074
+6% +$1.73M
HSIC icon
348
Henry Schein
HSIC
$9.76B
$28.3M 0.06%
516,735
-14,889
-3% -$817K
STZ icon
349
Constellation Brands
STZ
$22.5B
$28.2M 0.06%
243,038
+6,226
+3% +$701K
ANSS
350
DELISTED
Ansys
ANSS
$28.2M 0.06%
319,461
-568
-0.2% -$48K
12 13
14
15 16

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MCM
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PSUF
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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.