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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
PXD
351
DELISTED
Pioneer Natural Resource Co.
PXD
$28.2M 0.06%
172,225
+34,116
+25% +$5.24M
FMX icon
352
Fomento Económico Mexicano
FMX
$43.5B
$28.2M 0.06%
301,138
+6,398
+2% +$571K
EG icon
353
Everest Group
EG
$15.8B
$28M 0.06%
160,833
+206
+0.1% +$36.2K
AA icon
354
Alcoa
AA
$11.7B
$27.9M 0.06%
898,521
-39,572
-4% -$1.42M
SJM icon
355
J.M. Smucker
SJM
$13.2B
$27.9M 0.06%
241,034
+23,541
+11% +$2.58M
TYC
356
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$27.9M 0.06%
618,550
-25,631
-4% -$1.14M
K
357
DELISTED
Kellanova
K
$27.9M 0.06%
450,100
+29,903
+7% +$1.83M
EQIX icon
358
Equinix
EQIX
$102B
$27.7M 0.06%
119,040
+1,545
+1% +$350K
CCEP icon
359
Coca-Cola Europacific Partners
CCEP
$49.3B
$27.7M 0.06%
625,757
+9,853
+2% +$430K
DOX icon
360
Amdocs
DOX
$5.83B
$27.5M 0.06%
506,024
-4,887
-1% -$247K
AAL icon
361
American Airlines Group
AAL
$10.2B
$27.4M 0.06%
518,778
+144,967
+39% +$7.36M
ANDV
362
DELISTED
Andeavor
ANDV
$27.4M 0.06%
299,761
-107,569
-26% -$9.02M
PRE
363
DELISTED
PARTNERRE LTD
PRE
$27.3M 0.05%
238,801
-43,653
-15% -$5.01M
RGP
364
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$27.3M 0.05%
1,192,151
+43,400
+4% +$1.02M
KDP icon
365
Keurig Dr Pepper
KDP
$42.3B
$27.3M 0.05%
347,288
+39,505
+13% +$3.05M
TNL icon
366
Travel + Leisure Co
TNL
$4.81B
$27.2M 0.05%
665,579
-10,685
-2% -$425K
WY icon
367
Weyerhaeuser
WY
$17.7B
$27.1M 0.05%
818,557
+18,168
+2% +$636K
MSI icon
368
Motorola Solutions
MSI
$73.1B
$27.1M 0.05%
405,959
+6,615
+2% +$437K
BXP icon
369
Boston Properties
BXP
$11.2B
$27M 0.05%
192,527
+6,506
+3% +$908K
GEN icon
370
Gen Digital
GEN
$16.6B
$27M 0.05%
1,155,748
+36,232
+3% +$905K
FAST icon
371
Fastenal
FAST
$55.2B
$26.8M 0.05%
2,585,488
-572,012
-18% -$6.18M
SKM icon
372
SK Telecom
SKM
$11.8B
$26.8M 0.05%
597,133
-33,559
-5% -$1.56M
AZ
373
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$26.5M 0.05%
1,523,403
+67,959
+5% +$1.18M
WEC icon
374
WEC Energy
WEC
$37B
$26.4M 0.05%
532,586
+34,210
+7% +$1.79M
BWA icon
375
BorgWarner
BWA
$13B
$26.3M 0.05%
494,351
+27,864
+6% +$1.42M
13 14
15
16 17

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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.