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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
ALK icon
376
Alaska Air
ALK
$5.42B
$26.3M 0.05%
397,333
-11,618
-3% -$754K
UBS icon
377
UBS Group
UBS
$171B
$26.2M 0.05%
1,395,657
+143,431
+11% +$2.5M
ROP icon
378
Roper Technologies
ROP
$38.7B
$26.2M 0.05%
152,132
+3,301
+2% +$535K
CBRE icon
379
CBRE Group
CBRE
$43.1B
$26M 0.05%
672,846
+34,033
+5% +$1.17M
LH icon
380
Labcorp
LH
$25.8B
$26M 0.05%
239,666
+39,565
+20% +$4.07M
PFG icon
381
Principal Financial Group
PFG
$24.6B
$25.9M 0.05%
504,975
-5,813
-1% -$292K
DOC icon
382
Healthpeak Properties
DOC
$15.7B
$25.9M 0.05%
657,735
+38,230
+6% +$1.53M
PUK icon
383
Prudential
PUK
$36.1B
$25.8M 0.05%
533,228
+111,299
+26% +$5.29M
DLTR icon
384
Dollar Tree
DLTR
$24.4B
$25.8M 0.05%
317,521
+26,450
+9% +$2.01M
VNO icon
385
Vornado Realty Trust
VNO
$7.54B
$25.7M 0.05%
284,148
-22,256
-7% -$2M
SWKS icon
386
Skyworks Solutions
SWKS
$9.73B
$25.6M 0.05%
260,921
+68,979
+36% +$5.89M
AVB icon
387
AvalonBay Communities
AVB
$27.2B
$25.6M 0.05%
147,092
+5,785
+4% +$1,000K
MNK
388
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$25.6M 0.05%
202,206
+33,503
+20% +$3.83M
HBAN icon
389
Huntington Bancshares
HBAN
$35B
$25.6M 0.05%
2,316,495
+69,610
+3% +$735K
VTR icon
390
Ventas
VTR
$47.7B
$25.6M 0.05%
306,773
+32,308
+12% +$2.78M
XEL icon
391
Xcel Energy
XEL
$50.1B
$25.6M 0.05%
734,474
+62,655
+9% +$2.24M
HST icon
392
Host Hotels & Resorts
HST
$17.4B
$25.4M 0.05%
1,260,153
+29
+0% +$648
OKS
393
DELISTED
Oneok Partners LP
OKS
$25.4M 0.05%
620,963
-2,295
-0.4% -$95.9K
ETFC
394
DELISTED
E*Trade Financial Corporation
ETFC
$25.3M 0.05%
884,408
+38,631
+5% +$985K
AEE icon
395
Ameren
AEE
$31.1B
$25.2M 0.05%
595,988
+27,578
+5% +$1.2M
COL
396
DELISTED
Rockwell Collins
COL
$25.1M 0.05%
259,653
+12,180
+5% +$1.09M
AVGO icon
397
Broadcom
AVGO
$1.81T
$25M 0.05%
1,972,060
+582,610
+42% +$6.68M
BG icon
398
Bunge Global
BG
$22.8B
$24.5M 0.05%
297,387
-46,382
-13% -$3.96M
BCS icon
399
Barclays
BCS
$91B
$24.4M 0.05%
1,802,983
+198,207
+12% +$2.78M
WBK
400
DELISTED
Westpac Banking Corporation
WBK
$24.4M 0.05%
816,384
+136,757
+20% +$3.92M
14 15
16
17 18

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MCM
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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.