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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
RHI icon
426
Robert Half
RHI
$4.04B
$22.6M 0.05%
372,632
+19,174
+5% +$1.15M
LNKD
427
DELISTED
LinkedIn Corporation
LNKD
$22.4M 0.05%
89,529
+6,720
+8% +$1.67M
MNST icon
428
Monster Beverage
MNST
$95.6B
$22.4M 0.05%
969,510
+27,264
+3% +$571K
AKZOY
429
DELISTED
Akzo Nobel NV
AKZOY
$22.3M 0.04%
886,223
+52,213
+6% +$1.31M
JNPR
430
DELISTED
Juniper Networks
JNPR
$22.3M 0.04%
987,284
+75,040
+8% +$1.73M
CSC
431
DELISTED
Computer Sciences
CSC
$22.3M 0.04%
810,059
-61,103
-7% -$1.69M
ABEV icon
432
Ambev
ABEV
$48.4B
$22.2M 0.04%
3,849,047
+64,283
+2% +$399K
LHX icon
433
L3Harris
LHX
$56.9B
$22.2M 0.04%
281,363
+10,088
+4% +$736K
IBN icon
434
ICICI Bank
IBN
$109B
$22.1M 0.04%
2,344,903
-320,826
-12% -$3.33M
ING icon
435
ING
ING
$95.1B
$22M 0.04%
1,503,457
+14,957
+1% +$205K
BVN icon
436
Compañía de Minas Buenaventura
BVN
$7.72B
$21.8M 0.04%
2,151,311
+104,464
+5% +$1.13M
AOD
437
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$21.6M 0.04%
2,426,612
+97,070
+4% +$848K
DGX icon
438
Quest Diagnostics
DGX
$26B
$21.6M 0.04%
280,613
+63,541
+29% +$4.55M
ADSK icon
439
Autodesk
ADSK
$50.1B
$21.5M 0.04%
367,230
+29,976
+9% +$1.78M
CA
440
DELISTED
CA, Inc.
CA
$21.4M 0.04%
656,316
+39,938
+6% +$1.27M
DDS icon
441
Dillards
DDS
$9.2B
$21.4M 0.04%
156,489
+25,003
+19% +$3.12M
GL icon
442
Globe Life
GL
$13.9B
$21.3M 0.04%
387,015
-7,859
-2% -$418K
RNR icon
443
RenaissanceRe
RNR
$13.9B
$21.3M 0.04%
213,106
+10,388
+5% +$1.04M
UAL icon
444
United Airlines
UAL
$40.2B
$21.2M 0.04%
314,805
+23,765
+8% +$1.61M
BMRN icon
445
BioMarin Pharmaceuticals
BMRN
$12B
$21.2M 0.04%
169,793
+4,843
+3% +$513K
HIT
446
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$21.1M 0.04%
308,080
+17,490
+6% +$1.2M
MKC icon
447
McCormick & Company Non-Voting
MKC
$13.9B
$21M 0.04%
544,604
+16,990
+3% +$630K
UTF icon
448
Cohen & Steers Infrastructure Fund
UTF
$3.11B
$20.9M 0.04%
921,913
+23,607
+3% +$538K
NUE icon
449
Nucor
NUE
$60.5B
$20.8M 0.04%
438,396
-47,362
-10% -$2.21M
LYG icon
450
Lloyds Banking Group
LYG
$87.2B
$20.7M 0.04%
4,428,420
+654,066
+17% +$3.05M
16 17
18
19 20

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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.