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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
OCR
451
DELISTED
OMNICARE INC
OCR
$20.7M 0.04%
268,359
-7,576
-3% -$575K
SBH icon
452
Sally Beauty Holdings
SBH
$1.48B
$20.6M 0.04%
598,459
+41,827
+8% +$1.35M
GWW icon
453
W.W. Grainger
GWW
$66B
$20.6M 0.04%
87,199
-236
-0.3% -$56.3K
CHRW icon
454
C.H. Robinson
CHRW
$20B
$20.6M 0.04%
280,754
+46,700
+20% +$3.41M
L icon
455
Loews
L
$24.6B
$20.4M 0.04%
499,205
-27,305
-5% -$1.11M
EFX icon
456
Equifax
EFX
$22B
$20.3M 0.04%
218,746
-1,907
-0.9% -$169K
TXT icon
457
Textron
TXT
$15.6B
$20.3M 0.04%
457,645
+23,501
+5% +$1.02M
HNT
458
DELISTED
HEALTH NET INC
HNT
$20.2M 0.04%
333,666
+21,154
+7% +$1.19M
HEDJ icon
459
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$20.2M 0.04%
+610,164
New +$18.9M
EMN icon
460
Eastman Chemical
EMN
$7.79B
$20.1M 0.04%
290,449
-5,545
-2% -$400K
DOV icon
461
Dover
DOV
$27.4B
$20.1M 0.04%
359,819
-10,800
-3% -$622K
RENX
462
DELISTED
RELX N.V.
RENX
$20M 0.04%
1,235,197
+18,395
+2% +$295K
RGA icon
463
Reinsurance Group of America
RGA
$15.9B
$19.9M 0.04%
213,408
+1,237
+0.6% +$109K
LRCX icon
464
Lam Research
LRCX
$337B
$19.8M 0.04%
2,815,590
+163,340
+6% +$1.29M
ROK icon
465
Rockwell Automation
ROK
$52.4B
$19.7M 0.04%
170,160
+20,260
+14% +$2.28M
PBI icon
466
Pitney Bowes
PBI
$2.41B
$19.7M 0.04%
843,867
-22,657
-3% -$527K
ANZ
467
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$19.7M 0.04%
708,061
+91,207
+15% +$2.53M
AXA
468
DELISTED
AXA ADS (1 ORD SHS)
AXA
$19.5M 0.04%
773,168
+43,097
+6% +$1.09M
A icon
469
Agilent Technologies
A
$39.7B
$19.5M 0.04%
469,321
+18,020
+4% +$729K
VAR
470
DELISTED
Varian Medical Systems, Inc.
VAR
$19.5M 0.04%
236,245
-13,679
-5% -$1.1M
POM
471
DELISTED
PEPCO HOLDINGS, INC.
POM
$19.5M 0.04%
725,256
+56,126
+8% +$1.52M
AAP icon
472
Advance Auto Parts
AAP
$3.54B
$19.4M 0.04%
129,870
+5,358
+4% +$826K
MORN icon
473
Morningstar
MORN
$7.38B
$19.4M 0.04%
259,171
+33,419
+15% +$2.37M
BTZ icon
474
BlackRock Credit Allocation Income Trust
BTZ
$933M
$19.4M 0.04%
1,440,817
+40,857
+3% +$547K
SMFG icon
475
Sumitomo Mitsui Financial
SMFG
$163B
$19.4M 0.04%
2,500,284
+628,520
+34% +$4.7M
17 18
19
20 21

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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.