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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
GILD icon
26
Gilead Sciences
GILD
$162B
$258M 0.52%
2,632,417
+172,037
+7% +$17.5M
C icon
27
Citigroup
C
$223B
$252M 0.51%
4,888,533
+181,497
+4% +$9.24M
QCOM icon
28
Qualcomm
QCOM
$179B
$250M 0.5%
3,612,294
-130,100
-3% -$9.17M
V icon
29
Visa
V
$689B
$250M 0.5%
3,827,172
+192,160
+5% +$12.7M
PEP icon
30
PepsiCo
PEP
$191B
$247M 0.5%
2,581,930
+91,240
+4% +$8.83M
KO icon
31
Coca-Cola
KO
$362B
$246M 0.49%
6,064,433
+175,619
+3% +$7.35M
CMCSA icon
32
Comcast
CMCSA
$80.9B
$244M 0.49%
8,658,770
+346,028
+4% +$9.95M
WMT icon
33
Walmart Inc
WMT
$889B
$242M 0.49%
8,828,964
+682,947
+8% +$19.4M
BAC icon
34
Bank of America
BAC
$436B
$241M 0.48%
15,638,840
-1,099,566
-7% -$17.7M
AMZN icon
35
Amazon
AMZN
$2.49T
$231M 0.47%
12,421,720
+2,152,940
+21% +$37.9M
AMGN icon
36
Amgen
AMGN
$203B
$224M 0.45%
1,399,619
+50,271
+4% +$7.92M
BMY icon
37
Bristol-Myers Squibb
BMY
$128B
$221M 0.45%
3,431,124
+177,691
+5% +$11.1M
META icon
38
Meta Platforms (Facebook)
META
$1.51T
$213M 0.43%
2,588,704
+398,890
+18% +$31.2M
CELG
39
DELISTED
Celgene Corp
CELG
$209M 0.42%
1,812,995
+92,956
+5% +$11.1M
UNH icon
40
UnitedHealth
UNH
$379B
$201M 0.41%
1,703,317
+13,627
+0.8% +$1.51M
SLB icon
41
SLB Ltd
SLB
$76.5B
$191M 0.38%
2,285,407
+223,212
+11% +$18.6M
PM icon
42
Philip Morris
PM
$305B
$190M 0.38%
2,526,905
+65,032
+3% +$5.28M
MO icon
43
Altria Group
MO
$122B
$190M 0.38%
3,797,152
+162,642
+4% +$8.63M
BIIB icon
44
Biogen
BIIB
$29.5B
$181M 0.37%
429,709
+32,899
+8% +$13M
COP icon
45
ConocoPhillips
COP
$141B
$179M 0.36%
2,879,743
+9,105
+0.3% +$589K
AGN
46
DELISTED
Allergan plc
AGN
$178M 0.36%
599,704
+265,862
+80% +$75.8M
MA icon
47
Mastercard
MA
$487B
$176M 0.35%
2,035,520
+75,329
+4% +$6.53M
MDT icon
48
Medtronic
MDT
$108B
$175M 0.35%
2,237,801
+517,689
+30% +$39.2M
RTX icon
49
RTX Corp
RTX
$294B
$172M 0.35%
2,338,229
+176,008
+8% +$13.1M
MMM icon
50
3M
MMM
$91.9B
$172M 0.35%
1,246,347
+70,768
+6% +$9.75M
1
2
3 4 5

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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.