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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
EMD
501
Western Asset Emerging Markets Debt Fund
EMD
$613M
$18.1M 0.04%
1,147,966
+141,393
+14% +$2.23M
LBTYK icon
502
Liberty Global Class C
LBTYK
$3.4B
$18.1M 0.04%
448,203
+28,560
+7% +$1.13M
JNK icon
503
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$18M 0.04%
152,927
+58,323
+62% +$6.84M
CHK
504
DELISTED
Chesapeake Energy Corporation
CHK
$18M 0.04%
6,347
-928
-13% -$3.28M
CYH icon
505
Community Health Systems
CYH
$393M
$17.8M 0.04%
412,467
-4,273
-1% -$177K
BF
506
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$17.7M 0.04%
178,398
-15,708
-8% -$1.56M
AZN icon
507
AstraZeneca
AZN
$267B
$17.7M 0.04%
258,937
+19,388
+8% +$1.35M
CS
508
DELISTED
Credit Suisse Group
CS
$17.7M 0.04%
657,597
+144,745
+28% +$3.45M
EXPE icon
509
Expedia Group
EXPE
$35.5B
$17.7M 0.04%
188,063
+2,759
+1% +$245K
AVY icon
510
Avery Dennison
AVY
$12.9B
$17.7M 0.04%
334,493
+54,132
+19% +$2.86M
MWV
511
DELISTED
MEADWESTVACO CORP
MWV
$17.7M 0.04%
354,558
-13,189
-4% -$657K
MOS icon
512
The Mosaic Company
MOS
$7.34B
$17.7M 0.04%
383,875
+84,151
+28% +$4.11M
RAD
513
DELISTED
Rite Aid Corporation
RAD
$17.6M 0.04%
101,479
-33,895
-25% -$5.28M
HCF
514
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$17.5M 0.04%
1,439,649
-46,236
-3% -$563K
LEG icon
515
Leggett & Platt
LEG
$1.47B
$17.5M 0.04%
380,102
-2,738
-0.7% -$122K
DNY
516
DELISTED
DONNELLEY R R & SONS CO
DNY
$17.5M 0.04%
909,957
-105,331
-10% -$2.02M
IDXX icon
517
Idexx Laboratories
IDXX
$44.9B
$17.4M 0.04%
225,658
-36,732
-14% -$2.86M
EXG icon
518
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.93B
$17.4M 0.04%
1,792,802
+30,052
+2% +$287K
TRW
519
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$17.4M 0.04%
165,661
-9,149
-5% -$950K
FTI icon
520
TechnipFMC
FTI
$28.9B
$17.3M 0.03%
630,013
-146,961
-19% -$4.3M
CMA
521
DELISTED
Comerica
CMA
$17.3M 0.03%
383,838
+43,813
+13% +$1.96M
NEM icon
522
Newmont
NEM
$96.4B
$17.3M 0.03%
796,434
+172,633
+28% +$4.04M
ILMN icon
523
Illumina
ILMN
$29.2B
$17.3M 0.03%
95,611
+4,898
+5% +$923K
NPM
524
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$17.2M 0.03%
1,212,313
+2,023
+0.2% +$28.7K
UL icon
525
Unilever
UL
$144B
$17.2M 0.03%
366,456
+39,426
+12% +$1.89M
19 20
21
22 23

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MCM
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PSUF
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IA
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SCC
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BAM
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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.