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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
HBI
526
DELISTED
Hanesbrands
HBI
$17.1M 0.03%
508,970
-24,142
-5% -$732K
MTD icon
527
Mettler-Toledo International
MTD
$28.1B
$17M 0.03%
51,802
-330
-0.6% -$102K
JPS
528
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$17M 0.03%
1,853,809
+12,048
+0.7% +$111K
AVT icon
529
Avnet
AVT
$7.07B
$16.9M 0.03%
379,900
+51,386
+16% +$2.27M
KMX icon
530
CarMax
KMX
$8.36B
$16.9M 0.03%
244,614
+16,923
+7% +$1.1M
GT icon
531
Goodyear
GT
$2.12B
$16.9M 0.03%
623,212
-71,229
-10% -$1.86M
ADT
532
DELISTED
ADT Corp
ADT
$16.8M 0.03%
405,693
+20,761
+5% +$779K
BF.B icon
533
Brown-Forman Class B
BF.B
$13.3B
$16.8M 0.03%
581,050
+22,966
+4% +$662K
ETY icon
534
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.26B
$16.8M 0.03%
1,478,153
-28,408
-2% -$322K
G icon
535
Genpact
G
$5.87B
$16.8M 0.03%
720,963
+140,020
+24% +$3.02M
BCR
536
DELISTED
CR Bard Inc.
BCR
$16.8M 0.03%
100,121
+6,543
+7% +$1.12M
SEE
537
DELISTED
Sealed Air
SEE
$16.7M 0.03%
366,058
-7,954
-2% -$353K
BRCD
538
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$16.7M 0.03%
1,405,616
+46,652
+3% +$557K
MAN icon
539
ManpowerGroup
MAN
$2.58B
$16.7M 0.03%
193,399
-5,998
-3% -$457K
MCHP icon
540
Microchip Technology
MCHP
$41.1B
$16.6M 0.03%
680,992
-29,680
-4% -$716K
FLR icon
541
Fluor
FLR
$6.89B
$16.6M 0.03%
291,255
-43,280
-13% -$2.46M
HII icon
542
Huntington Ingalls Industries
HII
$11.8B
$16.6M 0.03%
118,694
-18,294
-13% -$2.36M
RHT
543
DELISTED
Red Hat Inc
RHT
$16.6M 0.03%
219,414
-2,473
-1% -$168K
NLY icon
544
Annaly Capital Management
NLY
$17.4B
$16.6M 0.03%
399,171
+36,439
+10% +$1.55M
MGA icon
545
Magna International
MGA
$18.8B
$16.6M 0.03%
309,150
-2,394
-0.8% -$123K
RDS.B
546
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$16.6M 0.03%
264,212
+3,793
+1% +$251K
BDJ icon
547
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$16.6M 0.03%
2,016,335
+177,375
+10% +$1.45M
TAP icon
548
Molson Coors Class B
TAP
$7.97B
$16.5M 0.03%
221,497
+5,660
+3% +$427K
SCG
549
DELISTED
Scana
SCG
$16.5M 0.03%
299,799
+10,557
+4% +$621K
ARW icon
550
Arrow Electronics
ARW
$10.8B
$16.5M 0.03%
269,210
-1,703
-0.6% -$101K
20 21
22
23 24

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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.