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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
CAR icon
551
Avis
CAR
$5.88B
$16.3M 0.03%
275,926
-18,172
-6% -$1.11M
EW icon
552
Edwards Lifesciences
EW
$48.2B
$16.3M 0.03%
684,600
+38,952
+6% +$874K
GGP
553
DELISTED
GGP Inc.
GGP
$16.2M 0.03%
549,704
+43,749
+9% +$1.31M
BBVA icon
554
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$16.2M 0.03%
1,702,150
+432,823
+34% +$3.89M
PKG icon
555
Packaging Corp of America
PKG
$22.6B
$16.2M 0.03%
207,185
+2,067
+1% +$164K
HCC
556
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$16.2M 0.03%
285,494
-3,574
-1% -$198K
RCL icon
557
Royal Caribbean
RCL
$86.5B
$16.2M 0.03%
197,479
+29,808
+18% +$2.36M
FLS icon
558
Flowserve
FLS
$9.38B
$16.1M 0.03%
285,171
-36,468
-11% -$2.12M
CTAS icon
559
Cintas
CTAS
$86B
$16.1M 0.03%
789,100
-24,236
-3% -$492K
AV
560
DELISTED
Aviva Plc
AV
$16.1M 0.03%
992,935
+151,258
+18% +$2.46M
CSL icon
561
Carlisle Companies
CSL
$14.1B
$16M 0.03%
172,340
+7,459
+5% +$687K
SAN icon
562
Banco Santander
SAN
$200B
$15.9M 0.03%
2,253,234
+26,690
+1% +$181K
SNPS icon
563
Synopsys
SNPS
$73.5B
$15.9M 0.03%
343,772
-1,744
-0.5% -$78.1K
SBAC icon
564
SBA Communications
SBAC
$18.6B
$15.9M 0.03%
135,881
+5,884
+5% +$695K
GAS
565
DELISTED
AGL Resources Inc
GAS
$15.9M 0.03%
320,285
+10,317
+3% +$536K
IM
566
DELISTED
Ingram Micro
IM
$15.9M 0.03%
631,824
-64,563
-9% -$1.64M
NRG icon
567
NRG Energy
NRG
$26.9B
$15.9M 0.03%
629,275
+7,713
+1% +$195K
AGCO icon
568
AGCO
AGCO
$8.96B
$15.8M 0.03%
331,498
+32,223
+11% +$1.51M
URI icon
569
United Rentals
URI
$67.9B
$15.8M 0.03%
173,186
-14,551
-8% -$1.31M
ATVI
570
DELISTED
Activision Blizzard
ATVI
$15.8M 0.03%
693,938
+60,619
+10% +$1.33M
CTRA
571
DELISTED
Coterra Energy
CTRA
$15.8M 0.03%
533,525
+1,890
+0.4% +$53.6K
CTXS
572
DELISTED
Citrix Systems Inc
CTXS
$15.7M 0.03%
308,540
+25,319
+9% +$1.25M
NTAP icon
573
NetApp
NTAP
$34.2B
$15.7M 0.03%
441,387
-32,881
-7% -$1.26M
FSL
574
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$15.6M 0.03%
383,364
+56,755
+17% +$1.96M
NGG icon
575
National Grid
NGG
$81.3B
$15.5M 0.03%
248,966
+10,521
+4% +$693K
21 22
23
24 25

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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.