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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
LNG icon
576
Cheniere Energy
LNG
$52.8B
$15.5M 0.03%
200,406
+28,995
+17% +$2.16M
UAA icon
577
Under Armour
UAA
$3.04B
$15.5M 0.03%
386,387
+41,420
+12% +$1.51M
PBR icon
578
Petrobras
PBR
$116B
$15.5M 0.03%
2,573,379
-43,697
-2% -$279K
BALL icon
579
Ball Corp
BALL
$17.8B
$15.5M 0.03%
437,642
-26,864
-6% -$930K
ASML icon
580
ASML
ASML
$608B
$15.4M 0.03%
152,857
-865
-0.6% -$90.9K
MAC icon
581
Macerich
MAC
$7.52B
$15.3M 0.03%
181,780
+3,542
+2% +$310K
PZE
582
DELISTED
Petrobras Argentina S A
PZE
$15.3M 0.03%
2,242,522
-708,940
-24% -$3.97M
IEX icon
583
IDEX
IEX
$16.6B
$15.3M 0.03%
201,539
+9,815
+5% +$739K
EPC icon
584
Edgewell Personal Care
EPC
$1.3B
$15.2M 0.03%
149,005
+2,161
+1% +$214K
LM
585
DELISTED
Legg Mason, Inc.
LM
$15.2M 0.03%
274,907
+7,236
+3% +$406K
NIO
586
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$15M 0.03%
1,022,720
-57,393
-5% -$836K
TTM
587
DELISTED
Tata Motors Limited
TTM
$15M 0.03%
332,664
+12,177
+4% +$574K
SLG icon
588
SL Green Realty
SLG
$3.77B
$15M 0.03%
120,424
+1,477
+1% +$183K
RSG icon
589
Republic Services
RSG
$66.6B
$14.9M 0.03%
368,576
+27,558
+8% +$1.12M
NVDA icon
590
NVIDIA
NVDA
$4.77T
$14.8M 0.03%
28,338,520
+2,159,320
+8% +$1.15M
HAS icon
591
Hasbro
HAS
$13.6B
$14.8M 0.03%
233,934
+3,884
+2% +$228K
PNW icon
592
Pinnacle West Capital
PNW
$12.8B
$14.8M 0.03%
231,980
+24,365
+12% +$1.63M
ACGL icon
593
Arch Capital
ACGL
$37.2B
$14.7M 0.03%
717,846
-6,201
-0.9% -$124K
NTES icon
594
NetEase
NTES
$81.5B
$14.7M 0.03%
695,645
-28,315
-4% -$599K
ALTR
595
DELISTED
Altera Corp
ALTR
$14.6M 0.03%
340,432
+17,303
+5% +$619K
JAZZ icon
596
Jazz Pharmaceuticals
JAZZ
$16.1B
$14.6M 0.03%
84,480
+11,184
+15% +$1.92M
BHP icon
597
BHP
BHP
$213B
$14.6M 0.03%
370,374
+97,948
+36% +$3.98M
BR icon
598
Broadridge
BR
$18.3B
$14.5M 0.03%
263,614
+40,832
+18% +$2.07M
JLL icon
599
Jones Lang LaSalle
JLL
$15.9B
$14.5M 0.03%
85,020
-920
-1% -$145K
XRAY icon
600
Dentsply Sirona
XRAY
$2.7B
$14.5M 0.03%
284,551
-2,349
-0.8% -$121K
22 23
24
25 26

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AF
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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.