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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
RNP icon
601
Cohen & Steers REIT and Preferred and Income Fund
RNP
$987M
$14.5M 0.03%
744,137
-57,566
-7% -$1.12M
BOE icon
602
BlackRock Enhanced Global Dividend Trust
BOE
$660M
$14.5M 0.03%
1,041,764
+76,084
+8% +$1.03M
CAM
603
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$14.4M 0.03%
319,991
-141,070
-31% -$6.44M
RLY icon
604
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$14.4M 0.03%
548,994
-31,923
-5% -$851K
ALV icon
605
Autoliv
ALV
$9.12B
$14.4M 0.03%
169,441
+2,971
+2% +$235K
SYT
606
DELISTED
Syngenta Ag
SYT
$14.3M 0.03%
211,259
-13,588
-6% -$916K
FL
607
DELISTED
Foot Locker
FL
$14.3M 0.03%
227,234
+10,289
+5% +$583K
LEN icon
608
Lennar Class A
LEN
$20.7B
$14.3M 0.03%
290,111
+25,719
+10% +$1.17M
HRB icon
609
H&R Block
HRB
$5.92B
$14.2M 0.03%
443,700
+1,736
+0.4% +$58.1K
CPB icon
610
Campbell Soup
CPB
$6.83B
$14.2M 0.03%
305,232
+9,697
+3% +$448K
NAVI icon
611
Navient
NAVI
$826M
$14.2M 0.03%
697,616
+27,421
+4% +$563K
VNQ icon
612
Vanguard Real Estate ETF
VNQ
$39.8B
$14.2M 0.03%
168,176
+30,856
+22% +$2.62M
WYNN icon
613
Wynn Resorts
WYNN
$10.2B
$14.1M 0.03%
112,316
-470
-0.4% -$67.1K
FDO
614
DELISTED
FAMILY DOLLAR STORES
FDO
$14.1M 0.03%
177,490
-7,879
-4% -$615K
ESS icon
615
Essex Property Trust
ESS
$19B
$14.1M 0.03%
61,156
+810
+1% +$183K
AME icon
616
Ametek
AME
$54.3B
$14M 0.03%
267,028
+29,962
+13% +$1.53M
EEM icon
617
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$14M 0.03%
349,288
-531,643
-60% -$21.1M
OSK icon
618
Oshkosh
OSK
$8.97B
$14M 0.03%
287,039
+13,224
+5% +$605K
CDNS icon
619
Cadence Design Systems
CDNS
$93.8B
$14M 0.03%
757,987
-22,002
-3% -$401K
NLSN
620
DELISTED
Nielsen Holdings plc
NLSN
$13.9M 0.03%
312,904
+47,106
+18% +$2.07M
EWY icon
621
iShares MSCI South Korea ETF
EWY
$20.4B
$13.9M 0.03%
243,206
+35,295
+17% +$1.99M
AVK
622
Advent Convertible and Income Fund
AVK
$539M
$13.9M 0.03%
826,836
+143,132
+21% +$2.35M
LKQ icon
623
LKQ Corp
LKQ
$6.76B
$13.9M 0.03%
543,507
-220,331
-29% -$5.71M
EQT icon
624
EQT Corp
EQT
$33B
$13.9M 0.03%
307,306
+5,608
+2% +$238K
HP icon
625
Helmerich & Payne
HP
$3.34B
$13.8M 0.03%
203,389
+35,211
+21% +$2.3M
23 24
25
26 27

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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.