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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
TSLA icon
626
Tesla
TSLA
$1.2T
$13.8M 0.03%
1,098,735
-151,215
-12% -$2.04M
R icon
627
Ryder
R
$9.83B
$13.8M 0.03%
144,916
-1,408
-1% -$129K
MAS icon
628
Masco
MAS
$14.6B
$13.7M 0.03%
585,370
-12,286
-2% -$279K
UHS icon
629
Universal Health Services
UHS
$10.1B
$13.7M 0.03%
116,338
-4,260
-4% -$471K
EVT icon
630
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.07B
$13.7M 0.03%
663,838
+14,510
+2% +$299K
GMCR
631
DELISTED
KEURIG GREEN MTN INC
GMCR
$13.7M 0.03%
122,459
-2,840
-2% -$355K
HCBK
632
DELISTED
HUDSON CITY BANCORP INC
HCBK
$13.7M 0.03%
1,303,362
+1,133
+0.1% +$11.1K
CFR icon
633
Cullen/Frost Bankers
CFR
$10.5B
$13.7M 0.03%
197,715
-21,463
-10% -$1.44M
DISCK
634
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$13.6M 0.03%
462,675
-227,933
-33% -$6.89M
XLNX
635
DELISTED
Xilinx Inc
XLNX
$13.6M 0.03%
321,780
+964
+0.3% +$39.5K
ASH icon
636
Ashland
ASH
$3.27B
$13.5M 0.03%
217,218
+12,749
+6% +$772K
CHKP icon
637
Check Point Software Technologies
CHKP
$14.2B
$13.5M 0.03%
164,991
+7,977
+5% +$644K
VEA icon
638
Vanguard FTSE Developed Markets ETF
VEA
$224B
$13.5M 0.03%
339,536
+62,085
+22% +$2.43M
LVS icon
639
Las Vegas Sands
LVS
$32.1B
$13.5M 0.03%
244,873
-9,792
-4% -$546K
DISH
640
DELISTED
DISH Network Corp.
DISH
$13.4M 0.03%
191,769
+5,593
+3% +$413K
IX icon
641
ORIX
IX
$43B
$13.4M 0.03%
954,565
+67,900
+8% +$888K
WAT icon
642
Waters Corp
WAT
$37.6B
$13.4M 0.03%
107,547
-2,806
-3% -$335K
BRG
643
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$13.3M 0.03%
1,078,619
+261,571
+32% +$3.23M
LXK
644
DELISTED
Lexmark Intl Inc
LXK
$13.3M 0.03%
313,770
-9,686
-3% -$399K
PMO
645
Franklin Municipal Opportunities Trust
PMO
$282M
$13.3M 0.03%
1,081,374
+102,393
+10% +$1.25M
XEC
646
DELISTED
CIMAREX ENERGY CO
XEC
$13.2M 0.03%
114,780
+8,874
+8% +$952K
PHM icon
647
Pultegroup
PHM
$25.3B
$13.2M 0.03%
592,185
+126,293
+27% +$2.75M
LLTC
648
DELISTED
Linear Technology Corp
LLTC
$13.1M 0.03%
280,924
+53,697
+24% +$2.51M
SEIC icon
649
SEI Investments
SEIC
$12.4B
$13.1M 0.03%
297,021
+3,311
+1% +$139K
TEG
650
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$13M 0.03%
180,468
+1,341
+0.7% +$103K
24 25
26
27 28

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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.