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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
MCD icon
51
McDonald's
MCD
$192B
$168M 0.34%
1,723,567
+84,009
+5% +$7.97M
UNP icon
52
Union Pacific
UNP
$178B
$162M 0.33%
1,495,466
+112,257
+8% +$13.2M
ESRX
53
DELISTED
Express Scripts Holding Company
ESRX
$160M 0.32%
1,839,763
+133,261
+8% +$11.2M
COST icon
54
Costco
COST
$422B
$160M 0.32%
1,053,692
+39,856
+4% +$5.85M
NKE icon
55
Nike
NKE
$62.5B
$156M 0.31%
3,118,086
+145,034
+5% +$6.93M
TXN icon
56
Texas Instruments
TXN
$255B
$149M 0.3%
2,605,431
+100,929
+4% +$5.67M
BA icon
57
Boeing
BA
$167B
$144M 0.29%
961,488
+30,443
+3% +$4.43M
WBA
58
DELISTED
Walgreens Boots Alliance
WBA
$140M 0.28%
1,648,941
+47,241
+3% +$3.76M
ABBV icon
59
AbbVie
ABBV
$454B
$139M 0.28%
2,366,640
+190,829
+9% +$11.5M
HON icon
60
Honeywell
HON
$77.9B
$135M 0.27%
1,437,580
+9,362
+0.7% +$857K
HPQ icon
61
HP
HPQ
$24.3B
$134M 0.27%
9,457,471
-512,789
-5% -$8.46M
TWX
62
DELISTED
Time Warner Inc
TWX
$130M 0.26%
1,540,723
+21,592
+1% +$1.79M
SBUX icon
63
Starbucks
SBUX
$118B
$130M 0.26%
2,746,834
+153,320
+6% +$6.89M
LLY icon
64
Eli Lilly
LLY
$1.07T
$128M 0.26%
1,762,189
+31,957
+2% +$2.28M
LOW icon
65
Lowe's Companies
LOW
$119B
$128M 0.26%
1,720,054
+94,680
+6% +$6.79M
ELV icon
66
Elevance Health
ELV
$82.1B
$128M 0.26%
828,390
+25,179
+3% +$3.58M
KR icon
67
Kroger
KR
$35.5B
$126M 0.25%
3,292,786
-54,700
-2% -$1.95M
AMX icon
68
America Movil
AMX
$77.1B
$126M 0.25%
6,148,510
+34,635
+0.6% +$742K
GS icon
69
Goldman Sachs
GS
$309B
$124M 0.25%
660,189
+64,785
+11% +$12M
ABT icon
70
Abbott
ABT
$182B
$121M 0.24%
2,617,683
+4,149
+0.2% +$191K
TRV icon
71
Travelers Companies
TRV
$81.4B
$121M 0.24%
1,115,078
+84,793
+8% +$9.06M
AIG icon
72
American International
AIG
$42B
$119M 0.24%
2,170,868
+110,988
+5% +$5.95M
MDLZ icon
73
Mondelez International
MDLZ
$77.9B
$118M 0.24%
3,274,234
-67,250
-2% -$2.43M
TGT icon
74
Target
TGT
$63.7B
$117M 0.24%
1,426,339
+138,203
+11% +$10.7M
AXP icon
75
American Express
AXP
$226B
$116M 0.23%
1,484,728
-21,927
-1% -$1.82M
1 2
3
4 5

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MCM
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PSUF
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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.