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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
VRSK icon
751
Verisk Analytics
VRSK
$27.9B
$10.3M 0.02%
144,060
+15,633
+12% +$1.06M
CMCSK
752
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$10.3M 0.02%
183,033
+17,013
+10% +$954K
FFIV icon
753
F5
FFIV
$22B
$10.2M 0.02%
89,078
+2,588
+3% +$305K
THC icon
754
Tenet Healthcare
THC
$22.2B
$10.2M 0.02%
206,622
-11,765
-5% -$550K
HDB icon
755
HDFC Bank
HDB
$123B
$10.2M 0.02%
694,688
-168,396
-20% -$2.46M
GRMN
756
Garmin
GRMN
$56.9B
$10.2M 0.02%
215,080
+3,045
+1% +$155K
SNA icon
757
Snap-on
SNA
$21.5B
$10.2M 0.02%
69,489
+3,382
+5% +$476K
FCN icon
758
FTI Consulting
FCN
$5.14B
$10.2M 0.02%
272,220
-483
-0.2% -$18.3K
ARMH
759
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$10.1M 0.02%
205,749
-7,859
-4% -$391K
QRVO icon
760
Qorvo
QRVO
$7.9B
$10.1M 0.02%
+127,059
New +$9.05M
LVNTA
761
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$10.1M 0.02%
239,981
+5,777
+2% +$224K
TWTR
762
DELISTED
Twitter, Inc.
TWTR
$10M 0.02%
200,320
+103,218
+106% +$4.58M
THG icon
763
Hanover Insurance
THG
$8.13B
$10M 0.02%
138,003
+170
+0.1% +$12K
RELX icon
764
RELX
RELX
$66.8B
$10M 0.02%
581,324
+43,520
+8% +$755K
AEG icon
765
Aegon
AEG
$13.3B
$9.92M 0.02%
1,810,704
-34,488
-2% -$181K
AMSG
766
DELISTED
Amsurg Corp
AMSG
$9.92M 0.02%
161,176
+18,263
+13% +$1.05M
CYN
767
DELISTED
CITY NATIONAL CORPORATION
CYN
$9.88M 0.02%
110,852
-12,376
-10% -$1.07M
LAMR icon
768
Lamar Advertising Co
LAMR
$16.7B
$9.84M 0.02%
166,095
+65,992
+66% +$3.77M
VALE icon
769
Vale
VALE
$62.3B
$9.84M 0.02%
1,741,599
+303,849
+21% +$2.2M
CHE icon
770
Chemed
CHE
$7.16B
$9.82M 0.02%
82,237
+16,401
+25% +$1.82M
JBLU icon
771
JetBlue
JBLU
$2.13B
$9.78M 0.02%
508,121
+57,982
+13% +$987K
NVG icon
772
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$9.76M 0.02%
672,264
-37,956
-5% -$547K
TKP
773
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$9.76M 0.02%
644,775
+6,265
+1% +$94.8K
TMUS icon
774
T-Mobile US
TMUS
$195B
$9.73M 0.02%
307,118
+729
+0.2% +$22.7K
ACHC icon
775
Acadia Healthcare
ACHC
$2.52B
$9.72M 0.02%
135,700
-145
-0.1% -$9.3K
29 30
31
32 33

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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.