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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
COO icon
801
Cooper Companies
COO
$14.2B
$9.09M 0.02%
194,032
+216
+0.1% +$9.13K
EAT icon
802
Brinker International
EAT
$8.82B
$9.09M 0.02%
147,593
+6,089
+4% +$366K
BND icon
803
Vanguard Total Bond Market
BND
$158B
$9.08M 0.02%
108,940
+685
+0.6% +$57K
SU icon
804
Suncor Energy
SU
$77.7B
$9.08M 0.02%
310,356
-29,461
-9% -$876K
DXCM icon
805
DexCom
DXCM
$29B
$9.06M 0.02%
581,392
-8,804
-1% -$133K
CLB icon
806
Core Laboratories
CLB
$455M
$9.05M 0.02%
86,578
-109,498
-56% -$11.7M
IWM icon
807
iShares Russell 2000 ETF
IWM
$79.1B
$8.99M 0.02%
72,270
+33,022
+84% +$3.98M
CNX icon
808
CNX Resources
CNX
$4.91B
$8.98M 0.02%
386,377
+77,604
+25% +$1.98M
ABB
809
DELISTED
ABB Ltd
ABB
$8.94M 0.02%
422,387
+29,899
+8% +$615K
FDS icon
810
Factset
FDS
$10B
$8.93M 0.02%
56,096
+476
+0.9% +$71.3K
TRN icon
811
Trinity Industries
TRN
$2.92B
$8.92M 0.02%
348,861
+5,652
+2% +$124K
FCE.A
812
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$8.92M 0.02%
349,390
+5,949
+2% +$146K
RIG icon
813
Transocean
RIG
$5.48B
$8.91M 0.02%
607,598
+299,294
+97% +$4.85M
SONY icon
814
Sony
SONY
$137B
$8.91M 0.02%
1,664,010
+204,005
+14% +$1.03M
VAL
815
DELISTED
Valspar
VAL
$8.87M 0.02%
105,609
+3,288
+3% +$283K
ARE icon
816
Alexandria Real Estate Equities
ARE
$9.37B
$8.87M 0.02%
90,450
-2,803
-3% -$270K
DRE
817
DELISTED
Duke Realty Corp.
DRE
$8.86M 0.02%
406,927
+23,673
+6% +$509K
JAH
818
DELISTED
JARDEN CORPORATION
JAH
$8.83M 0.02%
166,969
+7,210
+5% +$364K
SDX
819
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$8.83M 0.02%
90,451
+5,058
+6% +$494K
KUB
820
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$8.81M 0.02%
111,376
+8,136
+8% +$644K
SVU
821
DELISTED
SUPERVALU Inc.
SVU
$8.8M 0.02%
108,137
-58,555
-35% -$4.2M
JPC icon
822
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$8.8M 0.02%
923,460
+109,968
+14% +$1.05M
CTB
823
DELISTED
Cooper Tire & Rubber Co.
CTB
$8.76M 0.02%
204,559
+85,910
+72% +$3.17M
CAJ
824
DELISTED
Canon, Inc.
CAJ
$8.76M 0.02%
247,710
+37,357
+18% +$1.22M
FRT icon
825
Federal Realty Investment Trust
FRT
$10.9B
$8.74M 0.02%
59,391
-5,904
-9% -$847K
31 32
33
34 35

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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.