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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
EBAY icon
76
eBay
EBAY
$52B
$115M 0.23%
4,756,628
-28,194
-0.6% -$672K
NOC icon
77
Northrop Grumman
NOC
$78.3B
$115M 0.23%
713,217
-24,758
-3% -$3.96M
DTV
78
DELISTED
DIRECTV COM STK (DE)
DTV
$115M 0.23%
1,348,065
+154,236
+13% +$13.3M
CTSH icon
79
Cognizant
CTSH
$23.9B
$111M 0.22%
1,774,239
+290,881
+20% +$17.2M
EOG icon
80
EOG Resources
EOG
$74.8B
$107M 0.22%
1,170,008
+37,192
+3% +$3.36M
CL icon
81
Colgate-Palmolive
CL
$74.9B
$103M 0.21%
1,491,437
+40,541
+3% +$2.8M
EFA icon
82
iShares MSCI EAFE ETF
EFA
$76.8B
$103M 0.21%
1,602,489
-446,980
-22% -$28.1M
MCK icon
83
McKesson
MCK
$104B
$103M 0.21%
454,297
+1,003
+0.2% +$222K
EMC
84
DELISTED
EMC CORPORATION
EMC
$102M 0.2%
3,982,120
+72,858
+2% +$2.01M
PSX icon
85
Phillips 66
PSX
$82.9B
$102M 0.2%
1,294,925
-105,018
-8% -$7.71M
MON
86
DELISTED
Monsanto Co
MON
$101M 0.2%
898,232
+50,980
+6% +$6.06M
DD icon
87
DuPont de Nemours
DD
$19B
$99.7M 0.2%
820,454
+44,536
+6% +$5.28M
LMT icon
88
Lockheed Martin
LMT
$134B
$99.5M 0.2%
490,363
-6,905
-1% -$1.36M
DHR icon
89
Danaher
DHR
$140B
$99.3M 0.2%
1,740,252
+108,575
+7% +$6.23M
SPG icon
90
Simon Property Group
SPG
$76.9B
$99M 0.2%
506,234
-11,318
-2% -$2.19M
BKNG icon
91
Booking.com
BKNG
$153B
$98.3M 0.2%
2,112,050
+77,500
+4% +$3.47M
BAP icon
92
Credicorp
BAP
$30.9B
$97.9M 0.2%
695,899
+7,325
+1% +$1.08M
PNC icon
93
PNC Financial Services
PNC
$100B
$97.6M 0.2%
1,046,317
+69,104
+7% +$6.24M
DD
94
DELISTED
Du Pont De Nemours E I
DD
$96.3M 0.19%
1,418,705
+61,456
+5% +$4.38M
USB icon
95
US Bancorp
USB
$99.6B
$95.8M 0.19%
2,194,236
+113,035
+5% +$4.95M
ADBE icon
96
Adobe
ADBE
$99.9B
$95.3M 0.19%
1,288,612
+35,909
+3% +$2.68M
BIDU icon
97
Baidu
BIDU
$35.6B
$93.4M 0.19%
448,357
-69,494
-13% -$14.9M
HUM icon
98
Humana
HUM
$46.6B
$92.5M 0.19%
519,364
+5,930
+1% +$939K
OXY icon
99
Occidental Petroleum
OXY
$54B
$92.2M 0.19%
1,265,032
+1,613
+0.1% +$125K
FDX icon
100
FedEx
FDX
$73.6B
$91.2M 0.18%
551,052
-1,329
-0.2% -$231K
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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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.