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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
NVS icon
101
Novartis
NVS
$304B
$90.5M 0.18%
1,024,526
+37,976
+4% +$3.37M
VLO icon
102
Valero Energy
VLO
$89.4B
$90M 0.18%
1,414,082
-53,971
-4% -$3.01M
COF icon
103
Capital One
COF
$129B
$89.6M 0.18%
1,137,356
+67,045
+6% +$5.27M
TWC
104
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$88.8M 0.18%
592,578
+35,715
+6% +$5.33M
ACN icon
105
Accenture
ACN
$101B
$88.8M 0.18%
947,908
+95,588
+11% +$8.53M
F icon
106
Ford
F
$59.2B
$88.2M 0.18%
5,462,661
+487,200
+10% +$7.69M
KRFT
107
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$88.1M 0.18%
1,011,697
+50,089
+5% +$3.31M
COR icon
108
Cencora
COR
$62.1B
$86M 0.17%
756,929
+9,015
+1% +$907K
UPS icon
109
United Parcel Service
UPS
$89.3B
$85.2M 0.17%
879,255
+19,436
+2% +$1.99M
TMO icon
110
Thermo Fisher Scientific
TMO
$212B
$84.5M 0.17%
629,076
+24,306
+4% +$3.13M
PARA
111
DELISTED
Paramount Global Class B
PARA
$83.6M 0.17%
1,378,923
+148,687
+12% +$8.69M
ADP icon
112
Automatic Data Processing
ADP
$106B
$82.6M 0.17%
964,902
+25,408
+3% +$2.19M
AET
113
DELISTED
Aetna Inc
AET
$82.6M 0.17%
775,358
+49,838
+7% +$4.88M
KMB icon
114
Kimberly-Clark
KMB
$37.8B
$82.1M 0.17%
766,665
+23,411
+3% +$2.59M
TFCFA
115
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$81.3M 0.16%
2,403,676
+35,077
+1% +$1.22M
DUK icon
116
Duke Energy
DUK
$102B
$79.6M 0.16%
1,036,838
-1,776
-0.2% -$144K
NEE icon
117
NextEra Energy
NEE
$187B
$79.4M 0.16%
3,052,344
+163,284
+6% +$4.31M
AMAT icon
118
Applied Materials
AMAT
$378B
$78.9M 0.16%
3,496,314
+35,449
+1% +$849K
FTSM icon
119
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$77.8M 0.16%
+1,296,127
New +$77.8M
RTN
120
DELISTED
Raytheon Company
RTN
$77M 0.16%
705,134
+20,626
+3% +$2.22M
TJX icon
121
TJX Companies
TJX
$177B
$76.8M 0.15%
2,193,028
-74,332
-3% -$2.53M
DXJ icon
122
WisdomTree Japan Hedged Equity Fund
DXJ
$7.11B
$76.7M 0.15%
1,392,070
+515,659
+59% +$26.9M
MET icon
123
MetLife
MET
$62.6B
$76.2M 0.15%
1,691,932
-73,375
-4% -$3.3M
CI icon
124
Cigna
CI
$80.1B
$74.9M 0.15%
578,995
-1,751
-0.3% -$203K
MPC icon
125
Marathon Petroleum
MPC
$90.1B
$74.8M 0.15%
1,460,338
-35,638
-2% -$1.71M
3 4
5
6 7

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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.