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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
CRM icon
126
Salesforce
CRM
$149B
$74.4M 0.15%
1,113,331
+110,768
+11% +$6.87M
SCCO icon
127
Southern Copper
SCCO
$140B
$73.6M 0.15%
2,720,730
+113,015
+4% +$3.02M
CAT icon
128
Caterpillar
CAT
$387B
$73.6M 0.15%
919,285
-109,827
-11% -$9.13M
SCHW
129
Charles Schwab
SCHW
$184B
$73M 0.15%
2,398,899
+10,603
+0.4% +$307K
HAL icon
130
Halliburton
HAL
$26.1B
$72.4M 0.15%
1,649,668
+301,983
+22% +$12.6M
KMI icon
131
Kinder Morgan
KMI
$70.3B
$71.8M 0.14%
1,706,290
+394,139
+30% +$16.3M
MMP
132
DELISTED
Magellan Midstream Partners, L.P.
MMP
$70.5M 0.14%
918,971
+28,299
+3% +$2.26M
DFS
133
DELISTED
Discover Financial Services
DFS
$69.7M 0.14%
1,237,759
-67,263
-5% -$3.98M
APD icon
134
Air Products & Chemicals
APD
$65.2B
$69.4M 0.14%
496,089
+62,916
+15% +$8.7M
SO icon
135
Southern Company
SO
$109B
$69M 0.14%
1,557,904
+187,461
+14% +$8.91M
BNY
136
Bank of New York Mellon
BNY
$106B
$68.9M 0.14%
1,711,176
+82,491
+5% +$3.21M
SPY icon
137
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$68.5M 0.14%
331,679
-40,708
-11% -$8.4M
WMB icon
138
Williams Companies
WMB
$85.8B
$68.4M 0.14%
1,351,468
+310,675
+30% +$14.4M
ECL icon
139
Ecolab
ECL
$79.6B
$68M 0.14%
594,901
+16,013
+3% +$1.75M
GD icon
140
General Dynamics
GD
$106B
$67.9M 0.14%
500,399
-16,314
-3% -$2.24M
PPG icon
141
PPG Industries
PPG
$26.5B
$67.7M 0.14%
600,428
+42,098
+8% +$4.82M
ALL icon
142
Allstate
ALL
$70.1B
$67.7M 0.14%
950,658
+9,435
+1% +$666K
ETP
143
DELISTED
Energy Transfer Partners L.p.
ETP
$67M 0.13%
1,202,608
+46,786
+4% +$2.77M
EPD icon
144
Enterprise Products Partners
EPD
$83.6B
$66.7M 0.13%
2,024,368
+66,913
+3% +$2.24M
CCI icon
145
Crown Castle
CCI
$33.1B
$65.6M 0.13%
794,982
+34,484
+5% +$2.94M
LUV icon
146
Southwest Airlines
LUV
$22.7B
$65.4M 0.13%
1,475,541
+10,992
+0.8% +$480K
LO
147
DELISTED
LORILLARD INC COM STK
LO
$65.3M 0.13%
998,607
+5,709
+0.6% +$380K
PAA icon
148
Plains All American Pipeline
PAA
$17.2B
$64.7M 0.13%
1,327,469
+48,316
+4% +$2.4M
GIS icon
149
General Mills
GIS
$20.1B
$64.7M 0.13%
1,142,891
+200,730
+21% +$10.7M
MS icon
150
Morgan Stanley
MS
$333B
$64.4M 0.13%
1,804,014
+29,414
+2% +$1.06M
4 5
6
7 8

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MCM
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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.