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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
TEVA icon
151
Teva Pharmaceuticals
TEVA
$36.9B
$64.3M 0.13%
1,031,393
+158,511
+18% +$9.22M
BAX icon
152
Baxter International
BAX
$12.6B
$63.6M 0.13%
1,710,269
+9,388
+0.6% +$356K
APC
153
DELISTED
Anadarko Petroleum
APC
$63.4M 0.13%
765,757
+69,341
+10% +$5.67M
CB icon
154
Chubb
CB
$141B
$63.1M 0.13%
565,632
+14,398
+3% +$1.62M
BLK icon
155
Blackrock
BLK
$170B
$62.8M 0.13%
171,658
+7,394
+5% +$2.68M
M icon
156
Macy's
M
$6.62B
$62.3M 0.13%
959,808
+15,046
+2% +$968K
TM icon
157
Toyota
TM
$221B
$62.3M 0.13%
445,213
+14,767
+3% +$1.97M
MJN
158
DELISTED
Mead Johnson Nutrition Company
MJN
$62.2M 0.13%
618,677
+24,616
+4% +$2.48M
RAI
159
DELISTED
Reynolds American Inc
RAI
$61.7M 0.12%
1,790,140
+60,850
+4% +$2.13M
EMR icon
160
Emerson Electric
EMR
$85B
$61.6M 0.12%
1,087,844
-73,650
-6% -$4.28M
AEP icon
161
American Electric Power
AEP
$72.4B
$61.5M 0.12%
1,093,212
+14,689
+1% +$872K
EIX icon
162
Edison International
EIX
$30.7B
$61.2M 0.12%
980,436
+21,399
+2% +$1.4M
CX icon
163
Cemex
CX
$17.3B
$61.1M 0.12%
7,257,191
-306,874
-4% -$2.64M
AMT icon
164
American Tower
AMT
$79.9B
$61.1M 0.12%
648,478
+11,759
+2% +$1.14M
EL icon
165
Estee Lauder
EL
$30.7B
$61M 0.12%
733,183
+43,464
+6% +$3.42M
SHPG
166
DELISTED
Shire pic
SHPG
$60.9M 0.12%
254,665
+13,382
+6% +$3.08M
AMP icon
167
Ameriprise Financial
AMP
$48.3B
$60.8M 0.12%
464,969
-5,049
-1% -$665K
PRU icon
168
Prudential Financial
PRU
$43B
$60.8M 0.12%
756,973
-43,227
-5% -$3.5M
VWO icon
169
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$60.7M 0.12%
1,484,961
+156,758
+12% +$6.37M
STT icon
170
State Street
STT
$50.2B
$60.3M 0.12%
820,279
+28,722
+4% +$2.15M
MHFI
171
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$60.3M 0.12%
583,224
+2,779
+0.5% +$273K
DE icon
172
Deere & Co
DE
$173B
$59.8M 0.12%
682,303
+113,288
+20% +$10.1M
PEG icon
173
Public Service Enterprise Group
PEG
$39.3B
$59.7M 0.12%
1,424,843
+39,343
+3% +$1.64M
BBWI icon
174
Bath & Body Works
BBWI
$4.13B
$59.6M 0.12%
782,419
+54,995
+8% +$3.97M
D icon
175
Dominion Energy
D
$62.1B
$59.4M 0.12%
837,546
+13,121
+2% +$973K
5 6
7
8 9

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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.