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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 13.66%
2 Healthcare 13.22%
3 Technology 13.07%
4 Miscellaneous 11.48%
5 Industrials 9.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRIP icon
201
TripAdvisor
TRIP
$1.08B
$51.2M 0.1%
615,056
+433,093
+238% +$34M
AGG icon
202
iShares Core US Aggregate Bond ETF
AGG
$137B
$51.1M 0.1%
458,779
+78,349
+21% +$8.7M
HIG icon
203
Hartford Financial Services
HIG
$37.3B
$51.1M 0.1%
1,221,180
+12,340
+1% +$506K
AON icon
204
Aon
AON
$66.1B
$50.6M 0.1%
526,024
+38,794
+8% +$3.75M
NBIS
205
Nebius Group N.V.
NBIS
$57.7B
$50.5M 0.1%
3,328,672
+415,858
+14% +$6.69M
HCA icon
206
HCA Healthcare
HCA
$92.1B
$49.9M 0.1%
662,875
+86,820
+15% +$6.24M
ISRG icon
207
Intuitive Surgical
ISRG
$134B
$49.5M 0.1%
882,414
+29,898
+4% +$1.69M
CPA icon
208
Copa Holdings
CPA
$5.2B
$49.5M 0.1%
490,018
-4,518
-0.9% -$490K
INFY icon
209
Infosys
INFY
$47B
$49.2M 0.1%
5,606,180
-2,283,224
-29% -$20.1M
BDX icon
210
Becton Dickinson
BDX
$49.8B
$48.8M 0.1%
348,108
+44,363
+15% +$6.21M
KEY icon
211
KeyCorp
KEY
$23.4B
$48M 0.1%
3,392,702
+80,995
+2% +$1.11M
EXC icon
212
Exelon
EXC
$44B
$48M 0.1%
2,003,441
+68,684
+4% +$1.7M
SNY icon
213
Sanofi
SNY
$104B
$48M 0.1%
970,958
+108,459
+13% +$5.19M
JCI icon
214
Johnson Controls International
JCI
$83.4B
$47.8M 0.1%
904,503
+16,706
+2% +$849K
ETR icon
215
Entergy
ETR
$49.5B
$47.7M 0.1%
1,232,290
-97,684
-7% -$4.01M
VGK icon
216
Vanguard FTSE Europe ETF
VGK
$30.2B
$47.7M 0.1%
879,028
+873,912
+17,082% +$47.1M
SYK icon
217
Stryker
SYK
$108B
$47.5M 0.1%
515,098
+33,752
+7% +$3.14M
IP icon
218
International Paper
IP
$18.1B
$47.3M 0.1%
900,786
+35,829
+4% +$1.86M
EA
219
DELISTED
Electronic Arts
EA
$47.2M 0.09%
801,829
+140,066
+21% +$7.55M
ALXN
220
DELISTED
Alexion Pharmaceuticals
ALXN
$46.8M 0.09%
270,262
+26,363
+11% +$4.77M
SRE icon
221
Sempra
SRE
$54.3B
$46.2M 0.09%
848,260
+39,194
+5% +$2.16M
PSA icon
222
Public Storage
PSA
$55.2B
$46.1M 0.09%
233,856
-282
-0.1% -$55.9K
WHR icon
223
Whirlpool
WHR
$2.22B
$46M 0.09%
227,488
-4,767
-2% -$968K
RWR icon
224
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
$45.9M 0.09%
+485,760
New +$46.2M
WM icon
225
Waste Management
WM
$87.2B
$45.7M 0.09%
843,254
+35,150
+4% +$1.87M
7 8
9
10 11

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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 14% 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.