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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
HGH
3301
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$231K ﹤0.01%
7,504
+325
+5% +$9.89K
AERI
3302
DELISTED
Aerie Pharmaceuticals
AERI
$230K ﹤0.01%
7,323
-2,987
-29% -$86.6K
MITL
3303
DELISTED
Mitel Networks Corporation
MITL
$230K ﹤0.01%
22,621
-1,127
-5% -$11.3K
WF icon
3304
Woori Financial
WF
$15.9B
$229K ﹤0.01%
+8,937
New +$228K
ELDN icon
3305
Eledon Pharmaceuticals
ELDN
$262M
$228K ﹤0.01%
+124
New +$274K
VNO.PRL icon
3306
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$211M
$228K ﹤0.01%
9,372
+392
+4% +$9.46K
EZT
3307
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$228K ﹤0.01%
8,727
+356
+4% +$9.35K
AEB
3308
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$228K ﹤0.01%
+9,327
New +$225K
FBIO icon
3309
Fortress Biotech
FBIO
$113M
$227K ﹤0.01%
3,932
-7
-0.2% -$292
IMOS
3310
ChipMOS TECHNOLOGIES
IMOS
$1.73B
$227K ﹤0.01%
8,367
-393
-4% -$10.2K
GTS
3311
DELISTED
Triple-S Management Corporation
GTS
$227K ﹤0.01%
11,977
-974
-8% -$20.3K
MIK
3312
DELISTED
Michaels Stores, Inc
MIK
$225K ﹤0.01%
+8,304
New +$221K
ATLO icon
3313
AMES National
ATLO
$271M
$224K ﹤0.01%
9,002
+566
+7% +$13.9K
PSA.PRW
3314
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$224K ﹤0.01%
9,256
+367
+4% +$8.83K
CMRX
3315
DELISTED
Chimerix, Inc.
CMRX
$223K ﹤0.01%
5,928
+295
+5% +$11.7K
MFLX
3316
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$223K ﹤0.01%
12,182
-13,178
-52% -$207K
ANR
3317
DELISTED
Alpha Natural Resources Inc
ANR
$222K ﹤0.01%
221,912
-466,196
-68% -$531K
IPLDP
3318
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$220K ﹤0.01%
8,650
+386
+5% +$9.86K
WIX icon
3319
WIX.com
WIX
$2.45B
$219K ﹤0.01%
11,451
-1,363
-11% -$25.9K
AVHI
3320
DELISTED
A V Homes, Inc.
AVHI
$219K ﹤0.01%
13,722
-986
-7% -$15K
MKC.V icon
3321
McCormick & Company Voting
MKC.V
$13.7B
$218K ﹤0.01%
5,614
-988
-15% -$36.6K
SSNI
3322
DELISTED
Silver Spring Networks, Inc.
SSNI
$218K ﹤0.01%
24,416
-1,597
-6% -$13.8K
OTE
3323
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$218K ﹤0.01%
49,724
+11,211
+29% +$49.2K
NVEC icon
3324
NVE Corp
NVEC
$564M
$217K ﹤0.01%
+3,154
New +$210K
NETI
3325
DELISTED
Eneti Inc.
NETI
$217K ﹤0.01%
+820
New +$196K
131 132
133
134 135

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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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ACI
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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.