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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
LF
3326
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$217K ﹤0.01%
99,664
+51,089
+105% +$146K
TSYS
3327
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$217K ﹤0.01%
56,657
+49
+0.1% +$157
AGIO icon
3328
Agios Pharmaceuticals
AGIO
$2.14B
$216K ﹤0.01%
+2,291
New +$257K
HDNG
3329
DELISTED
Hardinge Inc
HDNG
$216K ﹤0.01%
18,584
+1,914
+11% +$21.9K
ATCO
3330
DELISTED
Atlas Corp.
ATCO
$215K ﹤0.01%
11,805
+824
+8% +$15.1K
CRBQ
3331
DELISTED
Alps Etf Tr Global Commodity Equity ETF (DE)
CRBQ
$215K ﹤0.01%
+5,735
New +$222K
GSH
3332
DELISTED
Guangshen Railway Co. Ltd
GSH
$215K ﹤0.01%
9,317
-1,541
-14% -$38K
FXCB
3333
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$215K ﹤0.01%
12,760
+2,271
+22% +$37.5K
BLDR icon
3334
Builders FirstSource
BLDR
$7.93B
$214K ﹤0.01%
32,085
+171
+0.5% +$1.07K
FARM
3335
DELISTED
Farmer Brothers
FARM
$214K ﹤0.01%
8,631
-9,852
-53% -$263K
ACET
3336
DELISTED
Aceto Corp
ACET
$213K ﹤0.01%
9,678
-108
-1% -$2.26K
GFA
3337
DELISTED
Gafisa S.A.
GFA
$213K ﹤0.01%
11,951
-2,359
-16% -$43.8K
ENPH icon
3338
Enphase Energy
ENPH
$4.79B
$211K ﹤0.01%
15,960
-15,248
-49% -$197K
UFI icon
3339
UNIFI
UFI
$121M
$211K ﹤0.01%
+5,833
New +$190K
ENZ
3340
DELISTED
Enzo Biochem, Inc.
ENZ
$207K ﹤0.01%
70,265
-10
-0% -$33
DYAX
3341
DELISTED
DYAX CORPORATION
DYAX
$207K ﹤0.01%
+12,367
New +$193K
XBI icon
3342
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$206K ﹤0.01%
+2,742
New +$192K
EIDO icon
3343
iShares MSCI Indonesia ETF
EIDO
$467M
$205K ﹤0.01%
+7,385
New +$201K
CYNO
3344
DELISTED
Cynosure, Inc. Class A
CYNO
$205K ﹤0.01%
+6,688
New +$202K
SGYP
3345
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$203K ﹤0.01%
43,942
+30,559
+228% +$99.4K
ACTG icon
3346
Acacia Research
ACTG
$447M
$202K ﹤0.01%
18,854
-41,877
-69% -$546K
MDXG icon
3347
MiMedx Group
MDXG
$649M
$202K ﹤0.01%
19,417
-3,141
-14% -$29.4K
CETV
3348
DELISTED
Central European Media Enterprises Ltd
CETV
$202K ﹤0.01%
75,899
-865
-1% -$2.37K
BBDO icon
3349
Banco Bradesco
BBDO
$34.8B
$201K ﹤0.01%
36,440
+226
+0.6% +$1.33K
GUID
3350
DELISTED
Guidance Software, Inc.
GUID
$201K ﹤0.01%
37,106
-2,700
-7% -$16.6K
132 133
134
135 136

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MCM
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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.