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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
AXIA
3376
AXIA Energia
AXIA
$23.2B
$170K ﹤0.01%
118,664
+87,380
+279% +$130K
GST
3377
DELISTED
Gastar Exploration Inc.
GST
$170K ﹤0.01%
64,882
-105,628
-62% -$274K
COWN
3378
DELISTED
Cowen Inc. Class A Common Stock
COWN
$170K ﹤0.01%
8,159
+2,852
+54% +$55.3K
PLUG icon
3379
Plug Power
PLUG
$2.73B
$168K ﹤0.01%
64,850
-50,190
-44% -$146K
ASXC
3380
DELISTED
Asensus Surgical, Inc.
ASXC
$168K ﹤0.01%
4,417
-1,536
-26% -$58K
CNCO
3381
DELISTED
Cencosud S.A.
CNCO
$168K ﹤0.01%
23,947
+12,992
+119% +$91.3K
ICEL
3382
DELISTED
CELLULAR DYNAMICS INTL INC COM STK (WI)
ICEL
$167K ﹤0.01%
+10,175
New +$65.3K
HMY icon
3383
Harmony Gold Mining
HMY
$9.72B
$165K ﹤0.01%
94,679
+5,737
+6% +$13.9K
ALTO icon
3384
Alto Ingredients
ALTO
$346M
$162K ﹤0.01%
14,980
+1,494
+11% +$14.4K
GZT
3385
DELISTED
Gazit-globe Ltd
GZT
$161K ﹤0.01%
12,895
-447
-3% -$5.63K
CALL
3386
DELISTED
magicJack VocalTec Ltd
CALL
$161K ﹤0.01%
23,517
-1,749
-7% -$13.2K
IFT
3387
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$159K ﹤0.01%
22,873
-824
-3% -$5.4K
ADNC
3388
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
$158K ﹤0.01%
34,754
+6,166
+22% +$28K
ASC icon
3389
Ardmore Shipping
ASC
$672M
$157K ﹤0.01%
15,571
-3,346
-18% -$36.5K
VIMC
3390
DELISTED
VIMICRO INTERNATIONAL CORP ADR (KY)
VIMC
$157K ﹤0.01%
16,767
-955
-5% -$8.26K
MFIN icon
3391
Medallion Financial
MFIN
$229M
$156K ﹤0.01%
16,843
-64
-0.4% -$634
TPLM
3392
DELISTED
Triangle Petroleum Corporation
TPLM
$156K ﹤0.01%
31,000
+6,888
+29% +$35K
NPT
3393
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$156K ﹤0.01%
11,620
-5,514
-32% -$74K
RMTI icon
3394
Rockwell Medical
RMTI
$27.6M
$155K ﹤0.01%
129
+1
+0.8% +$1.17K
IMMU
3395
DELISTED
Immunomedics Inc
IMMU
$154K ﹤0.01%
40,319
– –
PKT
3396
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
$153K ﹤0.01%
16,284
-333
-2% -$2.98K
DHT icon
3397
DHT Holdings
DHT
$3B
$151K ﹤0.01%
21,656
-3,977
-16% -$29.2K
MEN
3398
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$151K ﹤0.01%
12,987
-9,262
-42% -$108K
CRWN
3399
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$151K ﹤0.01%
37,752
+1,688
+5% +$5.97K
RSH
3400
DELISTED
RADIOSHACK CORP
RSH
$148K ﹤0.01%
882,730
-1,525
-0.2% -$509
134 135
136
137 138

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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.