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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
ZGNX
3501
DELISTED
Zogenix, Inc.
ZGNX
$22K ﹤0.01%
2,003
-365
-15% -$4.13K
DVR
3502
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$22K ﹤0.01%
800,048
-431
-0.1% -$12
HXM
3503
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$20K ﹤0.01%
98,900
– –
RXII
3504
DELISTED
GALENA BIOPHARMA INC COM
RXII
$19K ﹤0.01%
13,688
-2,462
-15% -$3.42K
FXEN
3505
DELISTED
FX ENERGY INC
FXEN
$18K ﹤0.01%
14,757
-24,375
-62% -$38.9K
RTK
3506
DELISTED
Rentech, Inc.
RTK
$17K ﹤0.01%
1,527
-72
-5% -$898
NADL
3507
DELISTED
North Atlantic Drilling Ltd
NADL
$17K ﹤0.01%
+1,499
New +$22.6K
HELI
3508
DELISTED
CHC GROUP LTD SHS NEW (CYM)
HELI
$14K ﹤0.01%
+352
New +$21.3K
XXII
3509
22nd Century Group
XXII
$1.36M
– –
0
– –
KWK
3510
DELISTED
QUICKSILVER RESOURCES INC
KWK
$6K ﹤0.01%
226,224
-13,440
-6% -$2.29K
MCP
3511
DELISTED
MOLYCORP INC COM STK
MCP
$5K ﹤0.01%
12,770
-12,154
-49% -$7.89K
BPZ
3512
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$3K ﹤0.01%
102,113
-26,633
-21% -$6.68K
DNDN
3513
DELISTED
DENDREON CORPORATION
DNDN
$1K ﹤0.01%
24,988
-50,355
-67% -$2.02K
END
3514
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$1K ﹤0.01%
83,475
-270
-0.3% -$3
AAXJ icon
3515
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.59B
– –
-11,840
Closed -$721K
ANGI icon
3516
Angi Inc
ANGI
$254M
– –
-1,971
Closed -$123K
ASPS icon
3517
Altisource Portfolio Solutions
ASPS
$60.9M
– –
-1,147
Closed -$310K
BANC icon
3518
Banc of California
BANC
$3.21B
– –
-31,185
Closed -$358K
BBN icon
3519
BlackRock Taxable Municipal Bond Trust
BBN
$977M
– –
-12,620
Closed -$280K
BIL icon
3520
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-3,232
Closed -$296K
BMRC icon
3521
Bank of Marin Bancorp
BMRC
$474M
– –
-10,180
Closed -$268K
BNDX icon
3522
Vanguard Total International Bond ETF
BNDX
$82.3B
– –
-8,973
Closed -$477K
CLFD icon
3523
Clearfield
CLFD
$417M
– –
-16,936
Closed -$208K
CWCO icon
3524
Consolidated Water Co
CWCO
$484M
– –
-10,335
Closed -$110K
DFP
3525
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
– –
-37,641
Closed -$838K
139 140
141
142 143

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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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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.