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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
EMLP icon
3526
First Trust North American Energy Infrastructure Fund
EMLP
$4.15B
– –
-75,746
Closed -$2.13M
EPM icon
3527
Evolution Petroleum
EPM
$129M
– –
-14,356
Closed -$107K
ERII icon
3528
Energy Recovery
ERII
$436M
– –
-17,542
Closed -$92K
ETG
3529
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.75B
– –
-84,611
Closed -$1.37M
FXG icon
3530
First Trust Consumer Staples AlphaDEX Fund
FXG
$237M
– –
-1,024,317
Closed -$43.6M
FXL icon
3531
First Trust Technology AlphaDEX Fund
FXL
$2.45B
– –
-1,262,988
Closed -$43.6M
FXO icon
3532
First Trust Financials AlphaDEX Fund
FXO
$1.15B
– –
-1,869,768
Closed -$43.5M
FXU icon
3533
First Trust Utilities AlphaDEX Fund
FXU
$846M
– –
-1,718,665
Closed -$42.8M
FXZ icon
3534
First Trust Materials AlphaDEX Fund
FXZ
$373M
– –
-8,199
Closed -$259K
GHY
3535
PGIM Global High Yield Fund
GHY
$483M
– –
-39,166
Closed -$624K
GPRO icon
3536
GoPro
GPRO
$121M
– –
-6,211
Closed -$393K
HTBK
3537
DELISTED
Heritage Commerce
HTBK
– –
-16,185
Closed -$143K
HYLS icon
3538
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.6B
– –
-18,656
Closed -$926K
IIM icon
3539
Invesco Value Municipal Income Trust
IIM
$588M
– –
-53,132
Closed -$871K
IJT icon
3540
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
– –
-3,628
Closed -$222K
INGN icon
3541
Inogen
INGN
$174M
– –
-17,981
Closed -$564K
INKM icon
3542
State Street Income Allocation ETF
INKM
$72.4M
– –
-13,413
Closed -$431K
INO icon
3543
Inovio Pharmaceuticals
INO
$80.2M
– –
-2,399
Closed -$264K
INSM icon
3544
Insmed
INSM
$22.7B
– –
-26,535
Closed -$410K
IWL icon
3545
iShares Russell Top 200 ETF
IWL
$2.16B
– –
-1,844,325
Closed -$87M
IWV icon
3546
iShares Russell 3000 ETF
IWV
$19.5B
– –
-56,556
Closed -$6.92M
KPTI icon
3547
Karyopharm Therapeutics
KPTI
$157M
– –
-747
Closed -$419K
KWEB icon
3548
KraneShares CSI China Internet ETF
KWEB
$5.4B
– –
-23,254
Closed -$758K
LSTA icon
3549
Lisata Therapeutics
LSTA
$11.9M
– –
-80
Closed -$45K
LXFR icon
3550
Luxfer Holdings
LXFR
$456M
– –
-11,155
Closed -$167K
140 141
142
143 144

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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.