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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
VGIT icon
3576
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.7B
– –
-12,959
Closed -$836K
VIDI icon
3577
Vident International Equity Strategy
VIDI
$432M
– –
-33,400
Closed -$773K
VNCE icon
3578
Vince Holding Corp
VNCE
$77.7M
– –
-934
Closed -$244K
VNDA icon
3579
Vanda Pharmaceuticals
VNDA
$314M
– –
-19,932
Closed -$285K
VNQI icon
3580
Vanguard Global ex-US Real Estate ETF
VNQI
$3.5B
– –
-19,020
Closed -$1.02M
VSTM icon
3581
Verastem
VSTM
$534M
– –
-1,360
Closed -$149K
VUG icon
3582
Vanguard Growth ETF
VUG
$216B
– –
-12,252
Closed -$213K
VXF icon
3583
Vanguard Extended Market ETF
VXF
$30.5B
– –
-3,047
Closed -$267K
ARQ icon
3584
Arq
ARQ
$85.4M
– –
-12,429
Closed -$283K
AAMC
3585
DELISTED
Altisource Asset Management Corp
AAMC
– –
-1,454
Closed -$265K
LL
3586
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-10,464
Closed -$694K
AINC
3587
DELISTED
Ashford Inc.
AINC
– –
-2,959
Closed -$278K
SALM
3588
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
– –
-15,532
Closed -$121K
KSPN
3589
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
– –
-764
Closed -$50K
PTNR
3590
DELISTED
Partner Communications
PTNR
– –
-234,973
Closed -$1.19M
ECOM
3591
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-25,801
Closed -$557K
MN
3592
DELISTED
MANNING & NAPIER, INC.
MN
– –
-83,580
Closed -$1.16M
MIC
3593
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-3,667
Closed -$261K
LUB
3594
DELISTED
Luby's Inc.
LUB
– –
-48,887
Closed -$222K
VWTR
3595
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
– –
-31,456
Closed -$593K
GWB
3596
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-8,909
Closed -$203K
MDLY
3597
DELISTED
Medley Management Inc
MDLY
– –
-1,899
Closed -$279K
RNET
3598
DELISTED
RigNet, Inc.
RNET
– –
-15,167
Closed -$622K
CZZ
3599
DELISTED
Cosan Limited
CZZ
– –
-23,924
Closed -$185K
NGHC
3600
DELISTED
National General Holdings Corp
NGHC
– –
-17,525
Closed -$326K
142 143
144
145 146

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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.