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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
MLPI
3601
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-18,175
Closed -$738K
MR
3602
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-675
Closed -$71K
DZSI
3603
DELISTED
DZS Inc. Common Stock
DZSI
– –
-36,371
Closed -$322K
CYOU
3604
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-7,665
Closed -$210K
AED.CL
3605
DELISTED
Aegon NV
AED.CL
– –
-9,192
Closed -$234K
BHBK
3606
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-16,142
Closed -$219K
HQCL
3607
DELISTED
Hanwha Q CELLS Co., Ltd.
HQCL
– –
-2,287
Closed -$25K
INTX
3608
DELISTED
Intersections, Inc.
INTX
– –
-78,108
Closed -$305K
GBNK
3609
DELISTED
Guaranty Bancorp
GBNK
– –
-12,759
Closed -$184K
SNMX
3610
DELISTED
Senomyx, Inc.
SNMX
– –
-39,017
Closed -$234K
YGE
3611
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-11,092
Closed -$261K
BV
3612
DELISTED
Bazaarvoice, Inc.
BV
– –
-22,810
Closed -$183K
FSAM
3613
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
– –
-15,632
Closed -$218K
NEFF
3614
DELISTED
Neff Corporation
NEFF
– –
-18,018
Closed -$203K
DGAS
3615
DELISTED
Delta Natural Gas Co Inc
DGAS
– –
-10,008
Closed -$213K
FUEL
3616
DELISTED
Rocket Fuel Inc.
FUEL
– –
-17,335
Closed -$279K
UCP
3617
DELISTED
UCP, Inc.
UCP
– –
-19,178
Closed -$201K
TUBE
3618
DELISTED
TubeMogul, Inc.
TUBE
– –
-10,042
Closed -$226K
EAC
3619
DELISTED
Erickson Incorporated
EAC
– –
-18,708
Closed -$156K
HNR
3620
DELISTED
Harvest Natural Resources
HNR
– –
-8,073
Closed -$58K
VMEM
3621
DELISTED
VIOLIN MEMORY, INC.
VMEM
– –
-2,987
Closed -$57K
NQM
3622
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
– –
-22,524
Closed -$343K
SGNT
3623
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-9,282
Closed -$233K
MWR.CL
3624
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
– –
-22,173
Closed -$565K
MER.PRM
3625
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
– –
-18,675
Closed -$472K
143 144
145
146 147

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PSUF
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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.