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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
CSCD
3626
DELISTED
CASCADE MICROTECH, INC.
CSCD
– –
-18,926
Closed -$277K
JGW
3627
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
– –
-13,886
Closed -$148K
SFXE
3628
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
– –
-38,434
Closed -$174K
DXM
3629
DELISTED
DEX MEDIA INC NEW COM STK (DE)
DXM
– –
-10,494
Closed -$94K
VRNG
3630
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
– –
-1,490
Closed -$8K
CHOP
3631
DELISTED
CHINA GERUI ADVANCED MATERIALS GROUP LTD ORD SHS
CHOP
– –
-12,825
Closed -$24K
ZU
3632
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-13,848
Closed -$324K
VTG
3633
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
– –
-12,740
Closed -$6K
AOI
3634
DELISTED
Alliance One International
AOI
– –
-9,514
Closed -$150K
PT
3635
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
– –
-24,619
Closed -$26K
CFN
3636
DELISTED
CAREFUSION CORPORATION
CFN
– –
-333,910
Closed -$19.8M
PTRY
3637
DELISTED
PANTRY INC (THE)
PTRY
– –
-95,043
Closed -$3.52M
CODE
3638
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
– –
-235,493
Closed -$8.06M
PETM
3639
DELISTED
PETSMART INC
PETM
– –
-102,562
Closed -$8.34M
ANV
3640
DELISTED
Allied Nevada Gold Corp
ANV
– –
-103,670
Closed -$90K
SIMG
3641
DELISTED
SILICON IMAGE INC
SIMG
– –
-182,061
Closed -$1M
PTP
3642
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
– –
-22,126
Closed -$1.62M
SMPL
3643
DELISTED
SIMPLICITY BANCORP INC
SMPL
– –
-19,385
Closed -$332K
MWIV
3644
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
– –
-20,986
Closed -$3.57M
NPSP
3645
DELISTED
NPS PHARMACEUTICALS INC
NPSP
– –
-62,426
Closed -$2.23M
CVD
3646
DELISTED
COVANCE INC.
CVD
– –
-238,538
Closed -$24.8M
AMRE
3647
DELISTED
AMREIT INC NEW COM STK
AMRE
– –
-44,598
Closed -$1.18M
TRLA
3648
DELISTED
TRULIA INC (DEL)
TRLA
– –
-15,252
Closed -$702K
VOLC
3649
DELISTED
VOLCANO CORPORATION COM STK
VOLC
– –
-117,390
Closed -$2.1M
DRIV
3650
DELISTED
DIGITAL RIVER INC.
DRIV
– –
-125,968
Closed -$3.12M
144 145
146
147 148

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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.