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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
IBCA
3651
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
– –
-25,171
Closed -$253K
ORB
3652
DELISTED
ORBITAL SCIENCES CORP
ORB
– –
-134,053
Closed -$3.6M
SAPE
3653
DELISTED
SAPIENT CORP
SAPE
– –
-139,215
Closed -$3.46M
SKH
3654
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
– –
-192,275
Closed -$1.65M
GTIV
3655
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
– –
-240,730
Closed -$4.59M
PL
3656
DELISTED
PROTECTIVE LIFE CORP
PL
– –
-246,445
Closed -$17.2M
SWY
3657
DELISTED
SAFEWAY INC
SWY
– –
-979,992
Closed -$34.4M
AUXL
3658
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
– –
-61,828
Closed -$2.13M
WTSL
3659
DELISTED
WET SEAL INC CL-A
WTSL
– –
-502,711
Closed -$30K
CBST
3660
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
– –
-41,089
Closed -$4.14M
BIRT
3661
DELISTED
Actuate Corp
BIRT
– –
-137,404
Closed -$907K
HCT
3662
DELISTED
AMRICAN RLTY CAP HEALTHCARE TRUST INC. COMMON STOCK
HCT
– –
-86,036
Closed -$1.02M
OUBS
3663
DELISTED
USB AG (NEW)
OUBS
– –
-35,749
Closed -$591K
GRT
3664
DELISTED
GLIMCHER REALTY TRUST
GRT
– –
-197,282
Closed -$2.71M
AVNR
3665
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
– –
-34,192
Closed -$580K
IRF
3666
DELISTED
INTL RECTIFIER CORP
IRF
– –
-46,031
Closed -$1.84M
ROC
3667
DELISTED
ROCKWOOD HLDGS INC
ROC
– –
-56,962
Closed -$4.49M
CQB
3668
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
– –
-283,761
Closed -$4.1M
SWS
3669
DELISTED
SWS GROUP INC
SWS
– –
-163,718
Closed -$1.13M
RFMD
3670
DELISTED
RF MICRO DEVICES INC
RFMD
– –
-489,862
Closed -$8.13M
TQNT
3671
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
– –
-231,318
Closed -$6.37M
FST
3672
DELISTED
FOREST OIL CORPORATION
FST
– –
-277,165
Closed -$61K
MOBL
3673
DELISTED
MobileIron, Inc.
MOBL
– –
-12,074
Closed -$120K
STP
3674
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
– –
-432,553
Closed -$30K
EOX
3675
DELISTED
EMERALD OIL INC (MT)
EOX
– –
-1,557
Closed -$37K
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.