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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
MDTH
3676
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
39,722
– –
AMFI
3677
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3678
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
26,200
– –
MESA
3679
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3680
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
15,196
– –
UCBH
3681
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
28,845
– –
CHB
3682
DELISTED
CHAMPION ENTERPRISES INC
CHB
$0 ﹤0.01%
40,988
– –
COV
3683
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
– –
-662,503
Closed -$67.8M
PGS
3684
DELISTED
PETROLEUM GE0-SVCS ASA SPON ADR NEW
PGS
– –
-17,497
Closed -$97K
VVUS
3685
DELISTED
Vivus Inc
VVUS
– –
-3,468
Closed -$100K
GEQ
3686
DELISTED
Gugnheim Eql Wght Enh Eqty In Fd
GEQ
– –
-28,437
Closed -$581K
BCS.PRA.CL
3687
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
– –
-11,844
Closed -$306K
ICA
3688
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
– –
-24,978
Closed -$123K
DWSN
3689
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
– –
-42,109
Closed -$515K
WES
3690
DELISTED
Western Gas Partners Lp
WES
– –
-9,722
Closed -$710K
WPZ
3691
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
– –
-24,743
Closed -$1.04M
AGN
3692
DELISTED
Allergan Inc
AGN
– –
-614,030
Closed -$131M
FRP
3693
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
$0 ﹤0.01%
26,360
-34
-0.1% –
MPO
3694
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
– –
-7,728
Closed -$117K
144 145 146 147
148

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MCM
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PSUF
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BAM
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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.