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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
STOR
3001
DELISTED
STORE Capital Corporation
STOR
$435K ﹤0.01%
+18,616
New +$418K
APTS
3002
DELISTED
Preferred Apartment Communities, Inc.
APTS
$435K ﹤0.01%
40,173
-133
-0.3% -$1.35K
CVT
3003
DELISTED
CVENT, INC.
CVT
$434K ﹤0.01%
15,483
+2,932
+23% +$80.4K
JPM.PRB.CL
3004
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$433K ﹤0.01%
16,105
+608
+4% +$16.1K
MBII
3005
DELISTED
Marrone Bio Innovations, Inc.
MBII
$430K ﹤0.01%
111,030
+8,213
+8% +$30.4K
ORBK
3006
DELISTED
Orbotech Ltd
ORBK
$430K ﹤0.01%
26,829
-8,667
-24% -$138K
MFIC icon
3007
MidCap Financial Investment
MFIC
$811M
$429K ﹤0.01%
18,627
-4,536
-20% -$102K
AIFU
3008
AIFU Inc
AIFU
$190M
$429K ﹤0.01%
124
– –
CIA icon
3009
Citizens
CIA
$257M
$428K ﹤0.01%
69,479
-2,427
-3% -$17K
EMWP
3010
DELISTED
Eros Media World PLC
EMWP
$427K ﹤0.01%
1,221
+729
+148% +$266K
WIFI
3011
DELISTED
Boingo Wireless, Inc.
WIFI
$427K ﹤0.01%
56,673
+8,819
+18% +$68.5K
FHY
3012
DELISTED
First Trust Strategic High
FHY
$427K ﹤0.01%
29,993
-14,039
-32% -$202K
MFM
3013
Aberdeen Municipal Income Fund
MFM
$221M
$426K ﹤0.01%
63,076
-94
-0.1% -$631
C.PRN icon
3014
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.55B
$424K ﹤0.01%
15,975
+532
+3% +$14.2K
TRQ
3015
DELISTED
Turquoise Hill Resources Ltd
TRQ
$423K ﹤0.01%
13,551
+8,264
+156% +$249K
CALD
3016
DELISTED
Callidus Software, Inc.
CALD
$423K ﹤0.01%
33,341
+3,213
+11% +$46.7K
O.PRF.CL
3017
DELISTED
Realty Income Corporation
O.PRF.CL
$422K ﹤0.01%
15,979
+553
+4% +$14.8K
KIM.PRI.CL
3018
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$421K ﹤0.01%
16,262
+561
+4% +$14.7K
BNCN
3019
DELISTED
BNC Bancorp
BNCN
$421K ﹤0.01%
23,246
-3,439
-13% -$57.8K
PTX
3020
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$421K ﹤0.01%
3,935
+1,474
+60% +$140K
BRSS
3021
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$419K ﹤0.01%
+27,140
New +$377K
ENVA icon
3022
Enova International
ENVA
$6.2B
$416K ﹤0.01%
21,117
+8,410
+66% +$183K
MACK
3023
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$415K ﹤0.01%
4,436
-240
-5% -$20.4K
FRM
3024
DELISTED
FURMANITE CORPORATION COM
FRM
$413K ﹤0.01%
52,360
-19,118
-27% -$143K
CRMT icon
3025
America's Car Mart
CRMT
$27.1M
$412K ﹤0.01%
7,592
+1,629
+27% +$87.5K
119 120
121
122 123

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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.