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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
EGHT icon
3351
8x8 Inc
EGHT
$271M
$200K ﹤0.01%
23,869
-6,019
-20% -$48.5K
ARRY
3352
DELISTED
Array Biopharma Inc
ARRY
$199K ﹤0.01%
26,993
-764
-3% -$5.44K
GTE icon
3353
Gran Tierra Energy
GTE
$226M
$197K ﹤0.01%
7,207
-28,891
-80% -$783K
PSHG icon
3354
Performance Shipping
PSHG
$22.5M
– –
0
– –
DDC
3355
DELISTED
Dominion Diamond Corporation
DDC
$194K ﹤0.01%
11,354
-18,627
-62% -$314K
PRMW
3356
DELISTED
Primo Water Corporation
PRMW
$192K ﹤0.01%
20,533
-4,423
-18% -$37.3K
TTSH
3357
DELISTED
Tile Shop Holdings
TTSH
$189K ﹤0.01%
15,571
-7,361
-32% -$71.7K
REXI
3358
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$189K ﹤0.01%
+20,729
New +$186K
GDP
3359
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$189K ﹤0.01%
53,160
-12,901
-20% -$42.8K
OXSQ icon
3360
Oxford Square Capital
OXSQ
$147M
$188K ﹤0.01%
27,111
-52,690
-66% -$389K
VNM icon
3361
VanEck Vietnam ETF
VNM
$479M
$188K ﹤0.01%
11,160
-14,431
-56% -$269K
TKA
3362
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$188K ﹤0.01%
13,212
-9,457
-42% -$135K
SQNM
3363
DELISTED
SEQUENOM INC NEW
SQNM
$187K ﹤0.01%
47,447
+25
+0.1% +$92
BWEN icon
3364
Broadwind
BWEN
$92.9M
$186K ﹤0.01%
37,290
– –
WRES
3365
DELISTED
WARREN RESOURCES INC
WRES
$183K ﹤0.01%
205,397
-5,717
-3% -$6.73K
STAA icon
3366
STAAR Surgical
STAA
$1.13B
$182K ﹤0.01%
24,438
-6,557
-21% -$48K
MIND icon
3367
MIND Technology
MIND
$45.8M
$181K ﹤0.01%
3,930
+415
+12% +$24.5K
WSTL
3368
DELISTED
Westell Technologies Inc
WSTL
$181K ﹤0.01%
34,533
-43
-0.1% -$241
FWM
3369
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$180K ﹤0.01%
26,642
+4,081
+18% +$20.4K
KRNY icon
3370
Kearny Financial
KRNY
$607M
$179K ﹤0.01%
18,184
-1,489
-8% -$14.6K
ADEP
3371
DELISTED
Adept Technology Inc
ADEP
$178K ﹤0.01%
28,947
– –
IRT icon
3372
Independence Realty Trust
IRT
$3.93B
$177K ﹤0.01%
18,632
-4,064
-18% -$38.3K
CIK
3373
Credit Suisse Asset Management Income Fund
CIK
$134M
$175K ﹤0.01%
54,531
+575
+1% +$1.86K
TSRE
3374
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
$172K ﹤0.01%
23,970
-2,579
-10% -$19.9K
JMP
3375
DELISTED
JMP Group LLC
JMP
$171K ﹤0.01%
20,349
-84
-0.4% -$650
133 134
135
136 137

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MCM
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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.