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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
DS
3401
DELISTED
Drive Shack Inc.
DS
$147K ﹤0.01%
30,362
+19,481
+179% +$88.8K
RBCN
3402
DELISTED
Rubicon Technology, Inc.
RBCN
$147K ﹤0.01%
3,737
+382
+11% +$16.3K
IHC
3403
DELISTED
Independence Holding Company
IHC
$147K ﹤0.01%
10,818
-10,616
-50% -$136K
TAHO
3404
DELISTED
Tahoe Resources Inc
TAHO
$146K ﹤0.01%
13,348
+3,265
+32% +$43.4K
NCIT
3405
DELISTED
NCI, Inc.
NCIT
$145K ﹤0.01%
14,063
-290
-2% -$3.28K
BXE
3406
DELISTED
Bellatrix Exploration Ltd.
BXE
$144K ﹤0.01%
11,892
+146
+1% +$1.93K
HERO
3407
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$142K ﹤0.01%
337,896
-30,051
-8% -$21.2K
RQI icon
3408
Cohen & Steers Quality Income Realty Fund
RQI
$1.72B
$141K ﹤0.01%
11,365
-31,953
-74% -$396K
COVS
3409
DELISTED
Covisint Corporation
COVS
$140K ﹤0.01%
69,166
-8
-0% -$19
INWK
3410
DELISTED
InnerWorkings, Inc.
INWK
$135K ﹤0.01%
20,083
-4,678
-19% -$29.3K
SZYM
3411
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$133K ﹤0.01%
46,623
+13,126
+39% +$33.6K
CHGG icon
3412
Chegg
CHGG
$121M
$132K ﹤0.01%
+16,650
New +$124K
NGD
3413
DELISTED
New Gold Inc
NGD
$129K ﹤0.01%
38,073
+4,493
+13% +$17.7K
TZOO icon
3414
Travelzoo
TZOO
$77.8M
$127K ﹤0.01%
13,202
+135
+1% +$1.34K
CRCM
3415
DELISTED
CARE.COM, INC.
CRCM
$126K ﹤0.01%
+16,659
New +$129K
EXAR
3416
DELISTED
Exar Corporation
EXAR
$125K ﹤0.01%
12,394
+766
+7% +$7.84K
SMS
3417
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$125K ﹤0.01%
13,423
-1,890
-12% -$17.6K
MNKD icon
3418
MannKind Corp
MNKD
$1.21B
$124K ﹤0.01%
4,775
-174
-4% -$5.24K
JASO
3419
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$124K ﹤0.01%
12,995
– –
MILL
3420
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$122K ﹤0.01%
194,979
-2,861
-1% -$3.78K
MIXT
3421
DELISTED
MIX TELEMATICS LIMITED
MIXT
$121K ﹤0.01%
+17,335
New +$109K
CYTK icon
3422
Cytokinetics
CYTK
$10.8B
$118K ﹤0.01%
17,352
+2,622
+18% +$19.6K
WNEB icon
3423
Western New England Bancorp
WNEB
$295M
$118K ﹤0.01%
15,310
-69,925
-82% -$509K
REN
3424
DELISTED
Resolute Energy Corporaton
REN
$118K ﹤0.01%
41,928
-7,597
-15% -$33.4K
VIRX
3425
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$117K ﹤0.01%
228
-24
-10% -$12.1K
135 136
137
138 139

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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.