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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
TAT
3451
DELISTED
TransAtlantic Petroleum LTD.
TAT
$91K ﹤0.01%
17,115
+909
+6% +$4.38K
BAK icon
3452
Braskem
BAK
$944M
$89K ﹤0.01%
12,769
-12,136
-49% -$111K
JMI
3453
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$89K ﹤0.01%
11,787
-995
-8% -$9.01K
LITB
3454
LightInTheBox
LITB
$54M
$88K ﹤0.01%
2,895
+258
+10% +$8.55K
CCXI
3455
DELISTED
ChemoCentryx, Inc.
CCXI
$87K ﹤0.01%
11,485
+151
+1% +$1.18K
CGG
3456
DELISTED
CGG
CGG
$87K ﹤0.01%
477
+50
+12% +$10K
QUIK icon
3457
QuickLogic
QUIK
$217M
$85K ﹤0.01%
3,162
+199
+7% +$6.42K
YUME
3458
DELISTED
YuMe, Inc.
YUME
$85K ﹤0.01%
16,347
-3,233
-17% -$17.5K
SPNS
3459
DELISTED
Sapiens International
SPNS
$83K ﹤0.01%
10,164
-1,194
-11% -$8.82K
UNIS
3460
DELISTED
Unilife Corporation
UNIS
$82K ﹤0.01%
2,055
+23
+1% +$920
SPWH icon
3461
Sportsman's Warehouse
SPWH
$45.7M
$81K ﹤0.01%
10,111
-67
-0.7% -$494
ACI
3462
DELISTED
ARCH COAL, INC.
ACI
$81K ﹤0.01%
8,131
-29,613
-78% -$343K
GAIA icon
3463
Gaia
GAIA
$47.6M
$79K ﹤0.01%
10,869
-43
-0.4% -$304
ONE
3464
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$78K ﹤0.01%
32,215
-54,751
-63% -$180K
VHI icon
3465
Valhi
VHI
$386M
$77K ﹤0.01%
1,032
-67
-6% -$4.8K
JIVE
3466
DELISTED
Jive Software, Inc.
JIVE
$77K ﹤0.01%
15,009
-6,970
-32% -$37.9K
PHLT
3467
DELISTED
Performant Healthcare Inc
PHLT
$76K ﹤0.01%
+22,475
New +$114K
DAC icon
3468
Danaos Corp
DAC
$2.56B
$71K ﹤0.01%
774
+23
+3% +$1.85K
TIPT icon
3469
Tiptree Inc
TIPT
$678M
$69K ﹤0.01%
10,375
-4,525
-30% -$32.3K
VIVS
3470
VivoSim Labs
VIVS
$1.33M
$69K ﹤0.01%
81
-43
-35% -$59.4K
LEAF
3471
DELISTED
Leaf Group Ltd.
LEAF
$68K ﹤0.01%
+11,958
New +$61.3K
CYTR
3472
DELISTED
CytRx Corp
CYTR
$67K ﹤0.01%
3,294
+462
+16% +$8.6K
VTNR
3473
DELISTED
Vertex Energy, Inc
VTNR
$66K ﹤0.01%
+17,931
New +$62.2K
GSAT icon
3474
Globalstar
GSAT
$10.2B
$65K ﹤0.01%
1,310
+161
+14% +$6.65K
CO
3475
DELISTED
Global Cord Blood Corporation
CO
$65K ﹤0.01%
12,758
+59
+0.5% +$290
137 138
139
140 141

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MCM
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PSUF
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SCC
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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.