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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
QTWW
3476
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
$65K ﹤0.01%
24,408
– –
FCRE
3477
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
$64K ﹤0.01%
6,328
+3,842
+155% +$32.8K
BIOL
3478
DELISTED
Biolase, Inc.
BIOL
$63K ﹤0.01%
2
-1
-33% -$28.3K
LTS
3479
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$63K ﹤0.01%
16,417
-1,810
-10% -$7.07K
KOPN icon
3480
Kopin
KOPN
$650M
$58K ﹤0.01%
16,509
+717
+5% +$2.77K
ARCW
3481
DELISTED
ARC Group Worldwide, Inc
ARCW
$56K ﹤0.01%
+10,505
New +$76.1K
TLRA
3482
DELISTED
Telaria, Inc.
TLRA
$48K ﹤0.01%
20,385
-16,959
-45% -$40.4K
GALT icon
3483
Galectin Therapeutics
GALT
$217M
$46K ﹤0.01%
13,878
+3,731
+37% +$13.3K
VERU icon
3484
Veru
VERU
$36.1M
$45K ﹤0.01%
1,584
-3,535
-69% -$123K
RLOC
3485
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
$45K ﹤0.01%
+15,475
New +$47.9K
NES
3486
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$44K ﹤0.01%
+12,270
New +$41.3K
ALSK
3487
DELISTED
Alaska Communications Systems
ALSK
$40K ﹤0.01%
+24,074
New +$40.8K
PGN
3488
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$39K ﹤0.01%
30,308
-68,597
-69% -$145K
CNVS icon
3489
Cineverse
CNVS
$57.6M
$37K ﹤0.01%
114
+3
+3% +$931
VRS
3490
DELISTED
VERSO CORP COM STK (DE)
VRS
$37K ﹤0.01%
20,558
– –
EDMC
3491
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$37K ﹤0.01%
154,790
-2,349
-1% -$561
LND
3492
BrasilAgro
LND
$368M
$36K ﹤0.01%
13,511
– –
FRBK
3493
DELISTED
Republic First Bancorp Inc
FRBK
$36K ﹤0.01%
+10,001
New +$35.2K
WLT
3494
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$36K ﹤0.01%
58,732
-149,506
-72% -$139K
CTIC
3495
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$34K ﹤0.01%
1,894
+611
+48% +$13.8K
FCEL icon
3496
FuelCell Energy
FCEL
$1.61B
$32K ﹤0.01%
6
-2
-25% -$11.1K
AMRS
3497
DELISTED
Amyris Inc.
AMRS
$32K ﹤0.01%
902
-5,423
-86% -$174K
DRD
3498
DRDGold
DRD
$1.81B
$26K ﹤0.01%
+14,947
New +$29.7K
ENFY
3499
DELISTED
Enlightify Inc
ENFY
$24K ﹤0.01%
+1,138
New +$24.8K
FLNA
3500
Filana Therapeutics
FLNA
$43.7M
$22K ﹤0.01%
+1,637
New +$22.1K
138 139
140
141 142

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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.