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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
MDGL icon
3551
Madrigal Pharmaceuticals
MDGL
$12.4B
– –
-461
Closed -$43K
MER.PRK
3552
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
– –
-8,163
Closed -$207K
MHF
3553
Western Asset Municipal High Income Fund
MHF
$151M
– –
-26,275
Closed -$202K
MRIN
3554
DELISTED
Marin Software
MRIN
– –
-271
Closed -$96K
NBHC icon
3555
National Bank Holdings
NBHC
$1.91B
– –
-14,245
Closed -$276K
NOA
3556
North American Construction
NOA
$368M
– –
-48,006
Closed -$151K
OMER icon
3557
Omeros
OMER
$788M
– –
-8,098
Closed -$201K
PCEF icon
3558
Invesco CEF Income Composite ETF
PCEF
$796M
– –
-148,599
Closed -$3.51M
PDFS icon
3559
PDF Solutions
PDFS
$1.85B
– –
-19,991
Closed -$297K
PDS
3560
Precision Drilling
PDS
$1.02B
– –
-1,677
Closed -$203K
PFX icon
3561
PhenixFIN
PFX
$84.1M
– –
-886
Closed -$164K
PLPC icon
3562
Preformed Line Products
PLPC
$1.45B
– –
-3,698
Closed -$202K
PNNT
3563
Pennant Park Investment Corp
PNNT
$222M
– –
-72,388
Closed -$690K
PSEC icon
3564
Prospect Capital
PSEC
$1.13B
– –
-44,354
Closed -$366K
RMT
3565
Royce Micro-Cap Trust
RMT
$734M
– –
-17,807
Closed -$179K
RVT icon
3566
Royce Value Trust
RVT
$2.21B
– –
-54,550
Closed -$782K
RWX icon
3567
State Street SPDR Dow Jones International Real Estate ETF
RWX
$268M
– –
-31,330
Closed -$1.3M
SBSW icon
3568
Sibanye-Stillwater
SBSW
$5.95B
– –
-12,263
Closed -$88K
SCHF icon
3569
Schwab International Equity ETF
SCHF
$65.6B
– –
-107,702
Closed -$1.56M
SOL
3570
DELISTED
Emeren Group
SOL
– –
-17,922
Closed -$126K
SRPT icon
3571
Sarepta Therapeutics
SRPT
$1.61B
– –
-15,334
Closed -$222K
SSYS icon
3572
Stratasys
SSYS
$700M
– –
-16,019
Closed -$1.33M
TRC icon
3573
Tejon Ranch
TRC
$478M
– –
-7,037
Closed -$201K
TSI
3574
TCW Strategic Income Fund
TSI
$215M
– –
-99,512
Closed -$536K
VBK icon
3575
Vanguard Small-Cap Growth ETF
VBK
$23.2B
– –
-2,624
Closed -$330K
141 142
143
144 145

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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.