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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
ASRT
2001
DELISTED
Assertio
ASRT
$2.01M ﹤0.01%
1,494
+90
+6% +$111K
MTDR icon
2002
Matador Resources
MTDR
$6B
$2.01M ﹤0.01%
91,620
-2,277
-2% -$49.1K
DYN
2003
DELISTED
Dynegy, Inc.
DYN
$2.01M ﹤0.01%
63,888
-1,979
-3% -$56.5K
HW
2004
DELISTED
Headwaters Inc
HW
$2.01M ﹤0.01%
109,406
-24,831
-18% -$390K
ISCA
2005
DELISTED
International Speedway Corp
ISCA
$2.01M ﹤0.01%
61,513
+3,148
+5% +$98.1K
BGS icon
2006
B&G Foods
BGS
$293M
$2M ﹤0.01%
67,994
+281
+0.4% +$8.28K
IRS
2007
IRSA Inversiones y Representaciones
IRS
$1.31B
$2M ﹤0.01%
105,180
-39,277
-27% -$644K
ARC
2008
DELISTED
ARC Document Solutions, Inc.
ARC
$2M ﹤0.01%
216,180
-41,816
-16% -$380K
NWLIA
2009
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.99M ﹤0.01%
7,839
-140
-2% -$35.6K
GNR icon
2010
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.84B
$1.99M ﹤0.01%
+46,400
New +$2.04M
CWEI
2011
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.99M ﹤0.01%
39,337
-5,060
-11% -$279K
CSTM icon
2012
Constellium
CSTM
$3.87B
$1.99M ﹤0.01%
97,911
+385
+0.4% +$7.23K
IL
2013
DELISTED
IntraLinks Holdings Inc.
IL
$1.99M ﹤0.01%
192,323
-36,811
-16% -$405K
AXON
2014
Axon Enterprise
AXON
$42.3B
$1.98M ﹤0.01%
82,209
-3,790
-4% -$96.4K
WSTC
2015
DELISTED
West Corporation
WSTC
$1.98M ﹤0.01%
58,764
+36,616
+165% +$1.22M
RGP icon
2016
Resources Connection
RGP
$147M
$1.98M ﹤0.01%
113,160
+30,249
+36% +$521K
OLN icon
2017
Olin
OLN
$2.53B
$1.98M ﹤0.01%
61,719
-10,315
-14% -$277K
IVC
2018
DELISTED
Invacare Corporation
IVC
$1.98M ﹤0.01%
101,867
+21,277
+26% +$369K
HHS icon
2019
Harte-Hanks
HHS
$16.8M
$1.97M ﹤0.01%
25,309
-3,269
-11% -$253K
ARUN
2020
DELISTED
ARUBA NETWORKS, INC.
ARUN
$1.97M ﹤0.01%
80,580
-20
-0% -$403
XXIA
2021
DELISTED
Ixia
XXIA
$1.97M ﹤0.01%
162,424
+61,687
+61% +$684K
JFR icon
2022
Nuveen Floating Rate Income Fund
JFR
$1.23B
$1.97M ﹤0.01%
174,013
-26,048
-13% -$288K
RAS
2023
DELISTED
RAIT Financial Trust
RAS
$1.97M ﹤0.01%
286,442
-66,608
-19% -$476K
FRME icon
2024
First Merchants
FRME
$2.69B
$1.96M ﹤0.01%
83,372
-8,565
-9% -$195K
ARR
2025
Armour Residential REIT
ARR
$2.33B
$1.96M ﹤0.01%
15,434
+8,195
+113% +$1.07M
79 80
81
82 83

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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.