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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
DMB
2751
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$681K ﹤0.01%
53,287
-1,087
-2% -$13.8K
CAA
2752
DELISTED
CalAtlantic Group, Inc.
CAA
$681K ﹤0.01%
15,136
+559
+4% +$22.3K
FNBC
2753
DELISTED
First NBC Bank Holding Company
FNBC
$681K ﹤0.01%
20,659
-1,098
-5% -$36.1K
ELRC
2754
DELISTED
ELECTRO RENT CORP
ELRC
$681K ﹤0.01%
60,082
-2,792
-4% -$34.3K
PQUE
2755
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$680K ﹤0.01%
295,802
+15,127
+5% +$34.8K
CHEF icon
2756
Chefs' Warehouse
CHEF
$4.31B
$678K ﹤0.01%
30,241
-215
-0.7% -$4.74K
ELLI
2757
DELISTED
Ellie Mae Inc
ELLI
$676K ﹤0.01%
12,215
+4,230
+53% +$206K
PGEM
2758
DELISTED
Ply Gem Holdings, Inc.
PGEM
$675K ﹤0.01%
51,909
-537
-1% -$7.06K
PRH
2759
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$673K ﹤0.01%
25,995
+877
+3% +$22.4K
VTOL icon
2760
Bristow Group
VTOL
$1.33B
$672K ﹤0.01%
16,132
+4,452
+38% +$195K
ISG.CL
2761
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$672K ﹤0.01%
26,458
+900
+4% +$22.9K
ARII
2762
DELISTED
American Railcar Industries, Inc.
ARII
$672K ﹤0.01%
13,512
-2,343
-15% -$122K
CASS icon
2763
Cass Information Systems
CASS
$716M
$670K ﹤0.01%
15,757
-457
-3% -$17.4K
MEOH icon
2764
Methanex
MEOH
$4.23B
$670K ﹤0.01%
12,513
-5,589
-31% -$280K
XLK icon
2765
State Street Technology Select Sector SPDR ETF
XLK
$109B
$670K ﹤0.01%
+32,352
New +$674K
FORM icon
2766
FormFactor
FORM
$6.51B
$668K ﹤0.01%
75,360
-46,601
-38% -$405K
NS
2767
DELISTED
NuStar Energy L.P.
NS
$667K ﹤0.01%
10,987
+1,679
+18% +$102K
UBNK
2768
DELISTED
United Financial Bancorp, Inc.
UBNK
$667K ﹤0.01%
53,700
-25,472
-32% -$330K
KYTH
2769
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$667K ﹤0.01%
13,298
-5,430
-29% -$228K
CKEC
2770
DELISTED
Carmike Cinemas Inc
CKEC
$667K ﹤0.01%
19,860
-2,675
-12% -$79.4K
LDP icon
2771
Cohen & Steers Duration Preferred & Income Fund
LDP
$591M
$666K ﹤0.01%
27,655
+206
+0.8% +$4.89K
NFBK
2772
DELISTED
Northfield Bancorp
NFBK
$666K ﹤0.01%
44,924
-4,159
-8% -$60.4K
CEA
2773
DELISTED
China Eastern Airlines
CEA
$666K ﹤0.01%
20,856
-2,978
-12% -$74.3K
ELGX
2774
DELISTED
Endologix Inc
ELGX
$666K ﹤0.01%
3,900
+145
+4% +$22K
WAC
2775
DELISTED
Walter Investment Mgt Corp
WAC
$666K ﹤0.01%
41,225
-12,784
-24% -$216K
109 110
111
112 113

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MCM
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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.