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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
CTO
3251
CTO Realty Growth
CTO
$740M
$257K ﹤0.01%
15,889
+239
+2% +$3.71K
FXE icon
3252
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
$257K ﹤0.01%
+2,432
New +$269K
JRI icon
3253
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$257K ﹤0.01%
13,158
-39,056
-75% -$757K
TBF icon
3254
ProShares Short 20+ Year Treasury ETF
TBF
$85.7M
$257K ﹤0.01%
10,695
+663
+7% +$16K
SMI
3255
DELISTED
Semiconductor Manufacturing Intl
SMI
$257K ﹤0.01%
54,382
-6,901
-11% -$30.7K
KODK icon
3256
Kodak
KODK
$812M
$256K ﹤0.01%
+13,496
New +$256K
CLS icon
3257
Celestica
CLS
$40.3B
$255K ﹤0.01%
22,955
-2,556
-10% -$29.5K
EDD
3258
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$378M
$255K ﹤0.01%
27,567
+497
+2% +$5.03K
VB icon
3259
Vanguard Small-Cap ETF
VB
$80.2B
$255K ﹤0.01%
+2,084
New +$247K
MTSN
3260
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$255K ﹤0.01%
64,715
-55,012
-46% -$217K
VNO.PRJ
3261
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$254K ﹤0.01%
9,692
+346
+4% +$9.21K
CVCO icon
3262
Cavco Industries
CVCO
$4.54B
$253K ﹤0.01%
3,372
+5
+0.1% +$370
SHLO
3263
DELISTED
Shiloh Industries Inc
SHLO
$253K ﹤0.01%
18,053
+51
+0.3% +$681
PGNX
3264
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$253K ﹤0.01%
42,266
-50,463
-54% -$318K
PNX
3265
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$253K ﹤0.01%
5,070
-2,688
-35% -$162K
CNOB icon
3266
Center Bancorp
CNOB
$1.66B
$252K ﹤0.01%
12,927
-11,242
-47% -$209K
STEW
3267
SRH Total Return Fund
STEW
$1.79B
$252K ﹤0.01%
29,355
-31,413
-52% -$274K
COB
3268
DELISTED
CommunityOne Bancorp
COB
$252K ﹤0.01%
25,605
-3,094
-11% -$31.3K
CTW.CL
3269
DELISTED
Qwest Corporation
CTW.CL
$251K ﹤0.01%
9,412
+354
+4% +$9.54K
IMS
3270
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$250K ﹤0.01%
+9,226
New +$239K
FMSA
3271
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$249K ﹤0.01%
+34,394
New +$211K
BBQ
3272
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$248K ﹤0.01%
8,713
– –
AFQ.CL
3273
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$248K ﹤0.01%
9,540
+325
+4% +$8.48K
DCOM icon
3274
Dime Commercial Bancshares
DCOM
$1.8B
$247K ﹤0.01%
9,549
+76
+0.8% +$1.95K
QADA
3275
DELISTED
QAD Inc.
QADA
$247K ﹤0.01%
10,214
+400
+4% +$8.54K
129 130
131
132 133

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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.