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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
ETP
2426
DELISTED
Energy Transfer Partners, L.P.
ETP
$1.1M ﹤0.01%
26,693
+5,985
+29% +$254K
MFRM
2427
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$1.1M ﹤0.01%
15,842
+2,714
+21% +$167K
OTEX icon
2428
Open Text
OTEX
$6.28B
$1.1M ﹤0.01%
41,688
-506
-1% -$14.5K
METR
2429
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$1.1M ﹤0.01%
39,962
-190
-0.5% -$4.94K
AER icon
2430
AerCap
AER
$23.4B
$1.1M ﹤0.01%
25,196
+2,723
+12% +$115K
BANF icon
2431
BancFirst
BANF
$3.81B
$1.09M ﹤0.01%
35,838
-2,228
-6% -$66.3K
EIM
2432
Eaton Vance Municipal Bond Fund
EIM
$494M
$1.09M ﹤0.01%
84,632
-51,252
-38% -$662K
RDUS
2433
DELISTED
Radius Recycling
RDUS
$1.09M ﹤0.01%
68,921
+3,160
+5% +$53.2K
CRAI icon
2434
CRA International
CRAI
$1.23B
$1.09M ﹤0.01%
35,048
-1,647
-4% -$50K
DX
2435
Dynex Capital
DX
$3.18B
$1.09M ﹤0.01%
42,792
+9,810
+30% +$246K
QQQ icon
2436
Invesco QQQ Trust
QQQ
$436B
$1.09M ﹤0.01%
10,284
– –
SCLN
2437
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.08M ﹤0.01%
122,447
+15,004
+14% +$120K
LDRH
2438
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$1.08M ﹤0.01%
29,601
+326
+1% +$11.8K
INVN
2439
DELISTED
Invensense Inc
INVN
$1.08M ﹤0.01%
71,241
-2,491
-3% -$39.2K
ESI icon
2440
Element Solutions
ESI
$8.48B
$1.08M ﹤0.01%
42,190
+2,297
+6% +$55.3K
EZPW icon
2441
Ezcorp Inc
EZPW
$1.79B
$1.08M ﹤0.01%
118,663
+24,102
+25% +$257K
BK.PRC
2442
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.08M ﹤0.01%
43,214
+4,809
+13% +$117K
TBNK
2443
DELISTED
Territorial Bancorp Inc.
TBNK
$1.08M ﹤0.01%
45,398
+8,241
+22% +$180K
WFC.PRR
2444
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.08M ﹤0.01%
38,169
+20,025
+110% +$558K
GSIG
2445
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.08M ﹤0.01%
80,898
-9,040
-10% -$121K
CBB
2446
DELISTED
Cincinnati Bell Inc.
CBB
$1.07M ﹤0.01%
60,854
-9,462
-13% -$156K
SB icon
2447
Safe Bulkers
SB
$772M
$1.07M ﹤0.01%
298,050
+46,246
+18% +$167K
RNWK
2448
DELISTED
RealNetworks Inc
RNWK
$1.07M ﹤0.01%
158,821
+8,130
+5% +$56K
UMC icon
2449
United Microelectronic
UMC
$42.9B
$1.07M ﹤0.01%
437,242
-74,113
-14% -$181K
STAG icon
2450
STAG Industrial
STAG
$7.5B
$1.06M ﹤0.01%
45,238
+3,152
+7% +$79.3K
96 97
98
99 100

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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.