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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
PZN
3176
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$297K ﹤0.01%
32,425
+6,438
+25% +$55.4K
MODN
3177
DELISTED
MODEL N, INC.
MODN
$295K ﹤0.01%
24,654
+1,257
+5% +$14.4K
RM icon
3178
Regional Management Corp
RM
$392M
$294K ﹤0.01%
19,895
-2,741
-12% -$42.2K
CAS
3179
DELISTED
A M Castle & Co
CAS
$294K ﹤0.01%
80,522
+22,599
+39% +$116K
SIEN
3180
DELISTED
Sientra, Inc.
SIEN
$293K ﹤0.01%
+1,528
New +$261K
MNP
3181
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$293K ﹤0.01%
18,802
-960
-5% -$14.8K
PSA.PRR
3182
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$292K ﹤0.01%
11,021
+408
+4% +$10.8K
TFIN icon
3183
Triumph Financial Inc
TFIN
$1.84B
$291K ﹤0.01%
+21,299
New +$277K
STV
3184
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$291K ﹤0.01%
89,285
– –
PCTY icon
3185
Paylocity
PCTY
$7.43B
$290K ﹤0.01%
10,127
-746
-7% -$20.5K
OTIC
3186
DELISTED
Otonomy, Inc.
OTIC
$290K ﹤0.01%
8,204
+47
+0.6% +$1.61K
ARH.PRC.CL
3187
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$290K ﹤0.01%
10,612
+401
+4% +$11K
RBS.PRQ
3188
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$290K ﹤0.01%
11,524
+418
+4% +$10.6K
CLNE icon
3189
Clean Energy Fuels
CLNE
$421M
$289K ﹤0.01%
54,208
+11,084
+26% +$55.1K
VIA
3190
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$289K ﹤0.01%
7,828
+3,425
+78% +$125K
RBS.PRN
3191
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$288K ﹤0.01%
11,544
+440
+4% +$11K
PSF icon
3192
Cohen & Steers Select Preferred & Income Fund
PSF
$234M
$286K ﹤0.01%
10,776
-15,525
-59% -$410K
DLN icon
3193
WisdomTree US LargeCap Dividend Fund
DLN
$6.29B
$285K ﹤0.01%
7,776
– –
DWSN icon
3194
Dawson Geophysical
DWSN
$137M
$285K ﹤0.01%
+70,136
New +$379K
KIM.PRK.CL
3195
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$285K ﹤0.01%
11,466
+447
+4% +$11K
RALY
3196
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$285K ﹤0.01%
18,193
-669
-4% -$8.2K
CTT
3197
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$284K ﹤0.01%
24,261
+8,443
+53% +$98.8K
ISH
3198
DELISTED
INTL SHIPHOLDING CORP
ISH
$284K ﹤0.01%
23,476
+2,530
+12% +$37.1K
VNO.PRK
3199
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$284K ﹤0.01%
11,413
+412
+4% +$10.3K
BREW
3200
DELISTED
Craft Brew Alliance, Inc.
BREW
$283K ﹤0.01%
20,737
+639
+3% +$7.96K
126 127
128
129 130

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.