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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
SNBC
3276
DELISTED
Sun Bancorp Inc
SNBC
$247K ﹤0.01%
13,071
-10,377
-44% -$193K
SSRG
3277
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
$246K ﹤0.01%
33,605
+14,207
+73% +$107K
IVAC
3278
DELISTED
Intevac Inc
IVAC
$244K ﹤0.01%
39,748
-76
-0.2% -$515
DUC
3279
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
$244K ﹤0.01%
+24,949
New +$243K
KEYW
3280
DELISTED
The KEYW Holding Corporation
KEYW
$244K ﹤0.01%
29,672
+5,596
+23% +$49.5K
NHS
3281
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$242K ﹤0.01%
19,623
-1,051
-5% -$13.1K
DXYN
3282
DELISTED
Dixie Group Inc
DXYN
$240K ﹤0.01%
26,511
-4,673
-15% -$41K
SPPI
3283
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$239K ﹤0.01%
39,348
-17,919
-31% -$119K
BSRR icon
3284
Sierra Bancorp
BSRR
$536M
$238K ﹤0.01%
14,258
+41
+0.3% +$672
CTRE icon
3285
CareTrust REIT
CTRE
$10.1B
$238K ﹤0.01%
17,559
-2,857
-14% -$36.9K
TDAY
3286
USA Today Co
TDAY
$1.27B
$238K ﹤0.01%
9,929
-6,006
-38% -$139K
STML
3287
DELISTED
Stemline Therapeutics, Inc.
STML
$238K ﹤0.01%
16,457
+307
+2% +$4.7K
KIM.PRH
3288
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$238K ﹤0.01%
9,272
+352
+4% +$9.14K
NWS icon
3289
News Corp Class B
NWS
$17.2B
$236K ﹤0.01%
14,840
-60,880
-80% -$960K
TGH
3290
DELISTED
Textainer Group Holdings limited
TGH
$236K ﹤0.01%
+7,882
New +$253K
RSPP
3291
DELISTED
RSP Permian, Inc.
RSPP
$236K ﹤0.01%
+9,373
New +$251K
SNC
3292
DELISTED
State National Companies, Inc.
SNC
$236K ﹤0.01%
23,700
+15
+0.1% +$150
FLXS icon
3293
Flexsteel Industries
FLXS
$317M
$235K ﹤0.01%
7,516
-4
-0.1% -$123
PRTA icon
3294
Prothena Corp
PRTA
$448M
$235K ﹤0.01%
+6,155
New +$158K
VO icon
3295
Vanguard Mid-Cap ETF
VO
$107B
$235K ﹤0.01%
+7,080
New +$223K
SZMK
3296
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$234K ﹤0.01%
32,278
+8,818
+38% +$61.8K
CYNI
3297
DELISTED
CYAN INC COM
CYNI
$233K ﹤0.01%
58,301
+17,670
+43% +$62.3K
ISEE
3298
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$232K ﹤0.01%
+4,990
New +$259K
C.PRJ
3299
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$232K ﹤0.01%
8,411
+347
+4% +$9.48K
AGM icon
3300
Federal Agricultural Mortgage
AGM
$2.31B
$231K ﹤0.01%
+8,192
New +$243K
130 131
132
133 134

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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.