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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
BVH
3026
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$412K ﹤0.01%
4,427
+119
+3% +$9.07K
GTT
3027
DELISTED
GTT Communications, Inc.
GTT
$412K ﹤0.01%
21,826
+6,471
+42% +$94.2K
BKLN icon
3028
Invesco Senior Loan ETF
BKLN
$6.97B
$411K ﹤0.01%
17,081
-17,951
-51% -$431K
ESPR
3029
DELISTED
Esperion Therapeutics
ESPR
$410K ﹤0.01%
+4,428
New +$286K
VET icon
3030
Vermilion Energy
VET
$1.59B
$410K ﹤0.01%
9,732
+1,939
+25% +$85.2K
BWX icon
3031
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$409K ﹤0.01%
15,396
+3,830
+33% +$103K
MBB icon
3032
iShares MBS ETF
MBB
$39.2B
$408K ﹤0.01%
3,701
– –
STT.PRC.CL
3033
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$408K ﹤0.01%
16,516
+531
+3% +$12.8K
PSB.PRT.CL
3034
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$408K ﹤0.01%
16,326
+522
+3% +$13.2K
CHW
3035
Calamos Global Dynamic Income Fund
CHW
$531M
$407K ﹤0.01%
46,337
-57
-0.1% -$503
IWC icon
3036
iShares Micro-Cap ETF
IWC
$1.45B
$406K ﹤0.01%
5,133
-2,564
-33% -$197K
BML.PRI.CL
3037
DELISTED
Bank Of America Corporation
BML.PRI.CL
$406K ﹤0.01%
16,011
-7,251
-31% -$184K
AEGR
3038
DELISTED
Aegerion Pharmaceuticals
AEGR
$405K ﹤0.01%
15,478
-563
-4% -$14.3K
ODC icon
3039
Oil-Dri
ODC
$1.48B
$404K ﹤0.01%
24,022
+90
+0.4% +$1.4K
STNG icon
3040
Scorpio Tankers
STNG
$3.94B
$403K ﹤0.01%
4,276
-272
-6% -$23.7K
WPM icon
3041
Wheaton Precious Metals
WPM
$49.8B
$403K ﹤0.01%
21,177
+481
+2% +$10.2K
CUBI icon
3042
Customers Bancorp
CUBI
$2.69B
$402K ﹤0.01%
+16,522
New +$356K
ENTA icon
3043
Enanta Pharmaceuticals
ENTA
$367M
$402K ﹤0.01%
13,128
-1,508
-10% -$58.7K
USAK
3044
DELISTED
USA Truck Inc
USAK
$402K ﹤0.01%
14,508
+4,074
+39% +$118K
CPSS icon
3045
Consumer Portfolio Services
CPSS
$207M
$401K ﹤0.01%
57,384
-1,685
-3% -$11.3K
GABC icon
3046
German American Bancorp
GABC
$1.92B
$401K ﹤0.01%
20,433
-3,569
-15% -$68.7K
ESGR
3047
DELISTED
Enstar Group
ESGR
$400K ﹤0.01%
2,821
-92
-3% -$12.9K
HOFT icon
3048
Hooker Furnishings Corp
HOFT
$150M
$400K ﹤0.01%
20,997
+2,054
+11% +$37.7K
RLYP
3049
DELISTED
RELYPSA INC COM
RLYP
$398K ﹤0.01%
11,025
+4,527
+70% +$163K
BTH
3050
DELISTED
BLYTH,INC
BTH
$397K ﹤0.01%
52,261
-5,008
-9% -$39.2K
120 121
122
123 124

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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.