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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
GBLI icon
3151
Global Indemnity Group
GBLI
$405M
$322K ﹤0.01%
11,590
+927
+9% +$25.2K
CCBG icon
3152
Capital City Bank Group
CCBG
$904M
$320K ﹤0.01%
19,671
+1,121
+6% +$17.2K
AWF
3153
AllianceBernstein Global High Income Fund
AWF
$871M
$319K ﹤0.01%
+25,353
New +$319K
WEYS icon
3154
Weyco Group
WEYS
$374M
$319K ﹤0.01%
10,671
-62
-0.6% -$1.73K
AMJ
3155
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$319K ﹤0.01%
7,459
-98
-1% -$4.32K
PRGX
3156
DELISTED
PRGX Global, Inc.
PRGX
$319K ﹤0.01%
79,304
-9,589
-11% -$47K
KONA
3157
DELISTED
Kona Grill, Inc.
KONA
$318K ﹤0.01%
11,186
-30
-0.3% -$745
CCV.CL
3158
DELISTED
Comcast Corporation
CCV.CL
$318K ﹤0.01%
12,333
+460
+4% +$11.8K
AFSD
3159
DELISTED
AFLAC Inc
AFSD
$318K ﹤0.01%
12,551
+444
+4% +$11.2K
AEM icon
3160
Agnico Eagle Mines
AEM
$71.9B
$317K ﹤0.01%
11,345
+2,079
+22% +$63.9K
UONEK icon
3161
Urban One Class D
UONEK
$22.6M
$316K ﹤0.01%
10,274
+465
+5% +$10.9K
EGIO
3162
DELISTED
Edgio, Inc. Common Stock
EGIO
$314K ﹤0.01%
2,162
+1,392
+181% +$176K
XBKS
3163
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$314K ﹤0.01%
16,614
+6,373
+62% +$107K
CORT icon
3164
Corcept Therapeutics
CORT
$10.1B
$313K ﹤0.01%
55,955
+36
+0.1% +$130
XOOM
3165
DELISTED
XOOM CORP COM
XOOM
$313K ﹤0.01%
21,284
-2,260
-10% -$35.5K
BCIC
3166
BCP Investment Corp
BCIC
$88.3M
$311K ﹤0.01%
4,617
-68
-1% -$4.76K
INFI
3167
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$311K ﹤0.01%
22,279
+170
+0.8% +$2.6K
WRB.PRB
3168
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$311K ﹤0.01%
12,299
+462
+4% +$11.4K
CSTE icon
3169
Caesarstone
CSTE
$71.6M
$310K ﹤0.01%
5,099
-1,247
-20% -$76.8K
ENLC
3170
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$310K ﹤0.01%
9,526
-85
-0.9% -$2.82K
BWZ icon
3171
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$264M
$304K ﹤0.01%
+10,013
New +$311K
GWPH
3172
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$303K ﹤0.01%
3,328
– –
AMWD
3173
DELISTED
American Woodmark
AMWD
$299K ﹤0.01%
5,460
-9,777
-64% -$449K
HABT
3174
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$299K ﹤0.01%
+9,294
New +$294K
PL.PRC.CL
3175
DELISTED
Protective Life Corp
PL.PRC.CL
$299K ﹤0.01%
11,252
+428
+4% +$11.2K
125 126
127
128 129

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MCM
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PSUF
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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.