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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
(+4.8%)
Cap. Flow
+$1.71B
Cap. Flow
% of AUM
3.44%
Top 10 Holdings %
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 2 |
AGN
Allergan plc
AGN
|
+$75.8M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$56.5M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$47.1M |
| 5 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$46.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan Inc
AGN
|
+$131M |
| 2 |
iShares Russell Top 200 ETF
IWL
|
+$87M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$67.8M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
+$43.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
TUMI
2601
DELISTED
TUMI HLDGS INC COM
TUMI
| $853K | ﹤0.01% |
34,854
+1,456
| +4% | +$33.1K |
|
2602
Republic Bancorp
RBCAA
$1.96B
| $849K | ﹤0.01% |
34,341
+378
| +1% | +$9.06K |
|
|
ARO
2603
DELISTED
Aeropostale Inc
ARO
| $849K | ﹤0.01% |
244,551
+122,793
| +101% | +$392K |
|
|
ONIT
2604
Onity Group
ONIT
$342M
| $848K | ﹤0.01% |
6,852
+3,219
| +89% | +$431K |
|
2605
Towne Bank
TOWN
$3.54B
| $843K | ﹤0.01% |
52,450
-10,847
| -17% | -$168K |
|
2606
Vicor
VICR
$8.33B
| $843K | ﹤0.01% |
55,433
-5,820
| -10% | -$75.2K |
|
2607
York Water
YORW
$511M
| $843K | ﹤0.01% |
34,711
+4,302
| +14% | +$101K |
|
|
MRD
2608
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $839K | ﹤0.01% |
47,301
+17,163
| +57% | +$321K |
|
|
DWA
2609
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $838K | ﹤0.01% |
34,628
-24,388
| -41% | -$519K |
|
2610
Crawford & Co Class B
CRD.B
$507M
| $836K | ﹤0.01% |
96,776
+407
| +0.4% | +$3.77K |
|
2611
Barrett Business Services
BBSI
$1.01B
| $835K | ﹤0.01% |
77,920
-29,172
| -27% | -$264K |
|
2612
FreightCar America
RAIL
$263M
| $835K | ﹤0.01% |
26,557
-11,807
| -31% | -$328K |
|
|
INN
2613
Summit Hotel Properties
INN
$766M
| $834K | ﹤0.01% |
59,289
+19,732
| +50% | +$262K |
|
2614
Veeva Systems
VEEV
$33.8B
| $833K | ﹤0.01% |
32,645
+5,935
| +22% | +$167K |
|
|
CBK
2615
DELISTED
Christopher & Banks Corporation
CBK
| $832K | ﹤0.01% |
149,647
-16,865
| -10% | -$89.5K |
|
|
KERX
2616
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $832K | ﹤0.01% |
65,338
+13,300
| +26% | +$171K |
|
|
LOCK
2617
DELISTED
LifeLock, Inc.
LOCK
| $832K | ﹤0.01% |
58,983
+3,251
| +6% | +$46.4K |
|
|
EXAS
2618
DELISTED
Exact Sciences
EXAS
| $831K | ﹤0.01% |
37,731
-3,194
| -8% | -$81K |
|
|
MHGC
2619
DELISTED
Morgans Hotel Group Co.
MHGC
| $830K | ﹤0.01% |
107,061
-9,498
| -8% | -$71.6K |
|
|
GEK.CL
2620
DELISTED
General Electric Capital Corp.
GEK.CL
| $829K | ﹤0.01% |
32,921
+1,248
| +4% | +$30.9K |
|
|
BTA
2621
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
| $826K | ﹤0.01% |
71,912
+19,454
| +37% | +$223K |
|
|
NOR
2622
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $826K | ﹤0.01% |
39,721
+2,913
| +8% | +$65.1K |
|
|
PRFT
2623
DELISTED
Perficient Inc
PRFT
| $824K | ﹤0.01% |
39,820
+3,903
| +11% | +$75.7K |
|
2624
Badger Meter
BMI
$3.87B
| $823K | ﹤0.01% |
27,472
+888
| +3% | +$25.9K |
|
|
LBAI
2625
DELISTED
Lakeland Bancorp Inc
LBAI
| $821K | ﹤0.01% |
71,394
-7,341
| -9% | -$82K |
|
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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.