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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 | |
|---|---|---|---|---|---|---|
2651
TAL Education Group
TAL
$6.04B
| $790K | ﹤0.01% |
142,746
-6,756
| -5% | -$34.4K |
|
2652
Seneca Foods Class A
SENEA
$1.15B
| $789K | ﹤0.01% |
26,484
-382
| -1% | -$10.4K |
|
|
IXYS
2653
DELISTED
IXYS Corp
IXYS
| $788K | ﹤0.01% |
63,963
+1,267
| +2% | +$15.2K |
|
2654
Civeo
CVEO
$356M
| $787K | ﹤0.01% |
25,828
+20,319
| +369% | +$795K |
|
2655
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.1B
| $787K | ﹤0.01% |
15,901
+6,556
| +70% | +$317K |
|
2656
Destination XL Group
DXLG
$32.9M
| $786K | ﹤0.01% |
159,179
+2,233
| +1% | +$11K |
|
2657
iShares TIPS Bond ETF
TIP
$14.5B
| $785K | ﹤0.01% |
6,914
+450
| +7% | +$51K |
|
|
WFC.PRQ
2658
DELISTED
Wells Fargo & Co.
WFC.PRQ
| $785K | ﹤0.01% |
29,587
+1,121
| +4% | +$29K |
|
|
LTXB
2659
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $785K | ﹤0.01% |
34,549
+8,757
| +34% | +$197K |
|
|
TRK
2660
DELISTED
Speedway Motorsports, Inc.
TRK
| $784K | ﹤0.01% |
34,483
+111
| +0.3% | +$2.51K |
|
|
CEMP
2661
DELISTED
Cempra, Inc.
CEMP
| $782K | ﹤0.01% |
22,785
-9,416
| -29% | -$283K |
|
2662
iShares Gold Trust
IAU
$62.8B
| $779K | ﹤0.01% |
33,997
-1,525
| -4% | -$36K |
|
2663
Hilltop Holdings
HTH
$2.26B
| $776K | ﹤0.01% |
39,921
-6,133
| -13% | -$117K |
|
2664
Axalta
AXTA
$7.45B
| $773K | ﹤0.01% |
+28,002
| New | +$755K |
|
|
JTD
2665
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
| $773K | ﹤0.01% |
48,467
+11,452
| +31% | +$183K |
|
|
EXXI
2666
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $771K | ﹤0.01% |
211,703
+37,438
| +21% | +$131K |
|
|
SFY
2667
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $768K | ﹤0.01% |
355,446
+167,773
| +89% | +$435K |
|
|
ACRE
2668
Ares Commercial Real Estate
ACRE
$247M
| $766K | ﹤0.01% |
69,313
+26,013
| +60% | +$308K |
|
2669
Option Care Health
OPCH
$3.76B
| $766K | ﹤0.01% |
43,238
+13,090
| +43% | +$286K |
|
2670
Quantum Corp
QMCO
$411M
| $766K | ﹤0.01% |
2,994
+23
| +0.8% | +$6.07K |
|
|
PFC
2671
DELISTED
Premier Financial Corp. Common Stock
PFC
| $766K | ﹤0.01% |
46,668
-2,982
| -6% | -$48.3K |
|
|
RAVN
2672
DELISTED
Raven Industries Inc
RAVN
| $766K | ﹤0.01% |
37,420
-664
| -2% | -$14.4K |
|
|
PSTB
2673
DELISTED
Park Sterling Corp.
PSTB
| $760K | ﹤0.01% |
107,073
+5,337
| +5% | +$36.7K |
|
2674
PTC Therapeutics
PTCT
$6.18B
| $757K | ﹤0.01% |
12,439
+579
| +5% | +$35.3K |
|
|
CONN
2675
DELISTED
Conn's Inc.
CONN
| $753K | ﹤0.01% |
24,877
+14,041
| +130% | +$321K |
|
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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.