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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 | |
|---|---|---|---|---|---|---|
2801
Universal Technical Institute
UTI
$2.26B
| $637K | ﹤0.01% |
66,370
-27,275
| -29% | -$253K |
|
|
GEB.CL
2802
DELISTED
General Electric Capital Corp
GEB.CL
| $637K | ﹤0.01% |
24,923
+854
| +4% | +$21.5K |
|
2803
Franklin Covey
FC
$239M
| $636K | ﹤0.01% |
33,002
-3,677
| -10% | -$66.2K |
|
|
RTEC
2804
DELISTED
Rudolph Technologies Inc
RTEC
| $634K | ﹤0.01% |
57,539
+25,901
| +82% | +$296K |
|
|
LDR
2805
DELISTED
Landauer Inc
LDR
| $631K | ﹤0.01% |
17,969
-1,525
| -8% | -$51.4K |
|
|
EVF
2806
Eaton Vance Senior Income Trust
EVF
$90.1M
| $628K | ﹤0.01% |
96,453
+4,343
| +5% | +$27.8K |
|
2807
Hawkins
HWKN
$2.9B
| $627K | ﹤0.01% |
33,012
+594
| +2% | +$11.6K |
|
|
FLY
2808
DELISTED
Fly Leasing Limited
FLY
| $624K | ﹤0.01% |
42,855
-6,945
| -14% | -$98.7K |
|
2809
Axcelis
ACLS
$3.44B
| $623K | ﹤0.01% |
65,482
-28,123
| -30% | -$291K |
|
2810
Nuveen Select Tax-Free Income Portfolio
NXP
$898M
| $622K | ﹤0.01% |
42,873
-3,459
| -7% | -$50.2K |
|
2811
Alpha and Omega Semiconductor
AOSL
$829M
| $621K | ﹤0.01% |
69,672
-311
| -0.4% | -$2.77K |
|
|
KNM
2812
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
| $620K | ﹤0.01% |
33,097
+4,516
| +16% | +$84.9K |
|
2813
Greenlight Captial
GLRE
$579M
| $619K | ﹤0.01% |
19,477
+5,277
| +37% | +$169K |
|
|
PRO
2814
DELISTED
PROS Holdings
PRO
| $617K | ﹤0.01% |
24,987
-665
| -3% | -$16.4K |
|
|
ETO
2815
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$489M
| $616K | ﹤0.01% |
24,914
-58,976
| -70% | -$1.43M |
|
2816
Insteel Industries
IIIN
$592M
| $616K | ﹤0.01% |
28,480
-9,337
| -25% | -$199K |
|
|
GSF.CL
2817
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
| $616K | ﹤0.01% |
23,754
+822
| +4% | +$21.2K |
|
2818
First Community Bankshares
FCBC
$899M
| $615K | ﹤0.01% |
35,111
-3,025
| -8% | -$49.6K |
|
2819
Kulicke & Soffa
KLIC
$4.34B
| $615K | ﹤0.01% |
39,354
-1,216
| -3% | -$18.9K |
|
2820
Global Industrial
GIC
$1.38B
| $610K | ﹤0.01% |
49,930
-708
| -1% | -$9.07K |
|
|
WW
2821
DELISTED
WW International
WW
| $609K | ﹤0.01% |
87,088
+29,416
| +51% | +$434K |
|
2822
Camden National
CAC
$988M
| $608K | ﹤0.01% |
22,886
+404
| +2% | +$10.3K |
|
|
ZAGG
2823
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $607K | ﹤0.01% |
69,975
+909
| +1% | +$6.67K |
|
2824
Calix
CALX
$2.24B
| $606K | ﹤0.01% |
72,226
+2,945
| +4% | +$26.4K |
|
|
CHFN
2825
DELISTED
Charter Financial Corp
CHFN
| $606K | ﹤0.01% |
52,701
+9,302
| +21% | +$107K |
|
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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.