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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 | |
|---|---|---|---|---|---|---|
|
BRFS
1076
DELISTED
BRF SA
BRFS
| $5.65M | 0.01% |
285,502
-2,539
| -0.9% | -$56.3K |
|
1077
Align Technology
ALGN
$12.9B
| $5.64M | 0.01% |
104,855
+1,534
| +1% | +$87.4K |
|
1078
Insperity
NSP
$2.03B
| $5.63M | 0.01% |
215,432
+21,202
| +11% | +$494K |
|
1079
Heartland Express
HTLD
$1.01B
| $5.63M | 0.01% |
236,951
-17,004
| -7% | -$431K |
|
|
JBTM
1080
JBT Marel
JBTM
$7.35B
| $5.63M | 0.01% |
157,580
-204
| -0.1% | -$6.74K |
|
|
GNC
1081
DELISTED
GNC Holdings, Inc.
GNC
| $5.63M | 0.01% |
114,660
-4,531
| -4% | -$209K |
|
|
TCF
1082
DELISTED
TCF Financial Corporation
TCF
| $5.6M | 0.01% |
356,464
-5,593
| -2% | -$86.1K |
|
1083
Nuveen Municipal Credit Income Fund
NZF
$2.41B
| $5.6M | 0.01% |
394,373
+7,280
| +2% | +$103K |
|
1084
Tyler Technologies
TYL
$13.7B
| $5.59M | 0.01% |
46,407
-134
| -0.3% | -$15.3K |
|
|
NPP
1085
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
| $5.58M | 0.01% |
375,349
-6,562
| -2% | -$97.7K |
|
1086
BlackRock Income Trust
BKT
$331M
| $5.58M | 0.01% |
289,702
-19,287
| -6% | -$372K |
|
|
MCR
1087
DELISTED
MFS Charter Income Trust
MCR
| $5.56M | 0.01% |
631,362
+19,978
| +3% | +$176K |
|
1088
Mercury Insurance
MCY
$6B
| $5.55M | 0.01% |
96,186
+82
| +0.1% | +$4.61K |
|
1089
Steris
STE
$22.9B
| $5.55M | 0.01% |
79,058
-2,910
| -4% | -$192K |
|
1090
WisdomTree Europe SmallCap Dividend Fund
DFE
$164M
| $5.55M | 0.01% |
99,789
+135
| +0.1% | +$7.3K |
|
1091
W.R. Berkley
WRB
$28.1B
| $5.54M | 0.01% |
370,052
-22,423
| -6% | -$333K |
|
1092
Yelp
YELP
$1.54B
| $5.54M | 0.01% |
116,888
+85,268
| +270% | +$4.22M |
|
|
SBNY
1093
DELISTED
Signature Bank
SBNY
| $5.53M | 0.01% |
42,695
+1,652
| +4% | +$205K |
|
1094
Diana Shipping
DSX
$266M
| $5.52M | 0.01% |
1,290,775
+265,748
| +26% | +$1.24M |
|
|
OVTI
1095
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $5.5M | 0.01% |
208,574
+51,430
| +33% | +$1.38M |
|
1096
Thor Industries
THO
$4.06B
| $5.5M | 0.01% |
86,969
+2,727
| +3% | +$162K |
|
1097
Hawaiian Electric Industries
HE
$2.26B
| $5.5M | 0.01% |
171,116
-3,891
| -2% | -$130K |
|
|
CRZO
1098
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $5.49M | 0.01% |
110,544
+8,229
| +8% | +$385K |
|
|
WCG
1099
DELISTED
Wellcare Health Plans, Inc.
WCG
| $5.49M | 0.01% |
59,984
-3,581
| -6% | -$299K |
|
|
ACC
1100
DELISTED
American Campus Communities, Inc.
ACC
| $5.48M | 0.01% |
127,924
+13,927
| +12% | +$596K |
|
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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.