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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 | |
|---|---|---|---|---|---|---|
1526
XPO
XPO
$23.4B
| $3.47M | 0.01% |
220,541
+53,945
| +32% | +$782K |
|
|
NMA
1527
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
| $3.47M | 0.01% |
251,973
+26,333
| +12% | +$366K |
|
|
AAUK
1528
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
| $3.46M | 0.01% |
464,741
+38,756
| +9% | +$289K |
|
|
VG
1529
DELISTED
Vonage Holdings Corporation
VG
| $3.46M | 0.01% |
704,716
+77,931
| +12% | +$348K |
|
1530
Green Plains
GPRE
$1.15B
| $3.46M | 0.01% |
121,053
-44,839
| -27% | -$1.12M |
|
|
MBFI
1531
DELISTED
MB Financial Corp
MBFI
| $3.46M | 0.01% |
110,394
-31,032
| -22% | -$949K |
|
|
EDP
1532
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
| $3.46M | 0.01% |
92,247
-1,584
| -2% | -$59.3K |
|
1533
Enerpac Tool Group
EPAC
$1.86B
| $3.45M | 0.01% |
145,280
-15,397
| -10% | -$378K |
|
|
TRAK
1534
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
| $3.45M | 0.01% |
89,497
+467
| +0.5% | +$19K |
|
|
NAVG
1535
DELISTED
Navigators Group Inc
NAVG
| $3.45M | 0.01% |
88,538
-6,798
| -7% | -$254K |
|
|
TUES
1536
DELISTED
Tuesday Morning Corp
TUES
| $3.44M | 0.01% |
213,667
-55,328
| -21% | -$1.04M |
|
|
CHSP
1537
DELISTED
Chesapeake Lodging Trust
CHSP
| $3.44M | 0.01% |
101,634
+4,314
| +4% | +$155K |
|
|
PSB
1538
DELISTED
PS Business Parks, Inc.
PSB
| $3.43M | 0.01% |
41,341
-937
| -2% | -$77.5K |
|
1539
Bio-Techne
TECH
$11.2B
| $3.43M | 0.01% |
136,768
+1,544
| +1% | +$36.7K |
|
|
LR
1540
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
| $3.42M | 0.01% |
211,211
-156,901
| -43% | -$2.54M |
|
1541
Archrock
AROC
$6.16B
| $3.42M | 0.01% |
101,778
-48,439
| -32% | -$1.48M |
|
|
EQC
1542
DELISTED
Equity Commonwealth
EQC
| $3.42M | 0.01% |
128,627
-50,541
| -28% | -$1.33M |
|
1543
Silicon Laboratories
SLAB
$7.14B
| $3.4M | 0.01% |
67,040
+5,558
| +9% | +$270K |
|
|
BGG
1544
DELISTED
Briggs & Stratton Corp.
BGG
| $3.4M | 0.01% |
165,716
-3,108
| -2% | -$61.2K |
|
|
PDLI
1545
DELISTED
PDL BioPharma, Inc.
PDLI
| $3.4M | 0.01% |
483,616
+147,051
| +44% | +$1.07M |
|
|
SIRO
1546
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $3.4M | 0.01% |
37,773
+309
| +0.8% | +$27.9K |
|
|
AHT
1547
Ashford Hospitality Trust
AHT
$20.8M
| $3.39M | 0.01% |
357
+33
| +10% | +$337K |
|
1548
E.W. Scripps
SSP
$270M
| $3.39M | 0.01% |
134,398
-29,718
| -18% | -$597K |
|
1549
National Health Investors
NHI
$3.79B
| $3.39M | 0.01% |
47,741
-938
| -2% | -$67.7K |
|
1550
IQVIA
IQV
$40.7B
| $3.39M | 0.01% |
50,585
+3,876
| +8% | +$244K |
|
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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.