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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 | |
|---|---|---|---|---|---|---|
|
SPN
1776
DELISTED
Superior Energy Services, Inc.
SPN
| $2.58M | 0.01% |
11,532
+2,263
| +24% | +$470K |
|
1777
Columbia Banking Systems
COLB
$8.84B
| $2.57M | 0.01% |
88,780
+833
| +0.9% | +$22.9K |
|
|
LTC
1778
LTC Properties
LTC
$2.06B
| $2.56M | 0.01% |
55,667
+4,085
| +8% | +$185K |
|
1779
Clear Channel Outdoor Holdings
CCO
$1.23B
| $2.56M | 0.01% |
252,950
-15,682
| -6% | -$152K |
|
1780
Shinhan Financial Group
SHG
$34B
| $2.56M | 0.01% |
68,618
-19,119
| -22% | -$747K |
|
|
BPFH
1781
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $2.56M | 0.01% |
210,364
-41,909
| -17% | -$515K |
|
|
EOT
1782
Eaton Vance National Municipal Opportunities Trust
EOT
$270M
| $2.55M | 0.01% |
120,486
+25,404
| +27% | +$539K |
|
1783
Coeur Mining
CDE
$15.9B
| $2.55M | 0.01% |
542,136
-95,807
| -15% | -$557K |
|
1784
Wolverine World Wide
WWW
$1.64B
| $2.55M | 0.01% |
76,245
-7,872
| -9% | -$233K |
|
1785
Invesco Advantage Municipal Income Trust II
VKI
$398M
| $2.54M | 0.01% |
216,579
+81,006
| +60% | +$953K |
|
1786
Carter's
CRI
$1.39B
| $2.54M | 0.01% |
27,515
-455
| -2% | -$39.3K |
|
1787
Invesco Municipal Trust
VKQ
$541M
| $2.54M | 0.01% |
198,721
+78,057
| +65% | +$1M |
|
|
BWLD
1788
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $2.54M | 0.01% |
14,018
-150
| -1% | -$27.8K |
|
1789
Citi Trends
CTRN
$565M
| $2.54M | 0.01% |
94,033
-17,831
| -16% | -$450K |
|
1790
BlackRock Resources & Commodities Strategy Trust
BCX
$902M
| $2.54M | 0.01% |
265,434
+40,301
| +18% | +$392K |
|
|
TPC
1791
Tutor Perini Cor
TPC
$4.38B
| $2.53M | 0.01% |
108,307
+9,421
| +10% | +$221K |
|
|
VRTU
1792
DELISTED
Virtusa Corporation
VRTU
| $2.52M | 0.01% |
61,018
-6,705
| -10% | -$267K |
|
1793
Gentherm
THRM
$1.3B
| $2.52M | 0.01% |
49,971
+2,845
| +6% | +$120K |
|
|
AIMC
1794
DELISTED
Altra Industrial Motion Corp
AIMC
| $2.52M | 0.01% |
91,151
-9,466
| -9% | -$253K |
|
1795
Veeco
VECO
$2.95B
| $2.51M | 0.01% |
82,238
+255
| +0.3% | +$7.98K |
|
1796
Zurn Elkay Water Solutions
ZWS
$8.31B
| $2.51M | 0.01% |
195,161
-1,604
| -0.8% | -$20.5K |
|
1797
IMAX
IMAX
$2.61B
| $2.51M | 0.01% |
74,351
+24,366
| +49% | +$810K |
|
|
EXAM
1798
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $2.5M | 0.01% |
60,078
+5,958
| +11% | +$240K |
|
|
AFAM
1799
DELISTED
Almost Family Inc
AFAM
| $2.5M | 0.01% |
55,907
-3,468
| -6% | -$116K |
|
1800
Sabre
SABR
$739M
| $2.5M | 0.01% |
102,846
+9,813
| +11% | +$210K |
|
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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.