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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 | |
|---|---|---|---|---|---|---|
|
CRAY
2151
DELISTED
Cray, Inc.
CRAY
| $1.63M | ﹤0.01% |
58,113
-2,028
| -3% | -$64.3K |
|
2152
National Healthcare
NHC
$3.58B
| $1.63M | ﹤0.01% |
25,597
+306
| +1% | +$19.4K |
|
|
IPCM
2153
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $1.63M | ﹤0.01% |
34,939
+1,846
| +6% | +$80.5K |
|
|
SUP
2154
DELISTED
Superior Industries International
SUP
| $1.62M | ﹤0.01% |
85,804
+19,278
| +29% | +$366K |
|
|
LHCG
2155
DELISTED
LHC Group LLC
LHCG
| $1.62M | ﹤0.01% |
49,135
+330
| +0.7% | +$10.3K |
|
|
XOXO
2156
DELISTED
Xo Group Inc
XOXO
| $1.62M | ﹤0.01% |
91,725
-4,781
| -5% | -$80.9K |
|
2157
National Beverage
FIZZ
$3B
| $1.62M | ﹤0.01% |
132,740
-6,154
| -4% | -$69.7K |
|
2158
Gray Television
GTN
$417M
| $1.62M | ﹤0.01% |
117,055
-48,137
| -29% | -$547K |
|
2159
Accuray
ARAY
$33.9M
| $1.61M | ﹤0.01% |
173,584
-247
| -0.1% | -$1.97K |
|
|
GLQ
2160
Clough Global Equity Fund
GLQ
$152M
| $1.61M | ﹤0.01% |
107,143
-2,051
| -2% | -$30.2K |
|
2161
Stock Yards Bancorp
SYBT
$2.54B
| $1.61M | ﹤0.01% |
70,122
-1,967
| -3% | -$42.9K |
|
|
IRE
2162
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
| $1.61M | ﹤0.01% |
106,856
-40,722
| -28% | -$554K |
|
2163
Nexstar Media Group
NXST
$5.88B
| $1.61M | ﹤0.01% |
28,095
-21,957
| -44% | -$1.17M |
|
|
WWE
2164
DELISTED
World Wrestling Entertainment
WWE
| $1.6M | ﹤0.01% |
114,595
+18,676
| +19% | +$265K |
|
|
SNCR
2165
DELISTED
Synchronoss Technologies
SNCR
| $1.6M | ﹤0.01% |
3,756
-880
| -19% | -$347K |
|
2166
CTS Corp
CTS
$1.79B
| $1.6M | ﹤0.01% |
88,871
-9,799
| -10% | -$166K |
|
2167
FerroAtlántica
GSM
$600M
| $1.6M | ﹤0.01% |
84,366
+11,549
| +16% | +$195K |
|
|
MFL
2168
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
| $1.59M | ﹤0.01% |
110,522
-33,631
| -23% | -$488K |
|
|
KW
2169
DELISTED
Kennedy-Wilson Holdings
KW
| $1.59M | ﹤0.01% |
60,699
+13,441
| +28% | +$356K |
|
|
DGI
2170
DELISTED
DigitalGlobe Inc.
DGI
| $1.58M | ﹤0.01% |
46,265
+8,297
| +22% | +$259K |
|
2171
Intrepid Potash
IPI
$474M
| $1.57M | ﹤0.01% |
13,610
-276
| -2% | -$36.4K |
|
|
RDC
2172
DELISTED
Rowan Companies Plc
RDC
| $1.57M | ﹤0.01% |
88,535
+6,514
| +8% | +$139K |
|
|
SUBC
2173
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
| $1.57M | ﹤0.01% |
183,607
-30,014
| -14% | -$256K |
|
2174
Brady Corp
BRC
$4.39B
| $1.57M | ﹤0.01% |
55,384
+31,266
| +130% | +$851K |
|
2175
First Bancorp
FBP
$4.4B
| $1.57M | ﹤0.01% |
252,604
+48,916
| +24% | +$297K |
|
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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.