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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 | |
|---|---|---|---|---|---|---|
|
WIRE
2176
DELISTED
Encore Wire Corp
WIRE
| $1.56M | ﹤0.01% |
41,307
+6,019
| +17% | +$207K |
|
2177
KB Home
KBH
$3.45B
| $1.56M | ﹤0.01% |
100,109
-26,594
| -21% | -$371K |
|
2178
REX American Resources
REX
$1.44B
| $1.56M | ﹤0.01% |
154,278
-38,682
| -20% | -$372K |
|
|
PLKI
2179
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $1.56M | ﹤0.01% |
26,137
-2,387
| -8% | -$142K |
|
2180
Standex International
SXI
$3.48B
| $1.56M | ﹤0.01% |
19,031
-11,708
| -38% | -$867K |
|
|
COF.PRP.CL
2181
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
| $1.56M | ﹤0.01% |
61,683
+3,355
| +6% | +$83.6K |
|
|
JRN
2182
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $1.55M | ﹤0.01% |
104,696
-13,449
| -11% | -$157K |
|
|
QIHU
2183
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $1.55M | ﹤0.01% |
30,315
+490
| +2% | +$26.6K |
|
|
BAS
2184
DELISTED
Basis Energy Services, Inc.
BAS
| $1.55M | ﹤0.01% |
392
+17
| +5% | +$63.8K |
|
2185
Liberty Broadband Class A
LBRDA
$4.78B
| $1.55M | ﹤0.01% |
27,431
+10,051
| +58% | +$510K |
|
|
VTA
2186
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
| $1.55M | ﹤0.01% |
129,127
-1,171
| -0.9% | -$13.9K |
|
2187
MasTec
MTZ
$25.6B
| $1.54M | ﹤0.01% |
80,029
+23,041
| +40% | +$461K |
|
|
JDD
2188
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
| $1.54M | ﹤0.01% |
126,599
+77,089
| +156% | +$936K |
|
2189
PetMed Express
PETS
$42.3M
| $1.54M | ﹤0.01% |
93,415
+15,493
| +20% | +$240K |
|
2190
Axos Financial
AX
$5.6B
| $1.54M | ﹤0.01% |
66,136
-10,336
| -14% | -$227K |
|
2191
Synchrony
SYF
$25.1B
| $1.54M | ﹤0.01% |
50,612
-22,898
| -31% | -$715K |
|
|
VRE
2192
DELISTED
Veris Residential
VRE
| $1.53M | ﹤0.01% |
79,181
+21,201
| +37% | +$410K |
|
|
RDEN
2193
DELISTED
ELIZABETH ARDEN INC
RDEN
| $1.53M | ﹤0.01% |
97,909
+17,371
| +22% | +$289K |
|
2194
Trustmark
TRMK
$2.77B
| $1.52M | ﹤0.01% |
62,620
+8,919
| +17% | +$207K |
|
|
BKMU
2195
DELISTED
Bank Mutual Corp
BKMU
| $1.52M | ﹤0.01% |
207,381
+2,896
| +1% | +$20.2K |
|
|
ZLTQ
2196
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $1.52M | ﹤0.01% |
49,166
-103
| -0.2% | -$3.29K |
|
|
BFS
2197
Saul Centers
BFS
$850M
| $1.51M | ﹤0.01% |
26,473
+267
| +1% | +$15.1K |
|
|
EBIX
2198
DELISTED
Ebix Inc
EBIX
| $1.51M | ﹤0.01% |
49,746
+21,147
| +74% | +$531K |
|
2199
Forum Energy Technologies
FET
$581M
| $1.51M | ﹤0.01% |
3,847
+1,974
| +105% | +$715K |
|
|
EPIQ
2200
DELISTED
EPIQ SYSTEMS INC
EPIQ
| $1.5M | ﹤0.01% |
83,857
+3,412
| +4% | +$59.7K |
|
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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.