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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 | |
|---|---|---|---|---|---|---|
2276
UMB Financial
UMBF
$11.3B
| $1.34M | ﹤0.01% |
25,410
+1,149
| +5% | +$59.6K |
|
|
EVRI
2277
DELISTED
Everi Holdings
EVRI
| $1.34M | ﹤0.01% |
176,011
+27
| +0% | +$192 |
|
|
TBHC
2278
DELISTED
The Brand House Collective
TBHC
| $1.34M | ﹤0.01% |
56,435
-18,198
| -24% | -$436K |
|
2279
Shutterstock
SSTK
$209M
| $1.34M | ﹤0.01% |
19,492
+7,783
| +66% | +$473K |
|
2280
Metallus
MTUS
$833M
| $1.34M | ﹤0.01% |
50,591
+2,826
| +6% | +$83.1K |
|
|
PRSU
2281
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
| $1.34M | ﹤0.01% |
48,054
-7,101
| -13% | -$194K |
|
|
ASEI
2282
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $1.34M | ﹤0.01% |
27,341
+8,036
| +42% | +$405K |
|
2283
Credit Acceptance
CACC
$5.82B
| $1.33M | ﹤0.01% |
6,843
-15
| -0.2% | -$2.54K |
|
2284
Puma Biotechnology
PBYI
$398M
| $1.33M | ﹤0.01% |
5,651
+1,833
| +48% | +$392K |
|
|
RCPT
2285
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $1.33M | ﹤0.01% |
8,093
+3,551
| +78% | +$449K |
|
2286
Federal Signal
FSS
$6.82B
| $1.33M | ﹤0.01% |
84,425
-10,792
| -11% | -$168K |
|
|
EPAY
2287
DELISTED
Bottomline Technologies Inc
EPAY
| $1.33M | ﹤0.01% |
48,718
+13,061
| +37% | +$339K |
|
2288
Columbus McKinnon
CMCO
$422M
| $1.33M | ﹤0.01% |
49,386
-3,494
| -7% | -$90.2K |
|
2289
Douglas Dynamics
PLOW
$992M
| $1.32M | ﹤0.01% |
57,938
-1,793
| -3% | -$38.8K |
|
2290
Beazer Homes USA
BZH
$888M
| $1.32M | ﹤0.01% |
74,546
-1,975
| -3% | -$33.6K |
|
|
CCRN
2291
DELISTED
Cross Country Healthcare
CCRN
| $1.32M | ﹤0.01% |
111,338
-26,493
| -19% | -$304K |
|
2292
Westamerica Bancorp
WABC
$1.39B
| $1.32M | ﹤0.01% |
30,543
-10,724
| -26% | -$468K |
|
|
ARDC
2293
Are Dynamic Credit Allocation Fund
ARDC
$295M
| $1.32M | ﹤0.01% |
81,126
+2,109
| +3% | +$34.2K |
|
2294
Encore Capital Group
ECPG
$2.01B
| $1.31M | ﹤0.01% |
31,622
-1,095
| -3% | -$45.5K |
|
2295
Interparfums
IPAR
$4.07B
| $1.31M | ﹤0.01% |
40,302
+2,826
| +8% | +$78.9K |
|
2296
Hope Bancorp
HOPE
$1.8B
| $1.31M | ﹤0.01% |
90,804
-7,616
| -8% | -$105K |
|
|
RSE
2297
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
| $1.31M | ﹤0.01% |
69,303
+24,189
| +54% | +$453K |
|
2298
Apogee Enterprises
APOG
$833M
| $1.31M | ﹤0.01% |
30,385
-11,203
| -27% | -$491K |
|
|
GIMO
2299
DELISTED
Gigamon Inc.
GIMO
| $1.31M | ﹤0.01% |
61,833
+829
| +1% | +$16K |
|
|
FPO
2300
DELISTED
First Potomac Realty Trust
FPO
| $1.31M | ﹤0.01% |
110,391
+2,853
| +3% | +$35.1K |
|
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ACI
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.