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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 | |
|---|---|---|---|---|---|---|
2301
Ligand Pharmaceuticals
LGND
$5.77B
| $1.31M | ﹤0.01% |
27,264
+12,306
| +82% | +$471K |
|
2302
The Ensign Group
ENSG
$10.6B
| $1.31M | ﹤0.01% |
59,680
-18,034
| -23% | -$367K |
|
|
MENT
2303
DELISTED
Mentor Graphics Corp
MENT
| $1.3M | ﹤0.01% |
54,295
+19,690
| +57% | +$461K |
|
|
TMIC
2304
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
| $1.3M | ﹤0.01% |
39,525
-7,728
| -16% | -$255K |
|
2305
Build-A-Bear
BBW
$445M
| $1.3M | ﹤0.01% |
66,071
+9,440
| +17% | +$193K |
|
2306
Ubiquiti
UI
$31.6B
| $1.3M | ﹤0.01% |
43,936
-913
| -2% | -$27K |
|
2307
First Citizens BancShares
FCNCA
$24.7B
| $1.3M | ﹤0.01% |
4,993
-703
| -12% | -$174K |
|
2308
Nuveen Credit Strategies Income Fund
JQC
$705M
| $1.3M | ﹤0.01% |
143,323
+6,104
| +4% | +$54.4K |
|
|
SD
2309
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $1.3M | ﹤0.01% |
728,709
+142,785
| +24% | +$240K |
|
2310
Pricesmart
PSMT
$5.94B
| $1.29M | ﹤0.01% |
15,181
-2,277
| -13% | -$189K |
|
2311
AngioDynamics
ANGO
$605M
| $1.28M | ﹤0.01% |
72,256
+15,296
| +27% | +$284K |
|
2312
LG Display
LPL
$2.79B
| $1.28M | ﹤0.01% |
89,822
+18,581
| +26% | +$287K |
|
|
DWRE
2313
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
| $1.28M | ﹤0.01% |
21,097
+917
| +5% | +$53.4K |
|
|
TLM
2314
DELISTED
TALISMAN ENERGY INC
TLM
| $1.28M | ﹤0.01% |
166,733
+39,395
| +31% | +$301K |
|
2315
Astronics
ATRO
$3.21B
| $1.28M | ﹤0.01% |
31,707
+17
| +0.1% | +$579 |
|
|
TAST
2316
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $1.28M | ﹤0.01% |
154,368
+1,095
| +0.7% | +$8.78K |
|
2317
American Coastal Insurance
ACIC
$536M
| $1.28M | ﹤0.01% |
56,865
-7,604
| -12% | -$182K |
|
|
NSL
2318
DELISTED
NUVEEN SENIOR INCM FD
NSL
| $1.28M | ﹤0.01% |
192,088
-77,845
| -29% | -$512K |
|
2319
1st Source
SRCE
$2.17B
| $1.27M | ﹤0.01% |
43,621
-3,351
| -7% | -$96.3K |
|
|
WPP
2320
DELISTED
WAUSAU PAPER CORP.
WPP
| $1.27M | ﹤0.01% |
133,616
-14,387
| -10% | -$140K |
|
|
TMHC
2321
DELISTED
Taylor Morrison
TMHC
| $1.27M | ﹤0.01% |
60,994
+14,002
| +30% | +$262K |
|
|
DSL
2322
DoubleLine Income Solutions Fund
DSL
$1.22B
| $1.27M | ﹤0.01% |
64,006
-113,167
| -64% | -$2.26M |
|
2323
Marten Transport
MRTN
$1.22B
| $1.27M | ﹤0.01% |
137,010
-12,125
| -8% | -$107K |
|
|
CIVI
2324
DELISTED
Civitas Resources
CIVI
| $1.27M | ﹤0.01% |
461
+294
| +176% | +$841K |
|
2325
Seaboard Corp
SEB
$4.39B
| $1.27M | ﹤0.01% |
307
+3
| +1% | +$12K |
|
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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.