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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 | |
|---|---|---|---|---|---|---|
2626
Monarch Casino & Resort
MCRI
$2.2B
| $820K | ﹤0.01% |
42,818
+1,206
| +3% | +$21.6K |
|
2627
Univest Financial
UVSP
$1.23B
| $819K | ﹤0.01% |
41,383
-2,176
| -5% | -$41.9K |
|
2628
KRONOS Worldwide
KRO
$712M
| $816K | ﹤0.01% |
64,538
+7,044
| +12% | +$85.6K |
|
2629
Enterprise Financial Services Corp
EFSC
$2.4B
| $815K | ﹤0.01% |
39,459
-1,769
| -4% | -$35.4K |
|
|
CSII
2630
DELISTED
Cardiovascular Systems, Inc.
CSII
| $815K | ﹤0.01% |
20,887
-7,574
| -27% | -$261K |
|
2631
SFL Corp
SFL
$1.61B
| $809K | ﹤0.01% |
54,659
-600
| -1% | -$8.9K |
|
|
ALL.PRE.CL
2632
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
| $808K | ﹤0.01% |
29,654
+1,139
| +4% | +$30.8K |
|
2633
Independent Bank Corp
IBCP
$796M
| $807K | ﹤0.01% |
62,923
-14,474
| -19% | -$184K |
|
2634
MACOM Technology Solutions
MTSI
$17.4B
| $807K | ﹤0.01% |
21,665
+8,758
| +68% | +$293K |
|
2635
Carriage Services
CSV
$647M
| $806K | ﹤0.01% |
33,760
-10,598
| -24% | -$240K |
|
|
HYI
2636
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
| $806K | ﹤0.01% |
+49,298
| New | +$785K |
|
2637
Hanmi Financial
HAFC
$935M
| $805K | ﹤0.01% |
38,048
-2,485
| -6% | -$51.1K |
|
|
HILL
2638
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $805K | ﹤0.01% |
151,894
-12,224
| -7% | -$56.1K |
|
|
IMN
2639
DELISTED
Imation
IMN
| $804K | ﹤0.01% |
199,545
-21
| -0% | -$83 |
|
2640
Rayonier Advanced Materials
RYAM
$562M
| $803K | ﹤0.01% |
53,924
-10,772
| -17% | -$196K |
|
|
SCTY
2641
DELISTED
SolarCity Corporation
SCTY
| $803K | ﹤0.01% |
15,660
+655
| +4% | +$33.6K |
|
2642
Greif
GEF
$4.95B
| $802K | ﹤0.01% |
20,426
-15,187
| -43% | -$621K |
|
|
PSUN
2643
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
| $801K | ﹤0.01% |
290,082
-52,830
| -15% | -$147K |
|
2644
Park Aerospace
PKE
$720M
| $800K | ﹤0.01% |
37,127
+4,882
| +15% | +$106K |
|
2645
Citizens Financial Group
CFG
$30.1B
| $799K | ﹤0.01% |
33,104
+4,498
| +16% | +$110K |
|
|
CDI
2646
DELISTED
CDI Corp.
CDI
| $799K | ﹤0.01% |
56,872
-1,205
| -2% | -$19.7K |
|
|
RKUS
2647
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
| $799K | ﹤0.01% |
62,118
-37,917
| -38% | -$425K |
|
2648
Motorcar Parts of America
MPAA
$266M
| $795K | ﹤0.01% |
28,614
-11,553
| -29% | -$315K |
|
|
CVO
2649
DELISTED
Cenevo, Inc.
CVO
| $793K | ﹤0.01% |
46,313
-5,604
| -11% | -$90.6K |
|
|
GLUU
2650
DELISTED
Glu Mobile Inc.
GLUU
| $792K | ﹤0.01% |
158,153
-186,448
| -54% | -$834K |
|
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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.