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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 | |
|---|---|---|---|---|---|---|
|
ITG
1451
DELISTED
Investment Technology Group Inc
ITG
| $3.78M | 0.01% |
124,714
-32,181
| -21% | -$740K |
|
|
KNBWY
1452
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
| $3.78M | 0.01% |
288,587
+50,093
| +21% | +$656K |
|
|
VE
1453
DELISTED
VEOLIA ENVIRONNEMENT
VE
| $3.77M | 0.01% |
200,017
+35,347
| +21% | +$667K |
|
1454
Artisan Partners
APAM
$2.86B
| $3.77M | 0.01% |
82,909
+9,460
| +13% | +$448K |
|
1455
New York Times
NYT
$12.6B
| $3.77M | 0.01% |
273,862
-24,750
| -8% | -$332K |
|
1456
Black Hills Corp
BKH
$5.55B
| $3.75M | 0.01% |
74,448
-14,323
| -16% | -$722K |
|
|
OB
1457
DELISTED
Onebeacon Insurance Group Ltd
OB
| $3.75M | 0.01% |
246,884
+2,291
| +0.9% | +$35.8K |
|
|
PCI
1458
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
| $3.75M | 0.01% |
+183,672
| New | +$3.77M |
|
1459
Trimble
TRMB
$13.6B
| $3.75M | 0.01% |
148,681
-8,956
| -6% | -$230K |
|
1460
Live Nation Entertainment
LYV
$42.9B
| $3.74M | 0.01% |
148,146
-17,126
| -10% | -$432K |
|
|
HR
1461
DELISTED
Healthcare Realty Trust Incorporated
HR
| $3.74M | 0.01% |
134,509
-2,098
| -2% | -$59.8K |
|
|
NM
1462
DELISTED
Navios Maritime Holdings Inc.
NM
| $3.73M | 0.01% |
89,137
+21,482
| +32% | +$894K |
|
|
KS
1463
DELISTED
KapStone Paper and Pack Corp.
KS
| $3.72M | 0.01% |
113,371
-21,407
| -16% | -$681K |
|
1464
Essential Utilities
WTRG
$11.5B
| $3.72M | 0.01% |
141,093
+1,470
| +1% | +$39.1K |
|
|
KNL
1465
DELISTED
Knoll, Inc.
KNL
| $3.71M | 0.01% |
158,432
+1,285
| +0.8% | +$26.7K |
|
1466
Applied Industrial Technologies
AIT
$12.4B
| $3.71M | 0.01% |
81,720
+36,239
| +80% | +$1.55M |
|
|
EQY
1467
DELISTED
Equity One
EQY
| $3.7M | 0.01% |
138,776
+8,726
| +7% | +$235K |
|
1468
MSCI
MSCI
$42.4B
| $3.7M | 0.01% |
60,339
+677
| +1% | +$37.8K |
|
|
CKH
1469
DELISTED
Seacor Holdings Inc.
CKH
| $3.69M | 0.01% |
54,769
+6,221
| +13% | +$430K |
|
|
AGC
1470
DELISTED
Advent Claymore Conv Sec & Incme
AGC
| $3.69M | 0.01% |
548,650
+288,775
| +111% | +$1.88M |
|
|
ALOG
1471
DELISTED
Analogic Corp
ALOG
| $3.69M | 0.01% |
40,547
+1,979
| +5% | +$170K |
|
|
CNW
1472
DELISTED
CON-WAY INC.
CNW
| $3.68M | 0.01% |
83,414
-15,996
| -16% | -$706K |
|
|
AHL
1473
DELISTED
ASPEN Insurance Holding Limited
AHL
| $3.68M | 0.01% |
77,846
-1,323
| -2% | -$59.8K |
|
1474
Sun Communities
SUI
$15.8B
| $3.67M | 0.01% |
55,038
+3,049
| +6% | +$205K |
|
|
SHLM
1475
DELISTED
Schulman (A.) Inc
SHLM
| $3.67M | 0.01% |
76,054
+20,898
| +38% | +$825K |
|
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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.