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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 | |
|---|---|---|---|---|---|---|
1901
Modine Manufacturing
MOD
$10.6B
| $2.24M | ﹤0.01% |
166,351
-4,056
| -2% | -$52.3K |
|
|
ARRS
1902
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $2.24M | ﹤0.01% |
77,494
-24,134
| -24% | -$686K |
|
1903
Quad
QUAD
$510M
| $2.24M | ﹤0.01% |
97,341
-29,127
| -23% | -$645K |
|
|
ALJ
1904
DELISTED
Alon USA Energy Inc
ALJ
| $2.24M | ﹤0.01% |
134,961
+50,479
| +60% | +$668K |
|
|
FNSR
1905
DELISTED
Finisar Corp
FNSR
| $2.23M | ﹤0.01% |
104,638
-29,957
| -22% | -$610K |
|
1906
HUB Group
HUBG
$2.85B
| $2.23M | ﹤0.01% |
113,596
-13,946
| -11% | -$263K |
|
|
UNTD
1907
DELISTED
UNITED ONLINE INC COM NEW
UNTD
| $2.23M | ﹤0.01% |
140,092
+15,033
| +12% | +$231K |
|
1908
John Wiley & Sons Class A
WLY
$2.61B
| $2.23M | ﹤0.01% |
36,480
+292
| +0.8% | +$17.9K |
|
1909
Five Below
FIVE
$11.9B
| $2.23M | ﹤0.01% |
62,662
+5,946
| +10% | +$199K |
|
|
TRST
1910
Trustco Bank Corp NY
TRST
$964M
| $2.22M | ﹤0.01% |
64,642
-8,186
| -11% | -$277K |
|
|
NNC
1911
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
| $2.22M | ﹤0.01% |
168,623
| – | – |
|
1912
SouthState Bank Corp
SSB
$10.2B
| $2.21M | ﹤0.01% |
32,348
-3,200
| -9% | -$208K |
|
|
EVER
1913
DELISTED
Everbank Financial Corp
EVER
| $2.21M | ﹤0.01% |
122,517
-546
| -0.4% | -$9.85K |
|
|
ICON
1914
DELISTED
Iconix Brand Group, Inc.
ICON
| $2.21M | ﹤0.01% |
6,556
+100
| +2% | +$34.4K |
|
|
LORL
1915
DELISTED
Loral Space and Communications, Inc.
LORL
| $2.21M | ﹤0.01% |
32,230
+1,474
| +5% | +$106K |
|
1916
Guidewire Software
GWRE
$12.6B
| $2.2M | ﹤0.01% |
41,896
+56
| +0.1% | +$2.9K |
|
|
SEO
1917
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
| $2.2M | ﹤0.01% |
215,360
+42,437
| +25% | +$434K |
|
1918
Hancock Whitney
HWC
$6.19B
| $2.19M | ﹤0.01% |
73,369
+8,497
| +13% | +$243K |
|
1919
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$725M
| $2.19M | ﹤0.01% |
111,719
-6,141
| -5% | -$124K |
|
1920
Unifirst Corp
UNF
$5.28B
| $2.19M | ﹤0.01% |
18,602
+427
| +2% | +$50.4K |
|
|
SGEN
1921
DELISTED
Seagen Inc. Common Stock
SGEN
| $2.19M | ﹤0.01% |
61,863
+17,378
| +39% | +$593K |
|
|
BEE
1922
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $2.18M | ﹤0.01% |
175,587
+27,631
| +19% | +$362K |
|
|
KATE
1923
DELISTED
Kate Spade & Company
KATE
| $2.18M | ﹤0.01% |
65,268
-26,152
| -29% | -$828K |
|
1924
Biglari Holdings Class B
BH
$1.21B
| $2.18M | ﹤0.01% |
7,884
+181
| +2% | +$50.8K |
|
1925
Banco de Chile
BCH
$21.1B
| $2.17M | ﹤0.01% |
106,688
+4,691
| +5% | +$96.8K |
|
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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.