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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 | |
|---|---|---|---|---|---|---|
1926
Manulife Financial
MFC
$74.4B
| $2.17M | ﹤0.01% |
127,719
+17,296
| +16% | +$298K |
|
|
BSMX
1927
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $2.17M | ﹤0.01% |
198,992
-2,830
| -1% | -$30.3K |
|
1928
Rayonier
RYN
$6.43B
| $2.17M | ﹤0.01% |
88,686
+210
| +0.2% | +$5.34K |
|
1929
ICU Medical
ICUI
$4.22B
| $2.17M | ﹤0.01% |
23,274
+120
| +0.5% | +$10.5K |
|
|
ILG
1930
DELISTED
ILG, Inc Common Stock
ILG
| $2.17M | ﹤0.01% |
82,681
-1,866
| -2% | -$46K |
|
|
TYPE
1931
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $2.17M | ﹤0.01% |
66,331
+11,194
| +20% | +$346K |
|
1932
Eagle Materials
EXP
$6.25B
| $2.16M | ﹤0.01% |
25,861
+3,078
| +14% | +$240K |
|
|
PKD
1933
DELISTED
Parker Drilling Company
PKD
| $2.16M | ﹤0.01% |
41,235
+11,051
| +37% | +$512K |
|
1934
Scansource
SCSC
$1.13B
| $2.16M | ﹤0.01% |
53,077
+1,565
| +3% | +$59.3K |
|
|
PCH
1935
DELISTED
PotlatchDeltic
PCH
| $2.16M | ﹤0.01% |
53,875
-2,737
| -5% | -$111K |
|
|
RNDY
1936
DELISTED
ROUNDYS INC COM STK
RNDY
| $2.15M | ﹤0.01% |
440,362
-20,563
| -4% | -$87.4K |
|
1937
Companhia Siderúrgica Nacional
SID
$1.34B
| $2.15M | ﹤0.01% |
1,281,145
-77,796
| -6% | -$139K |
|
1938
Tenaris
TS
$28.8B
| $2.15M | ﹤0.01% |
76,851
+21,186
| +38% | +$605K |
|
|
CCC
1939
DELISTED
Calgon Carbon Corp
CCC
| $2.15M | ﹤0.01% |
102,118
+5,891
| +6% | +$119K |
|
1940
OneSpan
OSPN
$572M
| $2.15M | ﹤0.01% |
99,855
-16,069
| -14% | -$381K |
|
1941
Exponent
EXPO
$3.24B
| $2.15M | ﹤0.01% |
96,568
+996
| +1% | +$21.3K |
|
1942
WSFS Financial
WSFS
$4.09B
| $2.15M | ﹤0.01% |
85,083
-11,862
| -12% | -$303K |
|
1943
Kosmos Energy
KOS
$1.57B
| $2.14M | ﹤0.01% |
270,861
-17,303
| -6% | -$145K |
|
|
RSX
1944
DELISTED
VanEck Russia ETF
RSX
| $2.14M | ﹤0.01% |
125,650
+5,250
| +4% | +$85.6K |
|
|
GTLS
1945
DELISTED
Chart Industries
GTLS
| $2.14M | ﹤0.01% |
60,920
+37,394
| +159% | +$1.2M |
|
|
CUB
1946
DELISTED
Cubic Corporation
CUB
| $2.14M | ﹤0.01% |
41,279
-95
| -0.2% | -$4.98K |
|
|
SYNT
1947
DELISTED
Syntel Inc
SYNT
| $2.14M | ﹤0.01% |
41,298
+2,488
| +6% | +$118K |
|
|
AMTG
1948
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
| $2.13M | ﹤0.01% |
133,826
+44,400
| +50% | +$703K |
|
|
MEG
1949
DELISTED
Media General, Inc
MEG
| $2.13M | ﹤0.01% |
129,208
-92,780
| -42% | -$1.45M |
|
1950
Chord Energy
CHRD
$7.87B
| $2.13M | ﹤0.01% |
149,649
+77,900
| +109% | +$1.14M |
|
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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.