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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 | |
|---|---|---|---|---|---|---|
|
NPKI
2051
NPK International
NPKI
$1.06B
| $1.87M | ﹤0.01% |
205,212
+9,406
| +5% | +$86K |
|
2052
LendingTree
TREE
$445M
| $1.87M | ﹤0.01% |
33,349
-4,799
| -13% | -$229K |
|
|
HIBB
2053
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $1.86M | ﹤0.01% |
37,991
-3,345
| -8% | -$165K |
|
|
OME
2054
DELISTED
Omega Protein
OME
| $1.86M | ﹤0.01% |
135,671
+6,627
| +5% | +$76.5K |
|
2055
CVB Financial
CVBF
$4B
| $1.86M | ﹤0.01% |
116,439
-17,107
| -13% | -$265K |
|
2056
Regis Corp
RGS
$68.5M
| $1.86M | ﹤0.01% |
5,674
+1,521
| +37% | +$496K |
|
|
MNDT
2057
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.85M | ﹤0.01% |
47,151
+18,930
| +67% | +$731K |
|
2058
Capitol Federal Financial
CFFN
$1.09B
| $1.85M | ﹤0.01% |
147,897
-53,840
| -27% | -$675K |
|
|
CSH
2059
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $1.84M | ﹤0.01% |
79,149
+58,430
| +282% | +$1.29M |
|
|
CADE
2060
DELISTED
Cadence Bank
CADE
| $1.84M | ﹤0.01% |
79,193
-16,817
| -18% | -$367K |
|
2061
MYR Group
MYRG
$5.15B
| $1.84M | ﹤0.01% |
58,631
+12,635
| +27% | +$343K |
|
2062
Blackstone Mortgage Trust
BXMT
$2.52B
| $1.84M | ﹤0.01% |
64,724
+12,415
| +24% | +$357K |
|
|
TPH
2063
DELISTED
Tri Pointe Homes
TPH
| $1.83M | ﹤0.01% |
118,911
+6,285
| +6% | +$94.4K |
|
2064
AMERISAFE
AMSF
$549M
| $1.83M | ﹤0.01% |
39,598
-7,249
| -15% | -$307K |
|
|
CVA
2065
DELISTED
Covanta Holding Corporation
CVA
| $1.82M | ﹤0.01% |
81,313
-32,466
| -29% | -$695K |
|
2066
Matrix Service
MTRX
$320M
| $1.82M | ﹤0.01% |
103,757
-4,304
| -4% | -$81K |
|
|
ZVO
2067
DELISTED
Zovio Inc. Common Stock
ZVO
| $1.82M | ﹤0.01% |
188,326
-14,167
| -7% | -$143K |
|
|
AXLL
2068
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $1.82M | ﹤0.01% |
38,679
-462
| -1% | -$20.8K |
|
|
GOLD
2069
DELISTED
Randgold Resources Ltd
GOLD
| $1.82M | ﹤0.01% |
26,394
+2,283
| +9% | +$172K |
|
2070
Zillow
ZG
$7.79B
| $1.81M | ﹤0.01% |
54,246
+16,155
| +42% | +$571K |
|
|
IGTE
2071
DELISTED
IGATE CORPORATION
IGTE
| $1.81M | ﹤0.01% |
42,508
+8,353
| +24% | +$335K |
|
|
TA
2072
DELISTED
TravelCenters of America LLC
TA
| $1.81M | ﹤0.01% |
20,746
-7,630
| -27% | -$537K |
|
|
AUY
2073
DELISTED
Yamana Gold, Inc.
AUY
| $1.81M | ﹤0.01% |
503,885
+143,611
| +40% | +$582K |
|
|
NAV
2074
DELISTED
Navistar International
NAV
| $1.8M | ﹤0.01% |
61,091
-25,689
| -30% | -$770K |
|
|
CSG
2075
DELISTED
CHAMBERS STR PPTYS COM
CSG
| $1.8M | ﹤0.01% |
228,660
-15,920
| -7% | -$131K |
|
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ACI
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.