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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 | |
|---|---|---|---|---|---|---|
2126
Quanex
NX
$818M
| $1.69M | ﹤0.01% |
85,784
+3,700
| +5% | +$71.4K |
|
2127
EXL Service
EXLS
$5.21B
| $1.69M | ﹤0.01% |
227,425
+41,625
| +22% | +$272K |
|
2128
Transportadora de Gas del Sur
TGS
$4.73B
| $1.69M | ﹤0.01% |
329,495
-158,495
| -32% | -$601K |
|
2129
AMN Healthcare
AMN
$1.35B
| $1.69M | ﹤0.01% |
73,245
-6,520
| -8% | -$135K |
|
2130
Azenta
AZTA
$1.33B
| $1.69M | ﹤0.01% |
145,338
+19,321
| +15% | +$237K |
|
|
ELNK
2131
DELISTED
EarthLink Holdings Corp.
ELNK
| $1.69M | ﹤0.01% |
380,128
+62,570
| +20% | +$278K |
|
|
ROIC
2132
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $1.68M | ﹤0.01% |
91,701
+1,994
| +2% | +$35K |
|
2133
Targa Resources
TRGP
$57.6B
| $1.68M | ﹤0.01% |
17,511
-10,225
| -37% | -$959K |
|
2134
Louisiana-Pacific
LPX
$5.02B
| $1.67M | ﹤0.01% |
100,969
-802
| -0.8% | -$13.2K |
|
|
MUS
2135
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
| $1.67M | ﹤0.01% |
123,528
-766
| -0.6% | -$10.3K |
|
2136
Stepan Co
SCL
$1.48B
| $1.66M | ﹤0.01% |
39,807
+7,728
| +24% | +$308K |
|
2137
Cenovus Energy
CVE
$56.5B
| $1.66M | ﹤0.01% |
98,064
+28,277
| +41% | +$522K |
|
2138
CBIZ
CBZ
$3B
| $1.65M | ﹤0.01% |
176,680
-4,144
| -2% | -$36.2K |
|
2139
La-Z-Boy
LZB
$1.61B
| $1.65M | ﹤0.01% |
58,589
-9,003
| -13% | -$239K |
|
|
REMY
2140
DELISTED
REMY INTL INC NEW COMMON
REMY
| $1.65M | ﹤0.01% |
74,164
+44,012
| +146% | +$957K |
|
2141
Stride
LRN
$3.53B
| $1.65M | ﹤0.01% |
104,676
+46,577
| +80% | +$692K |
|
|
LCI
2142
DELISTED
Lannett Company, Inc.
LCI
| $1.65M | ﹤0.01% |
6,074
-767
| -11% | -$174K |
|
|
HTWR
2143
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
| $1.64M | ﹤0.01% |
18,732
+2,155
| +13% | +$183K |
|
2144
Sinclair Inc
SBGI
$994M
| $1.64M | ﹤0.01% |
52,306
+5,201
| +11% | +$141K |
|
2145
Standard Motor Products
SMP
$861M
| $1.64M | ﹤0.01% |
38,879
+1,176
| +3% | +$45.9K |
|
|
PNC.PRP
2146
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
| $1.64M | ﹤0.01% |
56,980
+1,882
| +3% | +$53.1K |
|
2147
Sturm, Ruger & Co
RGR
$623M
| $1.64M | ﹤0.01% |
33,044
+5,040
| +18% | +$226K |
|
2148
Arrow Financial
AROW
$660M
| $1.64M | ﹤0.01% |
77,973
-2,282
| -3% | -$47K |
|
|
COBZ
2149
DELISTED
CoBiz Financial,Inc
COBZ
| $1.64M | ﹤0.01% |
132,722
-7,958
| -6% | -$93.7K |
|
2150
Hyster-Yale Materials Handling
HY
$600M
| $1.63M | ﹤0.01% |
22,286
+1,574
| +8% | +$106K |
|
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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.