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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 | |
|---|---|---|---|---|---|---|
|
ALR
901
DELISTED
Alere Inc
ALR
| $7.4M | 0.01% |
151,348
-23,082
| -13% | -$1.01M |
|
|
REP
902
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
| $7.38M | 0.01% |
396,143
+37,248
| +10% | +$694K |
|
903
MGM Resorts International
MGM
$11.7B
| $7.38M | 0.01% |
350,711
+22,135
| +7% | +$463K |
|
904
Herbalife
HLF
$1.3B
| $7.37M | 0.01% |
344,920
+73,650
| +27% | +$1.26M |
|
|
AWP
905
abrdn Global Premier Properties Fund
AWP
$376M
| $7.36M | 0.01% |
358,854
+57,393
| +19% | +$1.17M |
|
|
ODP
906
DELISTED
ODP
ODP
| $7.36M | 0.01% |
79,978
-13,479
| -14% | -$1.2M |
|
907
Landstar System
LSTR
$6.03B
| $7.34M | 0.01% |
110,706
-1,158
| -1% | -$78.5K |
|
|
EOCC
908
DELISTED
Enel Generacion Chile S.A.
EOCC
| $7.34M | 0.01% |
235,359
-3,341
| -1% | -$103K |
|
|
IGR
909
CBRE Global Real Estate Income Fund
IGR
$719M
| $7.33M | 0.01% |
819,540
+75,803
| +10% | +$690K |
|
|
PNRA
910
DELISTED
Panera Bread Co
PNRA
| $7.33M | 0.01% |
45,827
+5,102
| +13% | +$845K |
|
|
AOL
911
DELISTED
AOL INC COMMON STOCK
AOL
| $7.32M | 0.01% |
184,685
-6,881
| -4% | -$295K |
|
912
Boston Beer
SAM
$1.95B
| $7.28M | 0.01% |
27,214
-5,151
| -16% | -$1.49M |
|
913
Enovis
ENOV
$1.74B
| $7.27M | 0.01% |
88,530
+66,347
| +299% | +$5.56M |
|
914
Celanese
CE
$4.82B
| $7.27M | 0.01% |
130,129
-1,254
| -1% | -$71K |
|
915
Imperial Oil
IMO
$62.3B
| $7.27M | 0.01% |
182,210
+20,993
| +13% | +$818K |
|
916
Domino's
DPZ
$11.9B
| $7.27M | 0.01% |
72,258
-24,857
| -26% | -$2.5M |
|
|
Y
917
DELISTED
Alleghany Corp
Y
| $7.25M | 0.01% |
14,887
+42
| +0.3% | +$19.6K |
|
|
HDS
918
DELISTED
HD Supply Holdings, Inc.
HDS
| $7.24M | 0.01% |
232,418
+11,482
| +5% | +$334K |
|
|
ISD
919
PGIM High Yield Bond Fund
ISD
$414M
| $7.22M | 0.01% |
443,943
+103,309
| +30% | +$1.7M |
|
920
Thomson Reuters
TRI
$46.4B
| $7.2M | 0.01% |
152,865
+4,339
| +3% | +$199K |
|
|
MBT
921
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $7.19M | 0.01% |
711,827
-23,464
| -3% | -$212K |
|
922
Amkor Technology
AMKR
$10.6B
| $7.17M | 0.01% |
811,283
+371,781
| +85% | +$3.02M |
|
923
Emcor
EME
$29.9B
| $7.14M | 0.01% |
153,565
+13,255
| +9% | +$576K |
|
|
WR
924
DELISTED
Westar Energy Inc
WR
| $7.1M | 0.01% |
183,134
+31,110
| +20% | +$1.25M |
|
925
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.41B
| $7.07M | 0.01% |
376,896
-123,271
| -25% | -$2.34M |
|
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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.