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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 | |
|---|---|---|---|---|---|---|
926
NCR Voyix
VYX
$1.19B
| $7.06M | 0.01% |
390,180
-6,891
| -2% | -$120K |
|
|
FLG
927
Flagstar Bank National Association
FLG
$5.87B
| $7.06M | 0.01% |
140,636
+14,539
| +12% | +$707K |
|
|
IDTI
928
DELISTED
Integrated Device Technology I
IDTI
| $7.06M | 0.01% |
352,447
-10,749
| -3% | -$211K |
|
|
DRC
929
DELISTED
DRESSER-RAND GROUP INC
DRC
| $7.05M | 0.01% |
87,761
+6,896
| +9% | +$558K |
|
930
Popular Inc
BPOP
$11B
| $7.05M | 0.01% |
205,036
-27,837
| -12% | -$921K |
|
931
ScottsMiracle-Gro
SMG
$4.09B
| $7.05M | 0.01% |
104,903
-4,028
| -4% | -$262K |
|
932
Ulta Beauty
ULTA
$21.8B
| $7.03M | 0.01% |
46,621
+4,344
| +10% | +$601K |
|
|
TFCF
933
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $7.02M | 0.01% |
213,614
-128,142
| -37% | -$4.3M |
|
|
DNR
934
DELISTED
Denbury Resources, Inc.
DNR
| $7.01M | 0.01% |
961,905
+297,957
| +45% | +$2.31M |
|
|
KNGT
935
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $7M | 0.01% |
216,969
+3,086
| +1% | +$99.5K |
|
936
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $6.99M | 0.01% |
77,167
+65,375
| +554% | +$5.91M |
|
|
AMCR
937
DELISTED
AMCOR LTD ADR
AMCR
| $6.99M | 0.01% |
164,543
-355
| -0.2% | -$15.1K |
|
938
Integer Holdings
ITGR
$3.39B
| $6.98M | 0.01% |
132,414
-5,756
| -4% | -$273K |
|
939
Brookfield
BN
$102B
| $6.97M | 0.01% |
555,709
+55,934
| +11% | +$693K |
|
|
PCYC
940
DELISTED
PHARMACYCLICS INC
PCYC
| $6.96M | 0.01% |
27,214
+10,554
| +63% | +$2.04M |
|
941
US Commodity Index
USCI
$370M
| $6.95M | 0.01% |
154,655
| – | – |
|
942
National Fuel Gas
NFG
$7.69B
| $6.92M | 0.01% |
114,731
+4,537
| +4% | +$292K |
|
943
Belden
BDC
$3.97B
| $6.92M | 0.01% |
73,931
-821
| -1% | -$70.7K |
|
|
SPR
944
DELISTED
Spirit AeroSystems
SPR
| $6.92M | 0.01% |
132,491
-10,183
| -7% | -$487K |
|
|
GDO
945
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
| $6.91M | 0.01% |
390,792
+29,233
| +8% | +$523K |
|
946
Horace Mann Educators
HMN
$2.11B
| $6.91M | 0.01% |
201,921
-8,885
| -4% | -$286K |
|
|
SEM
947
DELISTED
Select Medical
SEM
| $6.9M | 0.01% |
863,207
+112,178
| +15% | +$838K |
|
948
Regency Centers
REG
$14.9B
| $6.89M | 0.01% |
101,268
+2,953
| +3% | +$198K |
|
949
SPDR Gold Trust
GLD
$131B
| $6.87M | 0.01% |
60,477
+40,374
| +201% | +$4.72M |
|
950
Corpay
CPAY
$25.7B
| $6.86M | 0.01% |
45,427
+1,164
| +3% | +$172K |
|
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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.