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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 | |
|---|---|---|---|---|---|---|
|
ENH
951
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $6.85M | 0.01% |
112,067
-11
| -0% | -$689 |
|
952
Hexcel
HXL
$7.97B
| $6.85M | 0.01% |
133,141
+22,410
| +20% | +$1.03M |
|
953
Ares Capital
ARCC
$13.4B
| $6.81M | 0.01% |
396,874
+26,479
| +7% | +$442K |
|
954
Encompass Health
EHC
$11.3B
| $6.81M | 0.01% |
193,030
-2,369
| -1% | -$81.1K |
|
955
Oceaneering
OII
$4.64B
| $6.8M | 0.01% |
126,028
-10,917
| -8% | -$582K |
|
956
ON Semiconductor
ON
$30.7B
| $6.8M | 0.01% |
561,221
+38,135
| +7% | +$437K |
|
957
Avista
AVA
$3.43B
| $6.79M | 0.01% |
198,720
+626
| +0.3% | +$21.9K |
|
958
Ralph Lauren
RL
$22.4B
| $6.76M | 0.01% |
51,413
-13,309
| -21% | -$1.97M |
|
|
BGB
959
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
| $6.75M | 0.01% |
417,074
+15,367
| +4% | +$248K |
|
|
SNI
960
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $6.73M | 0.01% |
98,206
+18,595
| +23% | +$1.35M |
|
961
Children's Place
PLCE
$53.8M
| $6.72M | 0.01% |
104,695
+33,735
| +48% | +$2.03M |
|
962
Keysight
KEYS
$50.7B
| $6.72M | 0.01% |
180,825
+4,375
| +2% | +$158K |
|
|
SONC
963
DELISTED
Sonic Corp
SONC
| $6.7M | 0.01% |
211,497
-50,877
| -19% | -$1.62M |
|
|
UFS
964
DELISTED
DOMTAR CORPORATION (New)
UFS
| $6.7M | 0.01% |
144,874
+12,752
| +10% | +$537K |
|
|
HNP
965
DELISTED
Huaneng Power Intl, Inc.
HNP
| $6.68M | 0.01% |
139,002
-4,758
| -3% | -$241K |
|
966
Radian Group
RDN
$5.28B
| $6.68M | 0.01% |
397,949
+265,655
| +201% | +$4.33M |
|
|
DCM
967
DELISTED
NTT DOCOMO, Inc.
DCM
| $6.68M | 0.01% |
383,149
+62,507
| +19% | +$1.08M |
|
968
ATI
ATI
$24.3B
| $6.67M | 0.01% |
222,186
-15,173
| -6% | -$472K |
|
969
BlackRock Core Bond Trust
BHK
$644M
| $6.66M | 0.01% |
481,711
+68,991
| +17% | +$940K |
|
|
WWAV
970
DELISTED
The WhiteWave Foods Company
WWAV
| $6.63M | 0.01% |
149,553
+3,645
| +2% | +$139K |
|
|
DEG
971
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
| $6.63M | 0.01% |
296,179
+5,319
| +2% | +$113K |
|
|
CIM
972
Chimera Investment
CIM
$1.06B
| $6.62M | 0.01% |
140,591
+24,424
| +21% | +$1.17M |
|
973
ResMed
RMD
$31.1B
| $6.61M | 0.01% |
92,123
+2,906
| +3% | +$189K |
|
974
Hilton Worldwide
HLT
$72.4B
| $6.61M | 0.01% |
74,337
+866
| +1% | +$71.6K |
|
|
PMM
975
Franklin Managed Municipal Income Trust
PMM
$270M
| $6.6M | 0.01% |
893,316
+210,374
| +31% | +$1.54M |
|
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BAM
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.