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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 | |
|---|---|---|---|---|---|---|
|
RGC
1126
DELISTED
Regal Entertainment Group
RGC
| $5.31M | 0.01% |
232,623
+21,848
| +10% | +$484K |
|
1127
Ternium
TX
$9.43B
| $5.3M | 0.01% |
293,367
+29,670
| +11% | +$517K |
|
1128
Nabors Industries
NBR
$1.17B
| $5.3M | 0.01% |
7,761
+2,565
| +49% | +$1.56M |
|
|
EDE
1129
DELISTED
Empire District Electric
EDE
| $5.29M | 0.01% |
213,113
+7,725
| +4% | +$210K |
|
1130
BlackRock Multi-Sector Income Trust
BIT
$692M
| $5.29M | 0.01% |
302,661
+74,498
| +33% | +$1.29M |
|
|
FCS
1131
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $5.28M | 0.01% |
290,636
+131,185
| +82% | +$2.23M |
|
1132
CNO Financial Group
CNO
$4.94B
| $5.28M | 0.01% |
306,760
-72,711
| -19% | -$1.2M |
|
|
QIWI
1133
DELISTED
QIWI PLC
QIWI
| $5.28M | 0.01% |
219,621
+100,490
| +84% | +$2.22M |
|
|
ALE
1134
DELISTED
Allete
ALE
| $5.27M | 0.01% |
99,802
+12,527
| +14% | +$688K |
|
1135
Banco Macro
BMA
$5.81B
| $5.23M | 0.01% |
91,459
-42,085
| -32% | -$2.09M |
|
1136
Matthews International
MATW
$887M
| $5.23M | 0.01% |
101,544
-798
| -0.8% | -$38.5K |
|
|
CAB
1137
DELISTED
Cabela's Inc
CAB
| $5.22M | 0.01% |
93,323
+2,990
| +3% | +$165K |
|
1138
Compañía de Cervecerías Unidas
CCU
$2.14B
| $5.21M | 0.01% |
250,895
+54,833
| +28% | +$1.03M |
|
|
KYO
1139
DELISTED
Kyocera Adr
KYO
| $5.19M | 0.01% |
94,572
+14,090
| +18% | +$682K |
|
1140
Deckers Outdoor
DECK
$14.1B
| $5.19M | 0.01% |
427,062
-97,356
| -19% | -$1.25M |
|
|
SPWR
1141
DELISTED
SunPower Corporation Common Stock
SPWR
| $5.18M | 0.01% |
252,793
-83,709
| -25% | -$1.58M |
|
|
NXZ
1142
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
| $5.18M | 0.01% |
365,048
+85,122
| +30% | +$1.22M |
|
1143
Deluxe
DLX
$1.25B
| $5.17M | 0.01% |
74,685
-10,168
| -12% | -$662K |
|
|
ATML
1144
DELISTED
ATMEL CORP
ATML
| $5.17M | 0.01% |
627,840
-26,900
| -4% | -$226K |
|
1145
InterDigital
IDCC
$6.75B
| $5.16M | 0.01% |
101,753
+41,606
| +69% | +$2.16M |
|
1146
Workday
WDAY
$41.5B
| $5.16M | 0.01% |
61,165
-1,552
| -2% | -$131K |
|
1147
Spire
SR
$4.79B
| $5.15M | 0.01% |
100,589
+3,025
| +3% | +$159K |
|
|
CNL
1148
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $5.14M | 0.01% |
94,302
+1,683
| +2% | +$91.6K |
|
1149
Alkermes
ALKS
$8.11B
| $5.14M | 0.01% |
84,282
+18,870
| +29% | +$1.29M |
|
1150
Nuveen Global High Income Fund
JGH
$348M
| $5.14M | 0.01% |
301,039
+141,650
| +89% | +$2.42M |
|
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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.