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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 | |
|---|---|---|---|---|---|---|
1551
NNN REIT
NNN
$9.29B
| $3.39M | 0.01% |
82,681
+676
| +0.8% | +$28K |
|
1552
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
| $3.38M | 0.01% |
243,389
-23,351
| -9% | -$318K |
|
|
SJI
1553
DELISTED
South Jersey Industries, Inc.
SJI
| $3.38M | 0.01% |
124,468
-298
| -0.2% | -$8.5K |
|
|
TVTY
1554
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $3.38M | 0.01% |
171,467
-36,194
| -17% | -$757K |
|
1555
Commercial Metals
CMC
$7.53B
| $3.37M | 0.01% |
208,154
-3,457
| -2% | -$50.5K |
|
1556
OneMain Financial
OMF
$7.27B
| $3.37M | 0.01% |
65,104
+43,961
| +208% | +$1.77M |
|
|
ACAS
1557
DELISTED
American Capital Ltd
ACAS
| $3.37M | 0.01% |
227,799
-19,353
| -8% | -$283K |
|
1558
Franklin Electric
FELE
$4.66B
| $3.37M | 0.01% |
88,225
+9,060
| +11% | +$325K |
|
1559
Nice
NICE
$6.15B
| $3.36M | 0.01% |
55,132
+2,141
| +4% | +$118K |
|
|
FFG
1560
DELISTED
FBL Financial Group
FFG
| $3.36M | 0.01% |
54,165
-602
| -1% | -$34.2K |
|
|
EE
1561
DELISTED
El Paso Electric Company
EE
| $3.35M | 0.01% |
86,781
+13,611
| +19% | +$525K |
|
|
ENV
1562
DELISTED
ENVESTNET, INC.
ENV
| $3.35M | 0.01% |
59,659
-6,548
| -10% | -$349K |
|
|
PNY
1563
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $3.34M | 0.01% |
90,595
-39,380
| -30% | -$1.5M |
|
1564
Simpson Manufacturing
SSD
$7.79B
| $3.34M | 0.01% |
89,390
+611
| +0.7% | +$21.5K |
|
|
IHS
1565
DELISTED
IHS INC CL-A COM STK
IHS
| $3.34M | 0.01% |
29,341
+574
| +2% | +$66.3K |
|
|
TRCO
1566
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $3.34M | 0.01% |
54,887
+7,547
| +16% | +$464K |
|
1567
Strategy Inc
MSTR
$34.1B
| $3.34M | 0.01% |
197,150
-18,610
| -9% | -$314K |
|
|
EVHC
1568
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $3.33M | 0.01% |
29,040
+9,565
| +49% | +$1.04M |
|
1569
Tidewater
TDW
$3.63B
| $3.33M | 0.01% |
5,396
-612
| -10% | -$544K |
|
|
NNA
1570
DELISTED
Navios Maritime Acquisition Corporation
NNA
| $3.32M | 0.01% |
62,599
+7,273
| +13% | +$390K |
|
|
AFFX
1571
DELISTED
Affymetrix Inc
AFFX
| $3.31M | 0.01% |
263,118
-157,437
| -37% | -$1.83M |
|
1572
EPR Properties
EPR
$4.89B
| $3.3M | 0.01% |
55,025
-3,287
| -6% | -$202K |
|
1573
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$801M
| $3.29M | 0.01% |
118,828
+15,437
| +15% | +$445K |
|
1574
Westlake Corp
WLK
$9.26B
| $3.29M | 0.01% |
45,801
+1,079
| +2% | +$69.1K |
|
|
FMBI
1575
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $3.28M | 0.01% |
189,033
-59,382
| -24% | -$993K |
|
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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.