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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 | |
|---|---|---|---|---|---|---|
2351
Telkom Indonesia
TLK
$14.2B
| $1.23M | ﹤0.01% |
56,598
+11,568
| +26% | +$259K |
|
|
IVH
2352
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
| $1.23M | ﹤0.01% |
75,804
+27,420
| +57% | +$442K |
|
|
WAIR
2353
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $1.23M | ﹤0.01% |
80,280
+14,855
| +23% | +$213K |
|
|
DIAX
2354
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
| $1.23M | ﹤0.01% |
+80,987
| New | +$1.25M |
|
2355
Forrester Research
FORR
$199M
| $1.23M | ﹤0.01% |
33,417
+237
| +0.7% | +$8.89K |
|
2356
Post Holdings
POST
$4.42B
| $1.23M | ﹤0.01% |
40,020
-3,757
| -9% | -$115K |
|
2357
Gibraltar Industries
ROCK
$1.28B
| $1.23M | ﹤0.01% |
74,796
-8,146
| -10% | -$126K |
|
|
MDC
2358
DELISTED
M.D.C. Holdings, Inc.
MDC
| $1.23M | ﹤0.01% |
59,739
+9,809
| +20% | +$188K |
|
|
BONT
2359
DELISTED
Bon-Ton Stores Inc/The
BONT
| $1.23M | ﹤0.01% |
176,006
+15,726
| +10% | +$92.6K |
|
2360
Insulet
PODD
$11.8B
| $1.22M | ﹤0.01% |
36,696
-20,786
| -36% | -$702K |
|
2361
Evertec
EVTC
$1.97B
| $1.22M | ﹤0.01% |
+55,904
| New | +$1.18M |
|
2362
Jakks Pacific
JAKK
$303M
| $1.22M | ﹤0.01% |
17,835
+4,303
| +32% | +$279K |
|
2363
MarineMax
HZO
$748M
| $1.22M | ﹤0.01% |
45,941
-24,137
| -34% | -$590K |
|
|
HVB
2364
DELISTED
HUDSON VY HLDG CORP
HVB
| $1.22M | ﹤0.01% |
47,652
-6,764
| -12% | -$174K |
|
|
GPT
2365
DELISTED
Gramercy Property Trust
GPT
| $1.22M | ﹤0.01% |
14,433
-99,238
| -87% | -$2.82M |
|
|
PDT
2366
John Hancock Premium Dividend Fund
PDT
$635M
| $1.21M | ﹤0.01% |
87,208
-1,328
| -1% | -$18.6K |
|
|
HTO
2367
H2O America
HTO
$2.67B
| $1.21M | ﹤0.01% |
39,221
+985
| +3% | +$32.4K |
|
|
AEH.CL
2368
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
| $1.21M | ﹤0.01% |
47,463
+1,613
| +4% | +$41.2K |
|
2369
TRI-Continental Corp
TY
$1.84B
| $1.21M | ﹤0.01% |
55,587
+2,373
| +4% | +$51K |
|
|
ESI
2370
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $1.2M | ﹤0.01% |
177,329
-73,601
| -29% | -$576K |
|
2371
Healthcare Realty
HR
$7.56B
| $1.2M | ﹤0.01% |
43,043
+2,048
| +5% | +$57.6K |
|
2372
Lakeland Financial Corp
LKFN
$1.57B
| $1.2M | ﹤0.01% |
44,327
-16,003
| -27% | -$428K |
|
2373
International Bancshares
IBOC
$4.77B
| $1.2M | ﹤0.01% |
46,036
+1,666
| +4% | +$41K |
|
|
ZEP
2374
DELISTED
ZEP INC COM STK (DE)
ZEP
| $1.2M | ﹤0.01% |
70,271
-7,697
| -10% | -$126K |
|
|
WLB
2375
DELISTED
Westmoreland Coal Company
WLB
| $1.2M | ﹤0.01% |
44,670
-91
| -0.2% | -$2.61K |
|
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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.