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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 | |
|---|---|---|---|---|---|---|
2576
Stoneridge
SRI
$200M
| $880K | ﹤0.01% |
77,958
-8,131
| -9% | -$97.7K |
|
2577
Natural Gas Services Group
NGS
$457M
| $879K | ﹤0.01% |
45,742
+4,183
| +10% | +$83.1K |
|
|
NXTM
2578
DELISTED
NxStage Medical Inc.
NXTM
| $879K | ﹤0.01% |
50,815
+10,784
| +27% | +$191K |
|
2579
Acadia Pharmaceuticals
ACAD
$4.51B
| $878K | ﹤0.01% |
26,952
+4,651
| +21% | +$160K |
|
|
GS.PRJ
2580
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
| $877K | ﹤0.01% |
34,847
+5,165
| +17% | +$128K |
|
|
FRP
2581
DELISTED
Fairpoint Communications, Inc.
FRP
| $876K | ﹤0.01% |
49,796
+2,271
| +5% | +$36.3K |
|
2582
Terreno Realty
TRNO
$7.58B
| $873K | ﹤0.01% |
38,274
-1,328
| -3% | -$29.9K |
|
|
FTD
2583
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $873K | ﹤0.01% |
29,150
+635
| +2% | +$21.2K |
|
|
LXFT
2584
DELISTED
Luxoft Holding, Inc.
LXFT
| $872K | ﹤0.01% |
+16,854
| New | +$768K |
|
|
AMRI
2585
DELISTED
Albany Molecular Research Inc
AMRI
| $868K | ﹤0.01% |
49,306
-24,223
| -33% | -$413K |
|
|
VIA
2586
DELISTED
Viacom Inc. Class A
VIA
| $867K | ﹤0.01% |
12,616
+7,552
| +149% | +$523K |
|
|
C.PRC.CL
2587
DELISTED
Citigroup Inc.
C.PRC.CL
| $864K | ﹤0.01% |
34,109
+1,157
| +4% | +$28.6K |
|
|
KEG
2588
DELISTED
KEY ENERGY SERVICES INC
KEG
| $864K | ﹤0.01% |
474,718
+245,986
| +108% | +$448K |
|
2589
Golub Capital BDC
GBDC
$3.33B
| $863K | ﹤0.01% |
50,198
-42
| -0.1% | -$727 |
|
|
FBC
2590
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $862K | ﹤0.01% |
59,391
+10,918
| +23% | +$163K |
|
2591
AZZ Inc
AZZ
$4.24B
| $859K | ﹤0.01% |
18,428
-4,969
| -21% | -$219K |
|
|
HGG
2592
DELISTED
hhgregg Inc.
HGG
| $858K | ﹤0.01% |
139,937
-9,005
| -6% | -$55K |
|
2593
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
| $857K | ﹤0.01% |
30,103
+7,852
| +35% | +$220K |
|
2594
Ultrapar
UGP
$6.66B
| $857K | ﹤0.01% |
84,848
+7,884
| +10% | +$76.9K |
|
2595
Neurocrine Biosciences
NBIX
$18.2B
| $856K | ﹤0.01% |
21,560
+4,589
| +27% | +$164K |
|
|
AUO
2596
DELISTED
AU Optronics Corp
AUO
| $856K | ﹤0.01% |
170,827
-35,036
| -17% | -$187K |
|
2597
OceanFirst Financial
OCFC
$1.71B
| $854K | ﹤0.01% |
49,469
+3,437
| +7% | +$57.6K |
|
2598
TriCo Bancshares
TCBK
$1.85B
| $854K | ﹤0.01% |
35,392
-13,894
| -28% | -$332K |
|
2599
Helios Technologies
HLIO
$2.47B
| $853K | ﹤0.01% |
20,622
-30
| -0.1% | -$1.16K |
|
2600
SPS Commerce
SPSC
$2.55B
| $853K | ﹤0.01% |
25,434
-3,884
| -13% | -$124K |
|
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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.