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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 | |
|---|---|---|---|---|---|---|
|
RSTI
1976
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $2.05M | ﹤0.01% |
84,572
+6,434
| +8% | +$162K |
|
|
AIRM
1977
DELISTED
Air Methods Corp
AIRM
| $2.05M | ﹤0.01% |
43,935
+3,893
| +10% | +$178K |
|
1978
Teekay
TK
$983M
| $2.05M | ﹤0.01% |
43,936
-593
| -1% | -$26.6K |
|
1979
Coherent
COHR
$48.7B
| $2.04M | ﹤0.01% |
110,763
+20,203
| +22% | +$333K |
|
1980
Brink's
BCO
$4.84B
| $2.04M | ﹤0.01% |
73,962
+3,442
| +5% | +$88.4K |
|
|
REV
1981
DELISTED
Revlon, Inc.
REV
| $2.04M | ﹤0.01% |
49,613
-2,459
| -5% | -$85K |
|
1982
Acco Brands
ACCO
$390M
| $2.04M | ﹤0.01% |
245,694
-18,765
| -7% | -$149K |
|
|
SEP
1983
DELISTED
Spectra Engy Parters Lp
SEP
| $2.04M | ﹤0.01% |
39,404
+17,042
| +76% | +$913K |
|
1984
Universal Electronics
UEIC
$58M
| $2.04M | ﹤0.01% |
36,145
-13,267
| -27% | -$805K |
|
1985
Innospec
IOSP
$2.12B
| $2.04M | ﹤0.01% |
43,957
+317
| +0.7% | +$13.6K |
|
1986
SS&C Technologies
SSNC
$18.6B
| $2.04M | ﹤0.01% |
65,424
-812
| -1% | -$24.1K |
|
1987
FirstCash
FCFS
$8.76B
| $2.04M | ﹤0.01% |
43,797
-5,704
| -12% | -$284K |
|
|
FLTX
1988
DELISTED
Fleetmatics Group PLC
FLTX
| $2.04M | ﹤0.01% |
45,427
+417
| +0.9% | +$16.5K |
|
1989
McGrath RentCorp
MGRC
$2.81B
| $2.03M | ﹤0.01% |
61,744
-177
| -0.3% | -$5.67K |
|
|
RVBD
1990
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $2.03M | ﹤0.01% |
96,954
-51,331
| -35% | -$1.07M |
|
1991
Perdoceo Education
PRDO
$2.04B
| $2.03M | ﹤0.01% |
402,870
-70,659
| -15% | -$408K |
|
1992
Neogen
NEOG
$2.51B
| $2.02M | ﹤0.01% |
115,379
+8,390
| +8% | +$154K |
|
1993
First Interstate BancSystem
FIBK
$3.74B
| $2.02M | ﹤0.01% |
72,556
-17,728
| -20% | -$463K |
|
1994
iShares National Muni Bond ETF
MUB
$45.2B
| $2.02M | ﹤0.01% |
18,259
-259
| -1% | -$28.6K |
|
|
MLNX
1995
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $2.02M | ﹤0.01% |
44,498
+9,816
| +28% | +$449K |
|
|
CYBX
1996
DELISTED
CYBERONICS INC
CYBX
| $2.02M | ﹤0.01% |
31,056
+4,615
| +17% | +$281K |
|
1997
Flowers Foods
FLO
$1.51B
| $2.01M | ﹤0.01% |
88,584
-49,096
| -36% | -$1.02M |
|
|
EQM
1998
DELISTED
EQM Midstream Partners, LP
EQM
| $2.01M | ﹤0.01% |
25,934
+9,862
| +61% | +$810K |
|
1999
Stagwell
STGW
$2.1B
| $2.01M | ﹤0.01% |
70,949
-26,525
| -27% | -$669K |
|
2000
Pacira BioSciences
PCRX
$1.06B
| $2.01M | ﹤0.01% |
22,606
+3,363
| +17% | +$341K |
|
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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.