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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 | |
|---|---|---|---|---|---|---|
2026
MSC Industrial Direct
MSM
$6.78B
| $1.96M | ﹤0.01% |
27,092
+835
| +3% | +$62.3K |
|
2027
PRA Group
PRAA
$662M
| $1.96M | ﹤0.01% |
35,986
-28,999
| -45% | -$1.55M |
|
|
RUTH
2028
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $1.96M | ﹤0.01% |
123,093
-32,170
| -21% | -$487K |
|
2029
ePlus
PLUS
$2.38B
| $1.95M | ﹤0.01% |
89,668
-8,368
| -9% | -$163K |
|
2030
Norwegian Cruise Line
NCLH
$8.59B
| $1.95M | ﹤0.01% |
36,045
+7,225
| +25% | +$345K |
|
2031
Viavi Solutions
VIAV
$8.65B
| $1.95M | ﹤0.01% |
260,713
+4,516
| +2% | +$34.3K |
|
|
LDL
2032
DELISTED
Lydall, Inc.
LDL
| $1.95M | ﹤0.01% |
61,330
-6,551
| -10% | -$200K |
|
|
GFIG
2033
DELISTED
GFI GROUP INC
GFIG
| $1.94M | ﹤0.01% |
327,712
-77,111
| -19% | -$452K |
|
2034
Northern Oil and Gas
NOG
$2.27B
| $1.94M | ﹤0.01% |
25,182
+13,213
| +110% | +$954K |
|
2035
Cathay General Bancorp
CATY
$4.21B
| $1.94M | ﹤0.01% |
68,108
+4,361
| +7% | +$112K |
|
2036
Helen of Troy
HELE
$649M
| $1.94M | ﹤0.01% |
23,754
+3,782
| +19% | +$289K |
|
2037
EPAM Systems
EPAM
$5.42B
| $1.94M | ﹤0.01% |
31,564
+7,670
| +32% | +$416K |
|
|
NQU
2038
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
| $1.93M | ﹤0.01% |
137,296
-18,331
| -12% | -$259K |
|
2039
Cohen & Steers
CNS
$4.19B
| $1.93M | ﹤0.01% |
47,020
+7,787
| +20% | +$332K |
|
|
TESO
2040
DELISTED
Tesco Corp
TESO
| $1.92M | ﹤0.01% |
169,009
+30,591
| +22% | +$335K |
|
2041
Allison Transmission
ALSN
$9.57B
| $1.92M | ﹤0.01% |
59,962
-38,113
| -39% | -$1.22M |
|
2042
Bright Horizons
BFAM
$4.1B
| $1.91M | ﹤0.01% |
37,333
+8,853
| +31% | +$440K |
|
|
PERY
2043
DELISTED
Perry Ellis International Inc
PERY
| $1.91M | ﹤0.01% |
82,319
+3,975
| +5% | +$95.1K |
|
|
MTL
2044
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $1.91M | ﹤0.01% |
768,129
+105,287
| +16% | +$258K |
|
|
UPL
2045
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $1.9M | ﹤0.01% |
121,770
-4,635
| -4% | -$67.3K |
|
|
TSRO
2046
DELISTED
TESARO, Inc.
TSRO
| $1.9M | ﹤0.01% |
33,060
+275
| +0.8% | +$13K |
|
|
JTP
2047
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
| $1.9M | ﹤0.01% |
222,189
+16,766
| +8% | +$142K |
|
2048
Mine Safety
MSA
$6.73B
| $1.88M | ﹤0.01% |
37,770
+10,376
| +38% | +$501K |
|
2049
IDT Corp
IDT
$1.64B
| $1.88M | ﹤0.01% |
150,207
-23,905
| -14% | -$347K |
|
|
CBF
2050
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $1.87M | ﹤0.01% |
67,873
+21
| +0% | +$549 |
|
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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.