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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 | |
|---|---|---|---|---|---|---|
2701
Otter Tail
OTTR
$3.81B
| $729K | ﹤0.01% |
22,675
-4,120
| -15% | -$131K |
|
|
LIOX
2702
DELISTED
Lionbridge Technologies
LIOX
| $729K | ﹤0.01% |
127,508
-37,784
| -23% | -$207K |
|
|
AEPI
2703
DELISTED
AEP Industries Inc
AEPI
| $729K | ﹤0.01% |
13,246
-369
| -3% | -$19.3K |
|
2704
Ducommun
DCO
$2.56B
| $727K | ﹤0.01% |
28,057
+260
| +0.9% | +$6.73K |
|
2705
iShares MSCI Taiwan ETF
EWT
$9.13B
| $727K | ﹤0.01% |
23,107
-19,313
| -46% | -$603K |
|
2706
Ribbon Communications
RBBN
$386M
| $727K | ﹤0.01% |
92,231
-36,935
| -29% | -$608K |
|
|
BDSI
2707
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $726K | ﹤0.01% |
69,180
-6,522
| -9% | -$89.1K |
|
|
DBKO
2708
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
| $725K | ﹤0.01% |
+30,347
| New | +$724K |
|
|
SFE
2709
DELISTED
Safeguard Scientifics, Inc.
SFE
| $724K | ﹤0.01% |
40,043
-384
| -0.9% | -$7.11K |
|
|
DALN
2710
DELISTED
DallasNews
DALN
| $723K | ﹤0.01% |
21,961
-3,132
| -12% | -$113K |
|
|
REXX
2711
DELISTED
Rex Energy Corporation
REXX
| $723K | ﹤0.01% |
19,444
+7,567
| +64% | +$311K |
|
2712
US Physical Therapy
USPH
$1.22B
| $722K | ﹤0.01% |
15,210
+6,949
| +84% | +$295K |
|
2713
Waterstone Financial
WSBF
$371M
| $721K | ﹤0.01% |
56,179
+681
| +1% | +$8.78K |
|
|
SRGA
2714
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $720K | ﹤0.01% |
4,856
+25
| +0.5% | +$3.81K |
|
2715
Geron
GERN
$898M
| $719K | ﹤0.01% |
190,646
-44,716
| -19% | -$152K |
|
|
BFX
2716
DELISTED
BowFlex Inc.
BFX
| $717K | ﹤0.01% |
46,974
+74
| +0.2% | +$1.12K |
|
2717
Financial Institutions
FISI
$812M
| $716K | ﹤0.01% |
31,224
-2,959
| -9% | -$68.4K |
|
|
ANAC
2718
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $716K | ﹤0.01% |
12,380
+101
| +0.8% | +$4.29K |
|
2719
Teekay Tankers
TNK
$2.71B
| $715K | ﹤0.01% |
15,561
-85
| -0.5% | -$3.86K |
|
2720
Twin Disc
TWIN
$321M
| $715K | ﹤0.01% |
40,476
-4,695
| -10% | -$84.9K |
|
2721
Opko Health
OPK
$1.02B
| $714K | ﹤0.01% |
50,376
+6,979
| +16% | +$90.8K |
|
2722
Powell Industries
POWL
$6.79B
| $714K | ﹤0.01% |
63,393
-17,901
| -22% | -$219K |
|
|
GLBR
2723
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $714K | ﹤0.01% |
33,519
+14,624
| +77% | +$663K |
|
2724
Repligen
RGEN
$6.91B
| $713K | ﹤0.01% |
23,485
+10,814
| +85% | +$280K |
|
|
ACH
2725
DELISTED
Alum Corp of China Ltd
ACH
| $713K | ﹤0.01% |
57,170
+2,104
| +4% | +$25K |
|
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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.