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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 | |
|---|---|---|---|---|---|---|
2901
CGI
GIB
$15.6B
| $521K | ﹤0.01% |
12,280
+1,350
| +12% | +$55.3K |
|
2902
Hurco Companies Inc
HURC
$132M
| $519K | ﹤0.01% |
15,772
-36
| -0.2% | -$1.23K |
|
|
EBSB
2903
DELISTED
Meridian Bancorp, Inc.
EBSB
| $517K | ﹤0.01% |
39,246
+4,395
| +13% | +$53.5K |
|
2904
Cohu
COHU
$1.86B
| $516K | ﹤0.01% |
47,136
-1,095
| -2% | -$12.4K |
|
2905
Heritage Financial
HFWA
$1.22B
| $515K | ﹤0.01% |
30,311
-5,411
| -15% | -$88.4K |
|
|
SHYF
2906
DELISTED
The Shyft Group
SHYF
| $515K | ﹤0.01% |
106,084
-1,329
| -1% | -$6.9K |
|
2907
Innoviva
INVA
$1.6B
| $513K | ﹤0.01% |
32,639
+19,722
| +153% | +$298K |
|
2908
Pacific Biosciences
PACB
$435M
| $508K | ﹤0.01% |
87,004
-41,894
| -33% | -$289K |
|
2909
Tempest Therapeutics
TPST
$14.3M
| $507K | ﹤0.01% |
5
-1
| -17% | -$133K |
|
|
RENT
2910
DELISTED
RENTRAK CORP
RENT
| $507K | ﹤0.01% |
9,128
-1,034
| -10% | -$64.9K |
|
|
BHR
2911
Braemar Hotels & Resorts
BHR
$163M
| $505K | ﹤0.01% |
30,394
+18,748
| +161% | +$313K |
|
|
SODA
2912
DELISTED
SodaStream International Ltd
SODA
| $505K | ﹤0.01% |
24,922
+1,890
| +8% | +$35.7K |
|
2913
JD.com
JD
$43.5B
| $504K | ﹤0.01% |
17,154
+8,240
| +92% | +$221K |
|
|
SWJ.CL
2914
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
| $504K | ﹤0.01% |
19,618
+560
| +3% | +$14.4K |
|
|
PTVCB
2915
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $503K | ﹤0.01% |
21,444
+50
| +0.2% | +$1.19K |
|
2916
Stewart Information Services
STC
$2.14B
| $502K | ﹤0.01% |
12,342
+1,130
| +10% | +$42.3K |
|
|
RPRX
2917
DELISTED
Repros Therapeutics Inc.
RPRX
| $501K | ﹤0.01% |
58,379
+6,246
| +12% | +$55.9K |
|
|
REGI
2918
DELISTED
Renewable Energy Group, Inc.
REGI
| $500K | ﹤0.01% |
54,177
+9,258
| +21% | +$84.5K |
|
2919
eHealth
EHTH
$41.9M
| $499K | ﹤0.01% |
53,246
+5,805
| +12% | +$69.3K |
|
|
RRTS
2920
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $499K | ﹤0.01% |
789
-65
| -8% | -$39K |
|
2921
iShares MSCI Poland ETF
EPOL
$680M
| $498K | ﹤0.01% |
+21,319
| New | +$496K |
|
2922
IAMGOLD
IAG
$8.05B
| $498K | ﹤0.01% |
266,249
+78,921
| +42% | +$194K |
|
2923
iShares North American Natural Resources ETF
IGE
$733M
| $498K | ﹤0.01% |
13,264
+472
| +4% | +$17.8K |
|
2924
Forestar Group
FOR
$1.48B
| $497K | ﹤0.01% |
31,503
+18,433
| +141% | +$272K |
|
|
DCP
2925
DELISTED
DCP Midstream, LP
DCP
| $497K | ﹤0.01% |
13,451
+832
| +7% | +$32.8K |
|
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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.