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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 | |
|---|---|---|---|---|---|---|
|
SSE
3426
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
| $117K | ﹤0.01% |
28,303
-221,012
| -89% | -$982K |
|
3427
Gyre Therapeutics
GYRE
$659M
| $116K | ﹤0.01% |
50
| – | – |
|
3428
Hovnanian Enterprises
HOV
$804M
| $114K | ﹤0.01% |
1,281
-600
| -32% | -$54.1K |
|
|
MM
3429
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
| $113K | ﹤0.01% |
78,087
-27,364
| -26% | -$41.8K |
|
|
HK
3430
DELISTED
Halcon Resources Corporation
HK
| $113K | ﹤0.01% |
425
+33
| +8% | +$9.77K |
|
3431
Frontline
FRO
$8.63B
| $112K | ﹤0.01% |
10,036
-3,150
| -24% | -$43.9K |
|
3432
Cerus
CERS
$585M
| $108K | ﹤0.01% |
25,816
-6
| -0% | -$31 |
|
3433
NMI Holdings
NMIH
$3.34B
| $108K | ﹤0.01% |
14,459
-28,408
| -66% | -$222K |
|
|
MCGC
3434
DELISTED
MCG CAP CORP
MCGC
| $108K | ﹤0.01% |
27,290
-186
| -0.7% | -$724 |
|
3435
Century Casinos
CNTY
$32.9M
| $107K | ﹤0.01% |
19,593
| – | – |
|
3436
Eldorado Gold
EGO
$8.29B
| $105K | ﹤0.01% |
4,596
-664
| -13% | -$18.2K |
|
3437
Novavax
NVAX
$1.21B
| $105K | ﹤0.01% |
+635
| New | +$103K |
|
|
SREV
3438
DELISTED
ServiceSource International, Inc.
SREV
| $104K | ﹤0.01% |
33,576
-29,176
| -46% | -$107K |
|
|
HEOP
3439
DELISTED
Heritage Oaks Bancorp
HEOP
| $102K | ﹤0.01% |
12,273
-2,816
| -19% | -$22.7K |
|
|
LBMH
3440
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
| $101K | ﹤0.01% |
28,832
+3,868
| +15% | +$13.2K |
|
|
AKH
3441
DELISTED
AIR France-KLM
AKH
| $100K | ﹤0.01% |
11,533
-3,463
| -23% | -$30K |
|
3442
Great Elm Group
GEG
$67.4M
| $99K | ﹤0.01% |
14,423
-167
| -1% | -$1.65K |
|
|
OIIM
3443
DELISTED
02Micro International
OIIM
| $99K | ﹤0.01% |
37,701
-3,689
| -9% | -$9.08K |
|
|
SPDC
3444
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
| $99K | ﹤0.01% |
154,915
-1,183
| -0.8% | -$1.82K |
|
|
ARNA
3445
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $98K | ﹤0.01% |
2,249
-133
| -6% | -$6.18K |
|
|
MPX
3446
DELISTED
Marine Products Corp
MPX
| $97K | ﹤0.01% |
11,347
+147
| +1% | +$1.18K |
|
|
RYZ
3447
Ryerson Holding Corp
RYZ
$1.6B
| $96K | ﹤0.01% |
15,056
+1,682
| +13% | +$11.4K |
|
3448
VirnetX Holding Corp
VHC
$54M
| $93K | ﹤0.01% |
+760
| New | +$90.2K |
|
|
ACTS
3449
DELISTED
Actions Semiconductor Co
ACTS
| $93K | ﹤0.01% |
62,187
+8,584
| +16% | +$14.5K |
|
|
CCM
3450
Concord Medical Services
CCM
$20.5M
| $92K | ﹤0.01% |
1,562
+58
| +4% | +$3.97K |
|
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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.