We are live on ! Find out more
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
Cap. Flow
+$1.71B
Cap. Flow %
3.44%
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
AGN
Allergan plc
AGN
+$75.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$56.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.1M
5
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$46.2M

Top Sells

Rank Stock Value
1
AGN
Allergan Inc
AGN
+$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$43.6M
5
FXL icon
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
ADUS icon
2476
Addus HomeCare
ADUS
$2.22B
$1.02M ﹤0.01%
44,202
-6,249
-12% -$139K
VDE icon
2477
Vanguard Energy ETF
VDE
$9.9B
$1.02M ﹤0.01%
9,318
– –
SGI
2478
DELISTED
Silicon Graphics Intl.
SGI
$1.02M ﹤0.01%
116,902
-7,731
-6% -$76.2K
MKTO
2479
DELISTED
MARKETO INC COM STK (DE)
MKTO
$1.01M ﹤0.01%
39,610
+5,719
+17% +$171K
HLX icon
2480
Helix Energy Solutions
HLX
$1.34B
$1.01M ﹤0.01%
67,699
-83,489
-55% -$1.41M
SIGM
2481
DELISTED
Sigma Designs Inc
SIGM
$1.01M ﹤0.01%
125,846
-35,400
-22% -$253K
SN
2482
DELISTED
Sanchez Energy Corporation
SN
$1.01M ﹤0.01%
77,632
+51,775
+200% +$632K
HMHC
2483
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.01M ﹤0.01%
+42,920
New +$883K
ELP
2484
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.01M ﹤0.01%
240,290
-2,810
-1% -$12.9K
CHU
2485
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.01M ﹤0.01%
66,006
+1,293
+2% +$20.1K
ANIP icon
2486
ANI Pharmaceuticals
ANIP
$1.86B
$1.01M ﹤0.01%
16,085
-1,880
-10% -$114K
GTI
2487
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$1.01M ﹤0.01%
258,674
-176,404
-41% -$707K
FUR
2488
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$1M ﹤0.01%
61,521
-4,008
-6% -$64.4K
PES
2489
DELISTED
Pioneer Energy Services Corp.
PES
$1M ﹤0.01%
184,890
-31,686
-15% -$158K
TLYS icon
2490
Tilly's
TLYS
$114M
$1M ﹤0.01%
63,906
+2,657
+4% +$35.4K
GCAP
2491
DELISTED
Gain Capital Holdings, Inc.
GCAP
$997K ﹤0.01%
102,097
-37,260
-27% -$341K
HAYN
2492
DELISTED
Haynes International, Inc.
HAYN
$996K ﹤0.01%
22,330
+1,005
+5% +$42K
SASR
2493
DELISTED
Sandy Spring Bancorp Inc
SASR
$995K ﹤0.01%
37,949
-6,112
-14% -$156K
CCJ icon
2494
Cameco
CCJ
$36.8B
$994K ﹤0.01%
71,362
+9,990
+16% +$149K
TBBK icon
2495
The Bancorp
TBBK
$2.81B
$994K ﹤0.01%
110,092
+44,165
+67% +$402K
XCRA
2496
DELISTED
Xcerra Corporation
XCRA
$994K ﹤0.01%
111,822
-38,168
-25% -$328K
PGH
2497
DELISTED
Pengrowth Energy Corporation
PGH
$994K ﹤0.01%
332,315
+158,634
+91% +$479K
NKTR icon
2498
Nektar Therapeutics
NKTR
$2.39B
$993K ﹤0.01%
6,015
-48
-0.8% -$9.87K
AVTA
2499
DELISTED
Avantax, Inc. Common Stock
AVTA
$991K ﹤0.01%
72,563
+42,379
+140% +$591K
LQ
2500
DELISTED
La Quinta Holdings Inc.
LQ
$988K ﹤0.01%
41,714
+3,531
+9% +$78.2K
98 99
100
101 102

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.