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
FN icon
2876
Fabrinet
FN
$14.9B
$544K ﹤0.01%
28,635
+1,713
+6% +$29.9K
USCR
2877
DELISTED
U S Concrete, Inc.
USCR
$544K ﹤0.01%
16,060
-18,947
-54% -$560K
OPY icon
2878
Oppenheimer Holdings
OPY
$1.18B
$543K ﹤0.01%
23,134
-3,164
-12% -$68.6K
PBPB
2879
DELISTED
Potbelly
PBPB
$543K ﹤0.01%
39,652
+10,610
+37% +$147K
TTPH
2880
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$542K ﹤0.01%
740
+21
+3% +$15.8K
UFPT icon
2881
UFP Technologies
UFPT
$1.97B
$540K ﹤0.01%
23,725
-19
-0.1% -$431
RICE
2882
DELISTED
Rice Energy Inc.
RICE
$540K ﹤0.01%
24,830
+13,755
+124% +$261K
PARAA
2883
DELISTED
Paramount Global Class A
PARAA
$534K ﹤0.01%
8,662
+29
+0.3% +$1.73K
WSR
2884
DELISTED
Whitestone REIT
WSR
$534K ﹤0.01%
33,618
+9,981
+42% +$157K
PAMT
2885
PAMT Corp
PAMT
$360M
$534K ﹤0.01%
37,280
-5,652
-13% -$78.1K
ZEUS
2886
DELISTED
Olympic Steel
ZEUS
$533K ﹤0.01%
39,615
+6,475
+20% +$95.3K
NAT icon
2887
Nordic American Tanker
NAT
$1.36B
$532K ﹤0.01%
45,048
+4,449
+11% +$47K
OFIX icon
2888
Orthofix Medical
OFIX
$492M
$532K ﹤0.01%
14,816
+95
+0.6% +$2.99K
PROV icon
2889
Provident Financial
PROV
$111M
$529K ﹤0.01%
33,078
+668
+2% +$10.5K
AVID
2890
DELISTED
Avid Technology Inc
AVID
$529K ﹤0.01%
+35,497
New +$509K
XLF icon
2891
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$528K ﹤0.01%
24,940
+5,928
+31% +$125K
BTE icon
2892
Baytex Energy
BTE
$2.96B
$526K ﹤0.01%
33,285
+6,407
+24% +$102K
AXAS
2893
DELISTED
Abraxas Petroleum Corp
AXAS
$526K ﹤0.01%
8,087
-2,877
-26% -$178K
AREX
2894
DELISTED
Approach Resources Inc.
AREX
$526K ﹤0.01%
79,801
+30,218
+61% +$208K
BAC.PRI.CL
2895
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$526K ﹤0.01%
20,270
-4,001
-16% -$105K
EMB icon
2896
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$525K ﹤0.01%
4,680
-226
-5% -$25.1K
GOGO icon
2897
Gogo Inc
GOGO
$525M
$525K ﹤0.01%
+27,551
New +$469K
SPNT icon
2898
SiriusPoint
SPNT
$3.03B
$525K ﹤0.01%
37,100
-2,684
-7% -$37.2K
HTB
2899
HomeTrust Bancshares
HTB
$866M
$525K ﹤0.01%
32,882
-2,567
-7% -$40.7K
MCHB
2900
Mechanics Bancorp
MCHB
$3.65B
$523K ﹤0.01%
28,556
+12,166
+74% +$215K
114 115
116
117 118

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.