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
MASI
1201
DELISTED
Masimo
MASI
$4.89M 0.01%
148,365
+31,735
+27% +$912K
CBL
1202
DELISTED
CBL& Associates Properties, Inc.
CBL
$4.89M 0.01%
247,135
+9,672
+4% +$195K
AXE
1203
DELISTED
Anixter International Inc
AXE
$4.88M 0.01%
64,049
-371
-0.6% -$29K
HCSG icon
1204
Healthcare Services Group
HCSG
$1.61B
$4.87M 0.01%
151,686
+8,170
+6% +$264K
VIPS icon
1205
Vipshop
VIPS
$7.26B
$4.87M 0.01%
165,546
+5,770
+4% +$140K
OA
1206
DELISTED
Orbital ATK, Inc.
OA
$4.87M 0.01%
63,563
+14,604
+30% +$1.38M
RLJ icon
1207
RLJ Lodging Trust
RLJ
$1.88B
$4.86M 0.01%
155,051
-9,756
-6% -$323K
MGEE icon
1208
MGE Energy Inc
MGEE
$3.03B
$4.85M 0.01%
109,376
+2,077
+2% +$92.1K
DRYS
1209
DELISTED
DryShips Inc. Common Stock
DRYS
$4.85M 0.01%
+1
New +$11.1M
PSO icon
1210
Pearson
PSO
$10.6B
$4.84M 0.01%
224,148
+19,604
+10% +$406K
WFT
1211
DELISTED
Weatherford International plc
WFT
$4.84M 0.01%
393,665
+29,210
+8% +$339K
FHI icon
1212
Federated Hermes
FHI
$4.56B
$4.83M 0.01%
142,462
-6,234
-4% -$207K
RRGB icon
1213
Red Robin
RRGB
$139M
$4.83M 0.01%
55,480
-10,056
-15% -$815K
WTW icon
1214
Willis Towers Watson
WTW
$29.8B
$4.83M 0.01%
37,815
+5,862
+18% +$719K
GPI icon
1215
Group 1 Automotive
GPI
$4.26B
$4.82M 0.01%
55,883
-122
-0.2% -$10K
RGLD icon
1216
Royal Gold
RGLD
$16.6B
$4.82M 0.01%
76,423
-12,691
-14% -$872K
CSGP icon
1217
CoStar Group
CSGP
$12.2B
$4.81M 0.01%
243,290
+4,450
+2% +$84K
NOW icon
1218
ServiceNow
NOW
$120B
$4.81M 0.01%
305,420
+53,960
+21% +$795K
BSV icon
1219
Vanguard Short-Term Bond ETF
BSV
$44.7B
$4.8M 0.01%
59,655
+36,638
+159% +$2.94M
UHAL icon
1220
U-Haul Holding Co
UHAL
$14B
$4.8M 0.01%
145,370
-15,450
-10% -$478K
CLGX
1221
DELISTED
Corelogic, Inc.
CLGX
$4.79M 0.01%
135,928
-36,335
-21% -$1.23M
CPHD
1222
DELISTED
Cepheid Inc
CPHD
$4.79M 0.01%
84,183
+8,012
+11% +$451K
TUP
1223
DELISTED
Tupperware Brands Corporation
TUP
$4.79M 0.01%
69,349
+2,466
+4% +$167K
CBRL icon
1224
Cracker Barrel
CBRL
$1.26B
$4.78M 0.01%
31,428
-4,111
-12% -$581K
PEI
1225
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.78M 0.01%
13,720
-7
-0.1% -$2.49K
47 48
49
50 51

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.