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
TCO
1251
DELISTED
Taubman Centers Inc.
TCO
$4.68M 0.01%
60,647
-7,035
-10% -$555K
THS
1252
DELISTED
Treehouse Foods
THS
$4.68M 0.01%
54,997
+1,986
+4% +$171K
EXPR
1253
DELISTED
Express, Inc.
EXPR
$4.67M 0.01%
14,125
+5,183
+58% +$1.5M
ADEA icon
1254
Adeia
ADEA
$2.55B
$4.66M 0.01%
437,694
-43,920
-9% -$449K
SCOR icon
1255
Comscore
SCOR
$113M
$4.66M 0.01%
4,552
+548
+14% +$516K
NVR icon
1256
NVR
NVR
$17.1B
$4.64M 0.01%
3,495
-252
-7% -$330K
SYKE
1257
DELISTED
SYKES Enterprises Inc
SYKE
$4.64M 0.01%
186,783
+20,078
+12% +$472K
ALB icon
1258
Albemarle
ALB
$13.4B
$4.64M 0.01%
87,826
+5,355
+6% +$292K
GRFS
1259
Grifois
GRFS
$5.55B
$4.64M 0.01%
282,658
-42
-0% -$703
DCH
1260
Dauch Corp
DCH
$1.31B
$4.63M 0.01%
179,255
+19,425
+12% +$477K
ARIA
1261
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$4.63M 0.01%
561,274
+1,654
+0.3% +$12.2K
ZTR
1262
Virtus Total Return Fund
ZTR
$337M
$4.62M 0.01%
337,673
+3,539
+1% +$48.9K
SIGI icon
1263
Selective Insurance
SIGI
$5.76B
$4.61M 0.01%
158,844
-4,763
-3% -$131K
NWN icon
1264
Northwest Natural Holdings
NWN
$2.15B
$4.61M 0.01%
96,202
+21,120
+28% +$1.02M
RHP icon
1265
Ryman Hospitality Properties
RHP
$8.56B
$4.61M 0.01%
75,712
+26,696
+54% +$1.55M
ABM icon
1266
ABM Industries
ABM
$2.89B
$4.61M 0.01%
144,701
+20,243
+16% +$610K
BGC icon
1267
BGC Group
BGC
$5.64B
$4.61M 0.01%
758,279
-49,963
-6% -$284K
LDOS icon
1268
Leidos
LDOS
$14.4B
$4.61M 0.01%
109,782
-33,509
-23% -$1.46M
PRGS icon
1269
Progress Software
PRGS
$1.75B
$4.61M 0.01%
169,484
+24,815
+17% +$657K
PMCS
1270
DELISTED
P M C SIERRA INC
PMCS
$4.6M 0.01%
495,441
+91,696
+23% +$845K
NJR icon
1271
New Jersey Resources
NJR
$6B
$4.59M 0.01%
147,846
-12,700
-8% -$399K
AVP
1272
DELISTED
Avon Products, Inc.
AVP
$4.59M 0.01%
574,508
+214,240
+59% +$1.78M
OZK icon
1273
Bank OZK
OZK
$5.63B
$4.57M 0.01%
123,689
+15,082
+14% +$537K
VGM icon
1274
Invesco Trust Investment Grade Municipals
VGM
$550M
$4.56M 0.01%
339,289
+35,704
+12% +$480K
SFG
1275
DELISTED
STANCORP FINL GRP
SFG
$4.56M 0.01%
66,479
-8,068
-11% -$537K
49 50
51
52 53

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.