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
SPNC
1576
DELISTED
Spectranetics Corp
SPNC
$3.28M 0.01%
94,450
+40,203
+74% +$1.37M
SGY
1577
DELISTED
Stone Energy
SGY
$3.27M 0.01%
3,926
+625
+19% +$553K
DCT
1578
DELISTED
DCT Industrial Trust Inc.
DCT
$3.27M 0.01%
94,252
+23,833
+34% +$860K
CVSA
1579
Covista Inc
CVSA
$4.55B
$3.26M 0.01%
97,827
-2,645
-3% -$103K
URBN icon
1580
Urban Outfitters
URBN
$6.46B
$3.26M 0.01%
71,409
+8,825
+14% +$343K
STWD icon
1581
Starwood Property Trust
STWD
$6.12B
$3.26M 0.01%
134,111
+7,370
+6% +$177K
HZNP
1582
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$3.26M 0.01%
125,510
+47,607
+61% +$873K
SUSQ
1583
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$3.25M 0.01%
237,080
+4,396
+2% +$58.5K
TIME
1584
DELISTED
Time Inc.
TIME
$3.25M 0.01%
144,777
+26,947
+23% +$645K
MATV icon
1585
Mativ Holdings
MATV
$479M
$3.25M 0.01%
70,399
+1,225
+2% +$53.1K
PIM
1586
Franklin Master Intermediate Income Trust
PIM
$151M
$3.24M 0.01%
662,092
+60,066
+10% +$290K
LAD icon
1587
Lithia Motors
LAD
$9.75B
$3.24M 0.01%
32,615
+2,223
+7% +$200K
EGL
1588
DELISTED
Engility Holdings, Inc.
EGL
$3.24M 0.01%
107,884
+6,052
+6% +$242K
ENTG icon
1589
Entegris
ENTG
$16.3B
$3.24M 0.01%
236,533
+5,175
+2% +$68.2K
RTI
1590
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$3.24M 0.01%
90,147
+10,973
+14% +$308K
QLIK
1591
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$3.23M 0.01%
103,797
+3,592
+4% +$110K
SAIA icon
1592
Saia
SAIA
$10.5B
$3.23M 0.01%
72,901
-13,648
-16% -$629K
SMTC icon
1593
Semtech
SMTC
$9.65B
$3.22M 0.01%
120,972
+15,786
+15% +$430K
PMT
1594
PennyMac Mortgage Investment
PMT
$845M
$3.22M 0.01%
151,267
+55,993
+59% +$1.21M
AWAY
1595
DELISTED
HOMEAWAY INC COM
AWAY
$3.21M 0.01%
106,502
+7,552
+8% +$219K
FWRD icon
1596
Forward Air
FWRD
$461M
$3.21M 0.01%
59,028
+4,007
+7% +$205K
KRG icon
1597
Kite Realty
KRG
$5.86B
$3.2M 0.01%
113,631
+5,414
+5% +$157K
LII icon
1598
Lennox International
LII
$15B
$3.2M 0.01%
28,622
+862
+3% +$88.9K
MANT
1599
DELISTED
Mantech International Corp
MANT
$3.19M 0.01%
94,113
+19,015
+25% +$623K
PRI icon
1600
Primerica
PRI
$10.1B
$3.19M 0.01%
62,690
-533
-0.8% -$27.7K
62 63
64
65 66

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.