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
GLNG icon
2201
Golar LNG
GLNG
$4.82B
$1.5M ﹤0.01%
45,080
+11,723
+35% +$376K
CHDN icon
2202
Churchill Downs
CHDN
$6.17B
$1.5M ﹤0.01%
78,198
-846
-1% -$14.5K
DORM icon
2203
Dorman Products
DORM
$4.22B
$1.5M ﹤0.01%
30,050
-1,572
-5% -$74K
RITM icon
2204
Rithm Capital
RITM
$5.58B
$1.5M ﹤0.01%
99,457
+17,706
+22% +$244K
GTY
2205
Getty Realty Corp
GTY
$2.16B
$1.49M ﹤0.01%
83,028
+10,358
+14% +$187K
CNXN icon
2206
PC Connection
CNXN
$2.09B
$1.49M ﹤0.01%
57,130
-3,477
-6% -$85.4K
RSO
2207
DELISTED
Resource Capital Corp.
RSO
$1.49M ﹤0.01%
82,104
+8,766
+12% +$168K
AUB icon
2208
Atlantic Union Bankshares
AUB
$6.05B
$1.49M ﹤0.01%
66,844
-17,193
-20% -$382K
PGI
2209
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$1.49M ﹤0.01%
155,344
-181,601
-54% -$1.73M
SLF icon
2210
Sun Life Financial
SLF
$45.6B
$1.48M ﹤0.01%
48,140
+18,329
+61% +$585K
RFP
2211
DELISTED
Resolute Forest Products Inc.
RFP
$1.48M ﹤0.01%
86,029
-13,775
-14% -$237K
LABL
2212
DELISTED
Multi-Color Corp
LABL
$1.48M ﹤0.01%
21,397
+2,114
+11% +$134K
IWO icon
2213
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.48M ﹤0.01%
9,776
-1,065
-10% -$155K
CLDX icon
2214
Celldex Therapeutics
CLDX
$2.94B
$1.48M ﹤0.01%
3,539
+157
+5% +$56.2K
PRLB icon
2215
Protolabs
PRLB
$1.7B
$1.48M ﹤0.01%
21,102
+1,954
+10% +$132K
TCBI icon
2216
Texas Capital Bancshares
TCBI
$4.28B
$1.47M ﹤0.01%
30,289
-12,122
-29% -$572K
TFM
2217
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.47M ﹤0.01%
36,273
+6,475
+22% +$252K
SBY
2218
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.47M ﹤0.01%
91,045
+15,324
+20% +$245K
IDV icon
2219
iShares International Select Dividend ETF
IDV
$8.31B
$1.47M ﹤0.01%
+43,703
New +$1.5M
NC icon
2220
NACCO Industries
NC
$359M
$1.47M ﹤0.01%
121,462
-4,000
-3% -$51.2K
SHEN icon
2221
Shenandoah Telecom
SHEN
$678M
$1.47M ﹤0.01%
94,278
-9,636
-9% -$147K
NPF
2222
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.47M ﹤0.01%
105,446
-1,707
-2% -$23.9K
HVT icon
2223
Haverty Furniture Companies
HVT
$418M
$1.47M ﹤0.01%
58,877
-3,752
-6% -$91K
KOP icon
2224
Koppers
KOP
$946M
$1.46M ﹤0.01%
74,186
+14,758
+25% +$297K
VCO
2225
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.46M ﹤0.01%
35,346
-146
-0.4% -$5.67K
87 88
89
90 91

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.