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
NPK icon
2226
National Presto Industries
NPK
$870M
$1.46M ﹤0.01%
22,993
+11
+0% +$678
SIR
2227
DELISTED
SELECT INCOME REIT
SIR
$1.46M ﹤0.01%
132,705
+33,936
+34% +$374K
OLP
2228
One Liberty Properties
OLP
$542M
$1.46M ﹤0.01%
59,662
+6,568
+12% +$159K
TISI icon
2229
Team
TISI
$80.6M
$1.46M ﹤0.01%
3,738
+197
+6% +$75.5K
NUAN
2230
DELISTED
Nuance Communications, Inc.
NUAN
$1.46M ﹤0.01%
117,215
-16,840
-13% -$203K
BOKF icon
2231
BOK Financial
BOKF
$8.58B
$1.45M ﹤0.01%
23,754
-42,380
-64% -$2.47M
RPXC
2232
DELISTED
RPX Corporation
RPXC
$1.45M ﹤0.01%
101,033
+7,208
+8% +$99.2K
AR icon
2233
Antero Resources
AR
$10.9B
$1.44M ﹤0.01%
40,761
+8,137
+25% +$305K
FFIN icon
2234
First Financial Bankshares
FFIN
$5.05B
$1.43M ﹤0.01%
103,478
-51,602
-33% -$687K
KWR icon
2235
Quaker Houghton
KWR
$2.58B
$1.43M ﹤0.01%
16,659
+466
+3% +$39K
BWG
2236
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.43M ﹤0.01%
89,485
+18,742
+26% +$313K
BBT
2237
Beacon Financial Corp
BBT
$2.5B
$1.42M ﹤0.01%
51,222
+31
+0.1% +$812
BEAT
2238
DELISTED
BioTelemetry, Inc.
BEAT
$1.42M ﹤0.01%
160,221
-32,795
-17% -$331K
VSAT icon
2239
Viasat
VSAT
$9.67B
$1.42M ﹤0.01%
23,744
+76
+0.3% +$4.61K
CSS
2240
DELISTED
CSS Industries, Inc.
CSS
$1.41M ﹤0.01%
46,895
-172
-0.4% -$4.93K
BAC.PRW.CL
2241
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.41M ﹤0.01%
54,695
+9,329
+21% +$240K
STMP
2242
DELISTED
Stamps.com, Inc.
STMP
$1.41M ﹤0.01%
20,983
-6,131
-23% -$326K
EPE
2243
DELISTED
EP Energy Corporation
EPE
$1.41M ﹤0.01%
134,508
+639
+0.5% +$6.73K
OFG icon
2244
OFG Bancorp
OFG
$2.21B
$1.41M ﹤0.01%
86,306
+56,635
+191% +$945K
ISSI
2245
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$1.41M ﹤0.01%
78,783
+13,377
+20% +$225K
APEI icon
2246
American Public Education
APEI
$940M
$1.41M ﹤0.01%
46,933
-641
-1% -$21.4K
BGFV
2247
DELISTED
Big 5 Sporting Goods
BGFV
$1.41M ﹤0.01%
105,846
-13,592
-11% -$174K
GLF
2248
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$1.4M ﹤0.01%
107,275
+20,895
+24% +$374K
DHX icon
2249
DHI Group
DHX
$177M
$1.4M ﹤0.01%
156,439
+43,234
+38% +$392K
MOV icon
2250
Movado Group
MOV
$840M
$1.4M ﹤0.01%
48,898
+9,276
+23% +$233K
88 89
90
91 92

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.