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
COR
2451
DELISTED
Coresite Realty Corporation
COR
$1.06M ﹤0.01%
21,858
+4,401
+25% +$202K
NNBR icon
2452
NN Inc
NNBR
$237M
$1.06M ﹤0.01%
42,345
-19,314
-31% -$461K
RATE
2453
DELISTED
Bankrate Inc
RATE
$1.06M ﹤0.01%
93,681
+11,911
+15% +$148K
CWEN icon
2454
Clearway Energy Class C
CWEN
$4.79B
$1.06M ﹤0.01%
41,834
+3,910
+10% +$102K
PEGA icon
2455
Pegasystems
PEGA
$5.09B
$1.06M ﹤0.01%
97,294
-204
-0.2% -$2.11K
AIQ
2456
DELISTED
Alliance Healthcare Services
AIQ
$1.06M ﹤0.01%
47,711
-2,444
-5% -$56.1K
PAC icon
2457
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$1.06M ﹤0.01%
16,112
+930
+6% +$61.2K
ZUMZ icon
2458
Zumiez
ZUMZ
$330M
$1.05M ﹤0.01%
26,161
-79
-0.3% -$3.06K
MSD
2459
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$1.05M ﹤0.01%
113,472
+50,379
+80% +$465K
HEI icon
2460
HEICO Corp
HEI
$49.6B
$1.04M ﹤0.01%
41,794
+2,895
+7% +$71.4K
JOE icon
2461
St. Joe Company
JOE
$3.55B
$1.04M ﹤0.01%
56,286
-8,833
-14% -$152K
PACD
2462
DELISTED
Pacific Drilling S A
PACD
$1.04M ﹤0.01%
26,859
+20,296
+309% +$752K
AT
2463
DELISTED
Atlantic Power Corporation
AT
$1.04M ﹤0.01%
370,395
-12,661
-3% -$34.9K
DRII
2464
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$1.04M ﹤0.01%
31,076
+11,831
+61% +$371K
DAKT icon
2465
Daktronics
DAKT
$946M
$1.04M ﹤0.01%
95,833
-947
-1% -$11K
DSPG
2466
DELISTED
DSP Group Inc
DSPG
$1.03M ﹤0.01%
86,189
-12,085
-12% -$135K
DNKN
2467
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.03M ﹤0.01%
21,724
-90
-0.4% -$4.18K
TG icon
2468
Tredegar Corp
TG
$260M
$1.03M ﹤0.01%
51,302
+412
+0.8% +$8.65K
LQDT icon
2469
Liquidity Services
LQDT
$1.2B
$1.03M ﹤0.01%
104,334
+61,179
+142% +$550K
CFNL
2470
DELISTED
Cardinal Financial Corp
CFNL
$1.03M ﹤0.01%
51,478
-1,173
-2% -$22.4K
PSA.PRO
2471
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$1.02M ﹤0.01%
40,905
+3,061
+8% +$78.8K
NWBI icon
2472
Northwest Bancshares
NWBI
$2.33B
$1.02M ﹤0.01%
86,371
-31,724
-27% -$377K
WFC.PRJ.CL
2473
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1.02M ﹤0.01%
34,927
+1,172
+3% +$34.2K
BCA
2474
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.02M ﹤0.01%
64,014
+1,112
+2% +$19K
OIBR
2475
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$1.02M ﹤0.01%
662,876
+358,643
+118% +$778K
97 98
99
100 101

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.