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
(+4.8%)
Cap. Flow
+$1.71B
Cap. Flow
% of AUM
3.44%
Top 10 Holdings %
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 2 |
AGN
Allergan plc
AGN
|
+$75.8M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$56.5M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$47.1M |
| 5 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$46.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan Inc
AGN
|
+$131M |
| 2 |
iShares Russell Top 200 ETF
IWL
|
+$87M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$67.8M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
+$43.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2401
Middlesex Water
MSEX
$1.07B
| $1.14M | ﹤0.01% |
50,229
+49
| +0.1% | +$1.1K |
|
|
NQS
2402
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
| $1.14M | ﹤0.01% |
80,975
-10,446
| -11% | -$148K |
|
|
AVIV
2403
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
| $1.14M | ﹤0.01% |
31,168
+11,581
| +59% | +$429K |
|
|
ACP
2404
abrdn Income Credit Strategies Fund
ACP
$631M
| $1.14M | ﹤0.01% |
77,571
-996
| -1% | -$14.6K |
|
2405
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.41B
| $1.14M | ﹤0.01% |
23,812
-12,984
| -35% | -$613K |
|
|
ZINC
2406
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $1.13M | ﹤0.01% |
89,609
-42,798
| -32% | -$582K |
|
2407
PLDT
PHI
$4.32B
| $1.13M | ﹤0.01% |
18,131
+2,058
| +13% | +$138K |
|
|
TIVO
2408
DELISTED
TIVO INC
TIVO
| $1.13M | ﹤0.01% |
106,774
+7,046
| +7% | +$76.1K |
|
|
IPHI
2409
DELISTED
INPHI CORPORATION
IPHI
| $1.13M | ﹤0.01% |
63,468
-142
| -0.2% | -$2.67K |
|
|
WIBC
2410
DELISTED
WILSHIRE BANCORP INC
WIBC
| $1.13M | ﹤0.01% |
113,423
+5,013
| +5% | +$48.4K |
|
2411
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
| $1.13M | ﹤0.01% |
13,267
+8,640
| +187% | +$732K |
|
2412
Melco Resorts & Entertainment
MLCO
$2.21B
| $1.12M | ﹤0.01% |
52,388
+14,127
| +37% | +$338K |
|
2413
TransAlta
TAC
$3.93B
| $1.12M | ﹤0.01% |
120,829
+82,818
| +218% | +$752K |
|
|
BDBD
2414
DELISTED
BOULDER BRANDS INC
BDBD
| $1.12M | ﹤0.01% |
117,930
-1,203
| -1% | -$12.3K |
|
|
NTLS
2415
DELISTED
NTELOS HLDGS CORP COM
NTLS
| $1.12M | ﹤0.01% |
233,917
-37,646
| -14% | -$177K |
|
|
ROSE
2416
DELISTED
ROSETTA RESOURCES INC
ROSE
| $1.12M | ﹤0.01% |
65,836
+15,173
| +30% | +$291K |
|
|
SHOE
2417
Shoe Station Group
SHOE
$424M
| $1.12M | ﹤0.01% |
76,052
-644
| -0.8% | -$7.99K |
|
|
IIP
2418
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $1.12M | ﹤0.01% |
109,181
+28,124
| +35% | +$288K |
|
|
KBAL
2419
DELISTED
Kimball International
KBAL
| $1.11M | ﹤0.01% |
106,287
+2,872
| +3% | +$27.2K |
|
|
PEGI
2420
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $1.11M | ﹤0.01% |
39,348
+13,146
| +50% | +$369K |
|
|
BNCL
2421
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $1.11M | ﹤0.01% |
98,513
+51,707
| +110% | +$573K |
|
|
VGI
2422
Virtus Global Multi-Sector Income Fund
VGI
$81.7M
| $1.11M | ﹤0.01% |
66,494
+5,273
| +9% | +$84.7K |
|
2423
QuidelOrtho
QDEL
$1.13B
| $1.11M | ﹤0.01% |
41,121
-223
| -0.5% | -$5.69K |
|
|
IO
2424
DELISTED
ION Geophysical Corporation
IO
| $1.11M | ﹤0.01% |
34,049
+6,118
| +22% | +$219K |
|
2425
Teck Resources
TECK
$28.2B
| $1.1M | ﹤0.01% |
80,375
+28,328
| +54% | +$399K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.