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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
MEI icon
1626
Methode Electronics
MEI
$486M
$3.09M 0.01%
65,663
-25,275
-28% -$1.01M
BRKL
1627
DELISTED
Brookline Bancorp
BRKL
$3.09M 0.01%
307,150
+4,281
+1% +$41.7K
ACH
1628
Accendra Health
ACH
$256M
$3.09M 0.01%
91,228
-8,249
-8% -$287K
MTRN icon
1629
Materion
MTRN
$4.33B
$3.09M 0.01%
80,305
-4,316
-5% -$155K
CALY
1630
Callaway Golf Company
CALY
$3.33B
$3.08M 0.01%
323,109
+31,175
+11% +$265K
SHOO icon
1631
Steven Madden
SHOO
$3.5B
$3.06M 0.01%
120,900
+31,276
+35% +$732K
CUBE icon
1632
CubeSmart
CUBE
$9.34B
$3.06M 0.01%
126,587
+2,649
+2% +$63.8K
CZR
1633
DELISTED
Caesars Entertainment Corporation
CZR
$3.05M 0.01%
290,008
-157,698
-35% -$1.74M
GPOR
1634
DELISTED
Gulfport Energy Corp.
GPOR
$3.05M 0.01%
66,352
+11,475
+21% +$485K
IJH icon
1635
iShares Core S&P Mid-Cap ETF
IJH
$122B
$3.04M 0.01%
99,850
+16,750
+20% +$495K
UVV icon
1636
Universal Corp
UVV
$1.33B
$3.04M 0.01%
64,349
-8,954
-12% -$396K
CVI icon
1637
CVR Energy
CVI
$3.83B
$3.02M 0.01%
70,999
+28,963
+69% +$1.14M
CGNX icon
1638
Cognex
CGNX
$10.4B
$3.02M 0.01%
121,756
+8,522
+8% +$181K
PINC
1639
DELISTED
Premier
PINC
$3.01M 0.01%
80,200
+23,834
+42% +$832K
IWD icon
1640
iShares Russell 1000 Value ETF
IWD
$81.8B
$3.01M 0.01%
29,193
+9,963
+52% +$1.03M
AAWW
1641
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$3.01M 0.01%
69,954
+7,700
+12% +$359K
UE icon
1642
Urban Edge Properties
UE
$2.87B
$3M 0.01%
+126,729
New +$3.03M
UTIW
1643
DELISTED
UTI WORLDWIDE INC
UTIW
$3M 0.01%
244,170
+80,268
+49% +$993K
PFS icon
1644
Provident Financial Services
PFS
$3.24B
$3M 0.01%
160,738
+945
+0.6% +$17.1K
NPBC
1645
DELISTED
NATL PENN BANCSHARES INC
NPBC
$3M 0.01%
278,350
+9,667
+4% +$101K
SXC icon
1646
SunCoke Energy
SXC
$717M
$2.99M 0.01%
200,408
+72,867
+57% +$1.24M
MATX icon
1647
Matsons
MATX
$6.16B
$2.99M 0.01%
70,996
-10,303
-13% -$391K
GMED icon
1648
Globus Medical
GMED
$10.9B
$2.99M 0.01%
118,486
+3,550
+3% +$86.5K
ALNY icon
1649
Alnylam Pharmaceuticals
ALNY
$27.4B
$2.99M 0.01%
28,625
+4,259
+17% +$432K
KGC icon
1650
Kinross Gold
KGC
$28.2B
$2.98M 0.01%
1,332,310
-14,207
-1% -$41.3K
64 65
66
67 68

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.