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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
BSBR icon
3126
Santander
BSBR
$41B
$340K ﹤0.01%
+80,460
New +$368K
FNHC
3127
DELISTED
FedNat Holding Company Common Stock
FNHC
$339K ﹤0.01%
11,075
-8,276
-43% -$237K
UMH
3128
UMH Properties
UMH
$1.34B
$338K ﹤0.01%
33,607
-420
-1% -$4.06K
FSD
3129
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$337K ﹤0.01%
20,570
-3
-0% -$49
NVGS icon
3130
Navigator Holdings
NVGS
$1.34B
$335K ﹤0.01%
17,525
+3,816
+28% +$68.9K
SNHNI
3131
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$335K ﹤0.01%
13,468
+477
+4% +$11.8K
FNLC icon
3132
First Bancorp
FNLC
$400M
$333K ﹤0.01%
+19,106
New +$323K
JKS
3133
JinkoSolar
JKS
$782M
$333K ﹤0.01%
+12,975
New +$276K
DLR.PRH.CL
3134
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$333K ﹤0.01%
12,046
+415
+4% +$11.4K
CAI
3135
DELISTED
CAI International, Inc.
CAI
$332K ﹤0.01%
13,494
-1,650
-11% -$38.2K
NRO
3136
Neuberger Real Estate Securities Income Fund Inc
NRO
$195M
$331K ﹤0.01%
+64,097
New +$332K
AIF
3137
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$331K ﹤0.01%
20,260
+1,986
+11% +$32.4K
RP
3138
DELISTED
RealPage, Inc.
RP
$331K ﹤0.01%
16,424
-6,602
-29% -$131K
TERP
3139
DELISTED
TerraForm Power, Inc
TERP
$331K ﹤0.01%
9,066
+31
+0.3% +$1.02K
HPTRP
3140
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$331K ﹤0.01%
12,504
+421
+3% +$11.2K
MNTA
3141
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$330K ﹤0.01%
21,734
+277
+1% +$3.6K
POZN
3142
DELISTED
POZEN INC
POZN
$329K ﹤0.01%
42,641
-16,700
-28% -$121K
ATRC icon
3143
AtriCure
ATRC
$2.01B
$327K ﹤0.01%
15,948
– –
HALL
3144
DELISTED
Hallmark Financial Services, Inc.
HALL
$326K ﹤0.01%
3,077
+127
+4% +$14.1K
HPTX
3145
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
$326K ﹤0.01%
+7,096
New +$212K
ENTR
3146
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$326K ﹤0.01%
110,219
+60,737
+123% +$170K
NEE.PRH.CL
3147
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$326K ﹤0.01%
12,899
+457
+4% +$11.5K
RESI
3148
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$326K ﹤0.01%
+15,624
New +$302K
ORIG
3149
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$325K ﹤0.01%
5
– –
SPA
3150
DELISTED
Sparton
SPA
$324K ﹤0.01%
13,212
+18
+0.1% +$431
124 125
126
127 128

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MCM
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PSUF
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BAM
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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.