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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
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SIMG
2501
DELISTED
SILICON IMAGE INC
SIMG
$1M ﹤0.01%
182,061
+8,928
+5% +$48K
HZNP
2502
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1M ﹤0.01%
77,903
-44,677
-36% -$559K
ASEI
2503
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1M ﹤0.01%
19,305
+3,463
+22% +$173K
TLM
2504
DELISTED
TALISMAN ENERGY INC
TLM
$997K ﹤0.01%
127,338
+82,400
+183% +$518K
USCR
2505
DELISTED
U S Concrete, Inc.
USCR
$996K ﹤0.01%
35,007
-20,131
-37% -$530K
FTD
2506
DELISTED
FTD Companies, Inc. Common Stock
FTD
$993K ﹤0.01%
28,515
+7,083
+33% +$245K
CRD.B icon
2507
Crawford & Co Class B
CRD.B
$502M
$991K ﹤0.01%
96,369
-1,441
-1% -$13.5K
CLDT
2508
Chatham Lodging
CLDT
$638M
$988K ﹤0.01%
34,112
+3,093
+10% +$81.3K
WTI icon
2509
W&T Offshore
WTI
$473M
$987K ﹤0.01%
134,465
+44,692
+50% +$382K
JRI icon
2510
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$986K ﹤0.01%
52,214
+1,356
+3% +$26.8K
SB icon
2511
Safe Bulkers
SB
$761M
$985K ﹤0.01%
251,804
+665
+0.3% +$3.34K
SHOE
2512
Shoe Station Group
SHOE
$431M
$985K ﹤0.01%
76,696
-480
-0.6% -$4.94K
WFC.PRJ.CL
2513
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$985K ﹤0.01%
33,755
+892
+3% +$25.9K
PSA.PRO
2514
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$984K ﹤0.01%
37,844
+962
+3% +$25.1K
BANR icon
2515
Banner Corp
BANR
$2.4B
$983K ﹤0.01%
22,851
-7,464
-25% -$309K
MLCO icon
2516
Melco Resorts & Entertainment
MLCO
$2.19B
$972K ﹤0.01%
38,261
-7,484
-16% -$187K
OIBR
2517
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$971K ﹤0.01%
+304,233
New +$14.9M
RGR icon
2518
Sturm, Ruger & Co
RGR
$611M
$970K ﹤0.01%
28,004
+9,975
+55% +$407K
VGI
2519
Virtus Global Multi-Sector Income Fund
VGI
$81.8M
$970K ﹤0.01%
61,221
+5,850
+11% +$96.8K
AL
2520
DELISTED
Air Lease Corp
AL
$968K ﹤0.01%
28,211
-821
-3% -$28.9K
FNFV
2521
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$968K ﹤0.01%
80,698
+20,894
+35% +$224K
FBNC icon
2522
First Bancorp
FBNC
$2.66B
$967K ﹤0.01%
52,363
-3,907
-7% -$68K
CLD
2523
DELISTED
Cloud Peak Energy Inc
CLD
$965K ﹤0.01%
105,155
+22,242
+27% +$247K
FBRC
2524
DELISTED
FBR & Co. Common Stock
FBRC
$964K ﹤0.01%
39,193
-7,713
-16% -$195K
HEI icon
2525
HEICO Corp
HEI
$50.8B
$962K ﹤0.01%
38,899
-4,788
-11% -$103K
99 100
101
102 103

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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 Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.