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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
BBT.PRE.CL
2601
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$870K ﹤0.01%
35,985
+4,078
+13% +$97.7K
CHU
2602
DELISTED
China Unicom (HONG KONG) Limited
CHU
$870K ﹤0.01%
64,713
-12,119
-16% -$175K
EXL
2603
DELISTED
EXCEL TRUST , INC COM STK
EXL
$867K ﹤0.01%
64,772
+5,728
+10% +$73.3K
ERF
2604
DELISTED
Enerplus Corporation
ERF
$866K ﹤0.01%
90,238
+22,186
+33% +$300K
ETP
2605
DELISTED
Energy Transfer Partners, L.P.
ETP
$865K ﹤0.01%
20,708
+2,051
+11% +$94.4K
AORT icon
2606
Artivion
AORT
$1.31B
$864K ﹤0.01%
76,271
-898
-1% -$9.3K
GSBC icon
2607
Great Southern Bancorp
GSBC
$879M
$862K ﹤0.01%
21,736
-458
-2% -$16.6K
FISI icon
2608
Financial Institutions
FISI
$830M
$860K ﹤0.01%
34,183
-591
-2% -$14.4K
ZOES
2609
DELISTED
Zoe's Kitchen, Inc.
ZOES
$860K ﹤0.01%
28,757
+16,768
+140% +$543K
DXLG icon
2610
Destination XL Group
DXLG
$34.3M
$857K ﹤0.01%
156,946
-13,341
-8% -$67.3K
OMN
2611
DELISTED
OMNOVA Solutions Inc.
OMN
$857K ﹤0.01%
105,331
-4,082
-4% -$27.8K
CSII
2612
DELISTED
Cardiovascular Systems, Inc.
CSII
$856K ﹤0.01%
28,461
+7,224
+34% +$207K
ABMD
2613
DELISTED
Abiomed Inc
ABMD
$855K ﹤0.01%
22,457
+5,898
+36% +$186K
EBF icon
2614
Ennis
EBF
$554M
$850K ﹤0.01%
63,071
-981
-2% -$13.6K
BBRG
2615
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$850K ﹤0.01%
61,110
-838
-1% -$11.1K
HCI icon
2616
HCI Group
HCI
$2.29B
$848K ﹤0.01%
19,623
-27,446
-58% -$1.21M
CLNY
2617
DELISTED
Colony Capital, Inc.
CLNY
$847K ﹤0.01%
35,542
-1,219
-3% -$28.4K
PFC
2618
DELISTED
Premier Financial Corp. Common Stock
PFC
$846K ﹤0.01%
49,650
+1,250
+3% +$18.9K
OPCH icon
2619
Option Care Health
OPCH
$3.53B
$843K ﹤0.01%
30,148
+4,879
+19% +$121K
BKLN icon
2620
Invesco Senior Loan ETF
BKLN
$6.97B
$842K ﹤0.01%
35,032
+8,235
+31% +$199K
LQ
2621
DELISTED
La Quinta Holdings Inc.
LQ
$842K ﹤0.01%
38,183
-2,337
-6% -$48K
RBCAA icon
2622
Republic Bancorp
RBCAA
$1.97B
$840K ﹤0.01%
33,963
-2,306
-6% -$55.2K
DFP
2623
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$426M
$838K ﹤0.01%
37,641
+3,188
+9% +$73.1K
QMCO icon
2624
Quantum Corp
QMCO
$444M
$837K ﹤0.01%
2,971
+6
+0.2% +$1.38K
VGIT icon
2625
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.8B
$836K ﹤0.01%
+12,959
New +$835K
103 104
105
106 107

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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.