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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
VRTS icon
2676
Virtus Investment Partners
VRTS
$1.14B
$772K ﹤0.01%
+4,527
New +$757K
VRTV
2677
DELISTED
VERITIV CORPORATION
VRTV
$770K ﹤0.01%
14,843
+1,587
+12% +$76.2K
HTR
2678
DELISTED
Brookfield Total Return Fund Inc
HTR
$769K ﹤0.01%
31,609
-6,362
-17% -$159K
IVH
2679
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$767K ﹤0.01%
48,384
+7,343
+18% +$123K
FNBC
2680
DELISTED
First NBC Bank Holding Company
FNBC
$766K ﹤0.01%
21,757
+350
+2% +$12.2K
DTSI
2681
DELISTED
DTS, Inc.
DTSI
$766K ﹤0.01%
24,921
-2,093
-8% -$63K
GERN icon
2682
Geron
GERN
$930M
$765K ﹤0.01%
235,362
+37,061
+19% +$103K
OMF icon
2683
OneMain Financial
OMF
$7.19B
$765K ﹤0.01%
+21,143
New +$768K
WHG icon
2684
Westwood Holdings Group
WHG
$187M
$765K ﹤0.01%
12,375
+14
+0.1% +$850
EZU icon
2685
iShare MSCI Eurozone ETF
EZU
$9.44B
$764K ﹤0.01%
21,037
-978
-4% -$36.3K
NDLS icon
2686
Noodles & Co
NDLS
$88.2M
$763K ﹤0.01%
3,617
+2,117
+141% +$394K
MFRM
2687
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$762K ﹤0.01%
13,128
+2,193
+20% +$136K
FBC
2688
DELISTED
Flagstar Bancorp, Inc. New
FBC
$762K ﹤0.01%
48,473
+4,960
+11% +$77.4K
BMTC
2689
DELISTED
Bryn Mawr Bank Corp
BMTC
$761K ﹤0.01%
24,316
-161
-0.7% -$4.81K
SFY
2690
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$760K ﹤0.01%
187,673
+84,654
+82% +$506K
MENT
2691
DELISTED
Mentor Graphics Corp
MENT
$759K ﹤0.01%
34,605
-9,048
-21% -$191K
KWEB icon
2692
KraneShares CSI China Internet ETF
KWEB
$5.41B
$758K ﹤0.01%
+23,254
New +$811K
CEMP
2693
DELISTED
Cempra, Inc.
CEMP
$757K ﹤0.01%
32,201
+272
+0.9% +$4.06K
IMN
2694
DELISTED
Imation
IMN
$756K ﹤0.01%
199,566
-6,070
-3% -$19.5K
SRGA
2695
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$754K ﹤0.01%
4,831
– –
TRK
2696
DELISTED
Speedway Motorsports, Inc.
TRK
$752K ﹤0.01%
34,372
+525
+2% +$10.3K
ALL.PRE.CL
2697
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$751K ﹤0.01%
28,515
+683
+2% +$17.9K
KRO icon
2698
KRONOS Worldwide
KRO
$712M
$749K ﹤0.01%
57,494
+19,966
+53% +$259K
GLPW
2699
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$749K ﹤0.01%
54,225
+3,233
+6% +$43.5K
GEK.CL
2700
DELISTED
General Electric Capital Corp.
GEK.CL
$748K ﹤0.01%
31,673
+692
+2% +$16.3K
106 107
108
109 110

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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.