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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
MSD
2876
Morgan Stanley Emerging Markets Debt Fund
MSD
$148M
$574K ﹤0.01%
63,093
+3,539
+6% +$33.5K
MVC
2877
DELISTED
MVC Capital, Inc.
MVC
$574K ﹤0.01%
58,385
+4,789
+9% +$51.7K
ELGX
2878
DELISTED
Endologix Inc
ELGX
$574K ﹤0.01%
3,755
+901
+32% +$112K
DCP
2879
DELISTED
DCP Midstream, LP
DCP
$573K ﹤0.01%
+12,619
New +$631K
TTPH
2880
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$571K ﹤0.01%
+719
New +$387K
DFRG
2881
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$570K ﹤0.01%
24,004
+1,079
+5% +$24K
NILE
2882
DELISTED
Blue Nile, Inc.
NILE
$570K ﹤0.01%
15,835
+886
+6% +$29.3K
EXXI
2883
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$568K ﹤0.01%
174,265
+135,726
+352% +$828K
WMAR
2884
DELISTED
West Marine Inc
WMAR
$567K ﹤0.01%
43,922
– –
AVD icon
2885
American Vanguard Corp
AVD
$75.5M
$565K ﹤0.01%
48,585
+23,584
+94% +$261K
SHYF
2886
DELISTED
The Shyft Group
SHYF
$565K ﹤0.01%
107,413
-317
-0.3% -$1.63K
MWR.CL
2887
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$565K ﹤0.01%
22,173
+501
+2% +$12.7K
INGN icon
2888
Inogen
INGN
$174M
$564K ﹤0.01%
+17,981
New +$436K
ZNH
2889
DELISTED
China Southern Airlines Company Limited
ZNH
$563K ﹤0.01%
23,548
+2,906
+14% +$58.7K
SEAC
2890
DELISTED
Seachange International Inc
SEAC
$562K ﹤0.01%
4,405
-29
-0.7% -$3.84K
ACHN
2891
DELISTED
Achillion Pharmaceuticals
ACHN
$561K ﹤0.01%
45,828
-16,081
-26% -$196K
FRM
2892
DELISTED
FURMANITE CORPORATION COM
FRM
$559K ﹤0.01%
71,478
-6,132
-8% -$43.2K
ECOM
2893
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$557K ﹤0.01%
+25,801
New +$442K
PHX
2894
DELISTED
PHX Minerals
PHX
$556K ﹤0.01%
23,884
+242
+1% +$5.1K
PAMT
2895
PAMT Corp
PAMT
$355M
$556K ﹤0.01%
42,932
+984
+2% +$10.7K
RCPT
2896
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
$556K ﹤0.01%
+4,542
New +$460K
MQT
2897
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$555K ﹤0.01%
42,072
+694
+2% +$9.09K
LCII icon
2898
LCI Industries
LCII
$2.63B
$554K ﹤0.01%
+10,856
New +$507K
PTVCB
2899
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$552K ﹤0.01%
21,394
+2,856
+15% +$73.7K
STEW
2900
SRH Total Return Fund
STEW
$1.8B
$550K ﹤0.01%
60,768
+1,669
+3% +$14.8K
114 115
116
117 118

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MCM
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PSUF
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BAM
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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.