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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.PRG
2901
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$549K ﹤0.01%
23,914
+5,056
+27% +$114K
CIA icon
2902
Citizens
CIA
$259M
$546K ﹤0.01%
71,906
+16,705
+30% +$121K
FARM
2903
DELISTED
Farmer Brothers
FARM
$544K ﹤0.01%
18,483
-6,729
-27% -$192K
SHOS
2904
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$544K ﹤0.01%
41,337
+13,141
+47% +$182K
MRD
2905
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$543K ﹤0.01%
30,138
+11,141
+59% +$249K
PSEM
2906
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$540K ﹤0.01%
39,902
+17,898
+81% +$209K
PGH
2907
DELISTED
Pengrowth Energy Corporation
PGH
$540K ﹤0.01%
173,681
+45,480
+35% +$168K
HURC icon
2908
Hurco Companies Inc
HURC
$135M
$539K ﹤0.01%
15,808
+137
+0.9% +$4.82K
EMB icon
2909
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$538K ﹤0.01%
+4,906
New +$552K
NS
2910
DELISTED
NuStar Energy L.P.
NS
$538K ﹤0.01%
+9,308
New +$553K
NSM
2911
DELISTED
Nationstar Mortgage Holdings
NSM
$538K ﹤0.01%
19,076
-118,787
-86% -$3.68M
DDC
2912
DELISTED
Dominion Diamond Corporation
DDC
$538K ﹤0.01%
29,981
-10,722
-26% -$166K
DRII
2913
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$537K ﹤0.01%
+19,245
New +$474K
TSI
2914
TCW Strategic Income Fund
TSI
$215M
$536K ﹤0.01%
99,512
+2,232
+2% +$12.3K
EMCI
2915
DELISTED
EMC INS Group Inc
EMCI
$536K ﹤0.01%
22,665
+265
+1% +$5.55K
ESIO
2916
DELISTED
Electro Scientific Industries
ESIO
$536K ﹤0.01%
69,135
+2,850
+4% +$20.3K
PNX
2917
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$534K ﹤0.01%
+7,758
New +$472K
PGTI
2918
DELISTED
PGT, Inc.
PGTI
$532K ﹤0.01%
55,288
-16,489
-23% -$154K
YZC
2919
DELISTED
Yanzhou Coal Mining
YZC
$532K ﹤0.01%
63,125
+3,104
+5% +$25.7K
CAA
2920
DELISTED
CalAtlantic Group, Inc.
CAA
$531K ﹤0.01%
14,577
-21,533
-60% -$799K
RQI icon
2921
Cohen & Steers Quality Income Realty Fund
RQI
$1.72B
$528K ﹤0.01%
43,318
+5,180
+14% +$59.8K
TITN icon
2922
Titan Machinery
TITN
$467M
$527K ﹤0.01%
37,837
+18,584
+97% +$253K
ORBK
2923
DELISTED
Orbotech Ltd
ORBK
$525K ﹤0.01%
35,496
-9,197
-21% -$137K
BTH
2924
DELISTED
BLYTH,INC
BTH
$524K ﹤0.01%
57,269
+881
+2% +$7.78K
KNM
2925
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$524K ﹤0.01%
28,581
-7,067
-20% -$134K
115 116
117
118 119

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MCM
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PSUF
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SCC
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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.