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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
CVLG icon
2926
Covenant Logistics
CVLG
$1.09B
$523K ﹤0.01%
+38,606
New +$440K
BNCL
2927
DELISTED
Beneficial Bancorp, Inc.
BNCL
$522K ﹤0.01%
46,806
-623
-1% -$7.35K
AVG
2928
DELISTED
AVG Technologies N.V.
AVG
$521K ﹤0.01%
26,381
-3,160
-11% -$58.3K
DXPE icon
2929
DXP Enterprises
DXPE
$2.49B
$520K ﹤0.01%
10,293
-2,446
-19% -$147K
RPRX
2930
DELISTED
Repros Therapeutics Inc.
RPRX
$520K ﹤0.01%
+52,133
New +$445K
MFIC icon
2931
MidCap Financial Investment
MFIC
$811M
$516K ﹤0.01%
23,163
-3,156
-12% -$75.6K
PPBI
2932
DELISTED
Pacific Premier Bancorp
PPBI
$515K ﹤0.01%
29,719
-431
-1% -$6.81K
DWSN
2933
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
$515K ﹤0.01%
42,109
+8,035
+24% +$120K
LNCO
2934
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$510K ﹤0.01%
49,160
+2,209
+5% +$42.4K
PRGX
2935
DELISTED
PRGX Global, Inc.
PRGX
$508K ﹤0.01%
88,893
-1,981
-2% -$10.9K
IAG icon
2936
IAMGOLD
IAG
$8.24B
$506K ﹤0.01%
+187,328
New +$434K
RP
2937
DELISTED
RealPage, Inc.
RP
$506K ﹤0.01%
23,026
+10,260
+80% +$203K
C.PRK
2938
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$506K ﹤0.01%
19,054
+3,033
+19% +$80.1K
WFC.PRR
2939
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$503K ﹤0.01%
18,144
+3,686
+25% +$103K
JGV
2940
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$501K ﹤0.01%
38,505
+5,789
+18% +$74.6K
IRR
2941
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
$499K ﹤0.01%
60,232
+3,207
+6% +$29.5K
RRTS
2942
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$498K ﹤0.01%
854
+405
+90% +$224K
ACRE
2943
Ares Commercial Real Estate
ACRE
$256M
$497K ﹤0.01%
43,300
+10,236
+31% +$121K
LGND icon
2944
Ligand Pharmaceuticals
LGND
$5.94B
$497K ﹤0.01%
+14,958
New +$487K
CHFN
2945
DELISTED
Charter Financial Corp
CHFN
$497K ﹤0.01%
43,399
+7,237
+20% +$81K
OFG icon
2946
OFG Bancorp
OFG
$2.24B
$494K ﹤0.01%
29,671
-2,167
-7% -$33.3K
VTOL icon
2947
Bristow Group
VTOL
$1.34B
$494K ﹤0.01%
11,680
-217
-2% -$9.62K
INN
2948
Summit Hotel Properties
INN
$743M
$492K ﹤0.01%
39,557
-10,808
-21% -$125K
VNM icon
2949
VanEck Vietnam ETF
VNM
$479M
$492K ﹤0.01%
25,591
+5,151
+25% +$106K
CALD
2950
DELISTED
Callidus Software, Inc.
CALD
$492K ﹤0.01%
30,128
+9,862
+49% +$145K
116 117
118
119 120

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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.