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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
IGE icon
2951
iShares North American Natural Resources ETF
IGE
$732M
$490K ﹤0.01%
+12,792
New +$518K
LYTS icon
2952
LSI Industries
LYTS
$843M
$490K ﹤0.01%
72,224
+2,545
+4% +$16.9K
PROV icon
2953
Provident Financial
PROV
$111M
$490K ﹤0.01%
32,410
-1,608
-5% -$23.8K
GABC icon
2954
German American Bancorp
GABC
$1.9B
$488K ﹤0.01%
24,002
+15
+0.1% +$286
HTGC icon
2955
Hercules Capital
HTGC
$2.99B
$487K ﹤0.01%
32,696
-281
-0.9% -$4.24K
EBIX
2956
DELISTED
Ebix Inc
EBIX
$486K ﹤0.01%
28,599
+7,729
+37% +$119K
PARAA
2957
DELISTED
Paramount Global Class A
PARAA
$485K ﹤0.01%
+8,633
New +$463K
PAHC icon
2958
Phibro Animal Health
PAHC
$1.51B
$484K ﹤0.01%
+15,337
New +$424K
SPDC
2959
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$482K ﹤0.01%
156,098
-1,315
-0.8% -$3.66K
BOOM icon
2960
DMC Global
BOOM
$110M
$481K ﹤0.01%
30,016
-522
-2% -$8.81K
SWJ.CL
2961
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$481K ﹤0.01%
19,058
+507
+3% +$12.7K
FN icon
2962
Fabrinet
FN
$15.7B
$478K ﹤0.01%
26,922
+767
+3% +$12.8K
BNDX icon
2963
Vanguard Total International Bond ETF
BNDX
$82.2B
$477K ﹤0.01%
+8,973
New +$471K
CTWS
2964
DELISTED
Connecticut Water Service Inc
CTWS
$477K ﹤0.01%
13,147
-13,502
-51% -$475K
PBA icon
2965
Pembina Pipeline
PBA
$29.3B
$476K ﹤0.01%
+13,065
New +$496K
HIL
2966
DELISTED
Hill International, Inc. Common Stock
HIL
$476K ﹤0.01%
123,859
-180
-0.1% -$660
SFR
2967
DELISTED
Starwood Waypoint Homes
SFR
$476K ﹤0.01%
18,041
+5,278
+41% +$136K
POZN
2968
DELISTED
POZEN INC
POZN
$475K ﹤0.01%
59,341
+471
+0.8% +$4.04K
USB.PRM
2969
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$475K ﹤0.01%
16,146
+385
+2% +$11.3K
CPF icon
2970
Central Pacific Financial
CPF
$1.02B
$474K ﹤0.01%
22,028
-15,392
-41% -$293K
MER.PRM
2971
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$472K ﹤0.01%
18,675
+398
+2% +$10.1K
SCAI
2972
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$470K ﹤0.01%
+13,956
New +$430K
ZAGG
2973
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$469K ﹤0.01%
69,066
+30,790
+80% +$180K
CSH
2974
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$469K ﹤0.01%
20,719
-25,375
-55% -$553K
FNHC
2975
DELISTED
FedNat Holding Company Common Stock
FNHC
$468K ﹤0.01%
19,351
-473
-2% -$12.9K
117 118
119
120 121

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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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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.