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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
ONE
3101
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$366K ﹤0.01%
86,966
+35,823
+70% +$116K
HIMX
3102
Himax Technologies
HIMX
$2.22B
$362K ﹤0.01%
44,906
-29,854
-40% -$236K
STRL icon
3103
Sterling Infrastructure
STRL
$19.5B
$361K ﹤0.01%
56,420
+1,019
+2% +$7.4K
PJH
3104
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$360K ﹤0.01%
14,368
+442
+3% +$11K
BANC icon
3105
Banc of California
BANC
$3.21B
$358K ﹤0.01%
31,185
-4,370
-12% -$49.6K
RM icon
3106
Regional Management Corp
RM
$386M
$358K ﹤0.01%
22,636
+4,716
+26% +$70.4K
EWJ icon
3107
iShares MSCI Japan ETF
EWJ
$21.7B
$357K ﹤0.01%
7,941
-1,582
-17% -$72.6K
WSR
3108
DELISTED
Whitestone REIT
WSR
$357K ﹤0.01%
23,637
+3,935
+20% +$57.9K
HALL
3109
DELISTED
Hallmark Financial Services, Inc.
HALL
$357K ﹤0.01%
2,950
-2
-0.1% -$225
BVH
3110
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$354K ﹤0.01%
4,308
-56
-1% -$4.73K
BF.A icon
3111
Brown-Forman Class A
BF.A
$12.8B
$353K ﹤0.01%
+10,065
New +$361K
LQDT icon
3112
Liquidity Services
LQDT
$1.21B
$353K ﹤0.01%
43,155
+9,983
+30% +$109K
GORO icon
3113
Goldgroup Mining Inc.
GORO
$162M
$351K ﹤0.01%
103,716
-1,797
-2% -$7.13K
CAI
3114
DELISTED
CAI International, Inc.
CAI
$351K ﹤0.01%
15,144
-6,797
-31% -$144K
RBS.PRS.CL
3115
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$350K ﹤0.01%
14,072
+287
+2% +$7.13K
MWO.CL
3116
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$350K ﹤0.01%
13,970
+358
+3% +$9.02K
LQD icon
3117
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$349K ﹤0.01%
+2,925
New +$349K
CVT
3118
DELISTED
CVENT, INC.
CVT
$349K ﹤0.01%
12,551
-7,249
-37% -$190K
AMFW
3119
DELISTED
AMEC Foster Wheeler plc
AMFW
$348K ﹤0.01%
+26,919
New +$369K
USPH icon
3120
US Physical Therapy
USPH
$1.17B
$347K ﹤0.01%
+8,261
New +$325K
AMJ
3121
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$347K ﹤0.01%
+7,557
New +$370K
PLUG icon
3122
Plug Power
PLUG
$2.87B
$345K ﹤0.01%
115,040
-13,253
-10% -$52.8K
TAC icon
3123
TransAlta
TAC
$4.25B
$344K ﹤0.01%
38,011
+13,500
+55% +$129K
NQM
3124
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$343K ﹤0.01%
22,524
+470
+2% +$7.01K
ENLC
3125
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$342K ﹤0.01%
9,611
-2,728
-22% -$98K
123 124
125
126 127

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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.