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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
CXP
3126
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$342K ﹤0.01%
+13,479
New +$339K
RLD
3127
DELISTED
REALD INC COM STK
RLD
$342K ﹤0.01%
28,962
+5,397
+23% +$61K
OLED icon
3128
Universal Display
OLED
$3.81B
$341K ﹤0.01%
+12,290
New +$350K
COF.PRD.CL
3129
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$341K ﹤0.01%
+13,149
New +$335K
NNN.PRD.CL
3130
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$341K ﹤0.01%
13,396
+398
+3% +$10.3K
C.PRL.CL
3131
DELISTED
Citigroup Inc.
C.PRL.CL
$340K ﹤0.01%
+12,968
New +$334K
STNR
3132
DELISTED
STEINER LEISURE LTD
STNR
$340K ﹤0.01%
7,365
-8,157
-53% -$339K
HCN.PRJ.CL
3133
DELISTED
Welltower Inc.
HCN.PRJ.CL
$340K ﹤0.01%
12,748
+387
+3% +$10.1K
WRES
3134
DELISTED
WARREN RESOURCES INC
WRES
$340K ﹤0.01%
211,114
-112,332
-35% -$318K
IBA
3135
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$338K ﹤0.01%
+6,779
New +$381K
ICPT
3136
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$336K ﹤0.01%
+2,153
New +$398K
ISF.CL
3137
DELISTED
ING Groep NV
ISF.CL
$336K ﹤0.01%
13,164
+325
+3% +$8.24K
AEGR
3138
DELISTED
Aegerion Pharmaceuticals
AEGR
$336K ﹤0.01%
+16,041
New +$404K
HTHT icon
3139
Huazhu Hotels Group
HTHT
$12.9B
$335K ﹤0.01%
51,056
-63,804
-56% -$400K
JPM.PRE.CL
3140
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$335K ﹤0.01%
13,092
+342
+3% +$8.63K
SCMP
3141
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$334K ﹤0.01%
23,408
-3,245
-12% -$34.3K
IJR icon
3142
iShares Core S&P Small-Cap ETF
IJR
$110B
$332K ﹤0.01%
+5,816
New +$318K
DLR.PRE
3143
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$332K ﹤0.01%
13,023
+357
+3% +$9.16K
EJ
3144
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$332K ﹤0.01%
45,797
-11,474
-20% -$98.3K
SMPL
3145
DELISTED
SIMPLICITY BANCORP INC
SMPL
$332K ﹤0.01%
19,385
-1,385
-7% -$22.9K
ESSA
3146
DELISTED
ESSA Bancorp
ESSA
$330K ﹤0.01%
27,477
+3,187
+13% +$36.6K
VBK icon
3147
Vanguard Small-Cap Growth ETF
VBK
$23.3B
$330K ﹤0.01%
+2,624
New +$322K
AIFU
3148
AIFU Inc
AIFU
$205M
$330K ﹤0.01%
124
+4
+3% +$9.22K
FSD
3149
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$329K ﹤0.01%
20,573
-179
-0.9% -$2.98K
COB
3150
DELISTED
CommunityOne Bancorp
COB
$329K ﹤0.01%
28,699
+8,032
+39% +$82.2K
124 125
126
127 128

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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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ACI
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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.