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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
AREX
3176
DELISTED
Approach Resources Inc.
AREX
$317K ﹤0.01%
+49,583
New +$475K
LGTY
3177
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$316K ﹤0.01%
34,678
+322
+0.9% +$2.94K
HPTRP
3178
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$316K ﹤0.01%
12,083
+304
+3% +$7.94K
NVRO
3179
DELISTED
NEVRO CORP.
NVRO
$313K ﹤0.01%
+8,092
New +$255K
SNHNI
3180
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$313K ﹤0.01%
12,991
+395
+3% +$9.25K
ENZ
3181
DELISTED
Enzo Biochem, Inc.
ENZ
$312K ﹤0.01%
70,275
-9,112
-11% -$43.4K
ISH
3182
DELISTED
INTL SHIPHOLDING CORP
ISH
$312K ﹤0.01%
20,946
-1,794
-8% -$30.7K
BFIN
3183
DELISTED
BankFinancial
BFIN
$311K ﹤0.01%
26,204
-148
-0.6% -$1.69K
ASPS icon
3184
Altisource Portfolio Solutions
ASPS
$62.7M
$310K ﹤0.01%
+1,147
New +$593K
CLCT
3185
DELISTED
Collectors Universe
CLCT
$310K ﹤0.01%
14,858
+667
+5% +$14.9K
ANDX
3186
DELISTED
Andeavor Logistics LP
ANDX
$310K ﹤0.01%
+5,264
New +$306K
DLR.PRH.CL
3187
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$310K ﹤0.01%
11,631
+359
+3% +$9.51K
VRN
3188
DELISTED
Veren
VRN
$309K ﹤0.01%
+14,095
New +$384K
IVAC
3189
DELISTED
Intevac Inc
IVAC
$309K ﹤0.01%
39,824
+147
+0.4% +$1.1K
PCW
3190
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$309K ﹤0.01%
45,484
+553
+1% +$3.76K
CYD icon
3191
China Yuchai International
CYD
$1.75B
$308K ﹤0.01%
16,223
-13,237
-45% -$237K
NEE.PRJ
3192
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$308K ﹤0.01%
13,771
+477
+4% +$10.5K
MSO
3193
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$306K ﹤0.01%
70,966
-685
-1% -$2.83K
NEE.PRH.CL
3194
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$306K ﹤0.01%
12,442
+366
+3% +$9K
BCS.PRA.CL
3195
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
$306K ﹤0.01%
11,844
-10,643
-47% -$274K
INTX
3196
DELISTED
Intersections, Inc.
INTX
$305K ﹤0.01%
78,108
-1,834
-2% -$7.19K
PACD
3197
DELISTED
Pacific Drilling S A
PACD
$304K ﹤0.01%
+6,563
New +$422K
GBLI icon
3198
Global Indemnity Group
GBLI
$396M
$303K ﹤0.01%
10,663
-313
-3% -$8.71K
AERI
3199
DELISTED
Aerie Pharmaceuticals
AERI
$301K ﹤0.01%
+10,310
New +$261K
CCV.CL
3200
DELISTED
Comcast Corporation
CCV.CL
$301K ﹤0.01%
+11,873
New +$300K
126 127
128
129 130

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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.