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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
TKA
3201
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$300K ﹤0.01%
22,669
-19,305
-46% -$255K
CLS icon
3202
Celestica
CLS
$36.6B
$299K ﹤0.01%
25,511
-30,539
-54% -$328K
IHC
3203
DELISTED
Independence Holding Company
IHC
$299K ﹤0.01%
21,434
-931
-4% -$12.8K
CIGI icon
3204
Colliers International
CIGI
$5.21B
$298K ﹤0.01%
10,030
-13,665
-58% -$421K
PDFS icon
3205
PDF Solutions
PDFS
$2B
$297K ﹤0.01%
19,991
-7,681
-28% -$101K
AFSD
3206
DELISTED
AFLAC Inc
AFSD
$297K ﹤0.01%
12,107
+372
+3% +$9.14K
GFA
3207
DELISTED
Gafisa S.A.
GFA
$297K ﹤0.01%
14,310
-12,577
-47% -$333K
BIL icon
3208
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$296K ﹤0.01%
+3,232
New +$296K
IAE
3209
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$90.5M
$296K ﹤0.01%
+25,863
New +$311K
USAK
3210
DELISTED
USA Truck Inc
USAK
$296K ﹤0.01%
10,434
-4
-0% -$78
DOC
3211
DELISTED
PHYSICIANS REALTY TRUST
DOC
$296K ﹤0.01%
17,828
+7,121
+67% +$109K
CVGW
3212
DELISTED
Calavo Growers
CVGW
$295K ﹤0.01%
+6,247
New +$287K
WNC icon
3213
Wabash National
WNC
$538M
$295K ﹤0.01%
23,902
-16,866
-41% -$192K
GTS
3214
DELISTED
Triple-S Management Corporation
GTS
$295K ﹤0.01%
+12,951
New +$276K
SREV
3215
DELISTED
ServiceSource International, Inc.
SREV
$294K ﹤0.01%
62,752
+2,062
+3% +$7.97K
OVV icon
3216
Ovintiv
OVV
$16.6B
$293K ﹤0.01%
4,218
-2,441
-37% -$208K
GDP
3217
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$293K ﹤0.01%
66,061
-10,914
-14% -$85K
MNP
3218
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$293K ﹤0.01%
19,762
-45
-0.2% -$667
AIF
3219
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$292K ﹤0.01%
18,274
+1,004
+6% +$16.9K
RDI icon
3220
Reading International Class A
RDI
$33.6M
$290K ﹤0.01%
21,834
+1,374
+7% +$14.9K
NVGS icon
3221
Navigator Holdings
NVGS
$1.34B
$289K ﹤0.01%
13,709
+3,028
+28% +$66.4K
GUID
3222
DELISTED
Guidance Software, Inc.
GUID
$289K ﹤0.01%
39,806
-475
-1% -$2.99K
CCBG icon
3223
Capital City Bank Group
CCBG
$890M
$288K ﹤0.01%
18,550
+40
+0.2% +$593
DLN icon
3224
WisdomTree US LargeCap Dividend Fund
DLN
$6.25B
$288K ﹤0.01%
+7,776
New +$282K
KBE icon
3225
State Street SPDR S&P Bank ETF
KBE
$1.63B
$288K ﹤0.01%
8,588
-1,512
-15% -$49.3K
127 128
129
130 131

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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.