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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
CALL
3376
DELISTED
magicJack VocalTec Ltd
CALL
$205K ﹤0.01%
25,266
-22,434
-47% -$193K
TTSH
3377
DELISTED
Tile Shop Holdings
TTSH
$204K ﹤0.01%
22,932
-81,904
-78% -$729K
PSA.PRW
3378
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$204K ﹤0.01%
+8,889
New +$205K
TSRE
3379
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
$204K ﹤0.01%
+26,549
New +$196K
PDS
3380
Precision Drilling
PDS
$1.09B
$203K ﹤0.01%
1,677
-1,924
-53% -$292K
CONN
3381
DELISTED
Conn's Inc.
CONN
$203K ﹤0.01%
+10,836
New +$306K
GWB
3382
DELISTED
Great Western Bancorp, Inc.
GWB
$203K ﹤0.01%
+8,909
New +$188K
NEFF
3383
DELISTED
Neff Corporation
NEFF
$203K ﹤0.01%
+18,018
New +$225K
GTT
3384
DELISTED
GTT Communications, Inc.
GTT
$203K ﹤0.01%
+15,355
New +$197K
CSBK
3385
DELISTED
Clifton Bancorp Inc.
CSBK
$203K ﹤0.01%
+14,936
New +$193K
MHF
3386
Western Asset Municipal High Income Fund
MHF
$151M
$202K ﹤0.01%
26,275
-1,003
-4% -$7.41K
PLPC icon
3387
Preformed Line Products
PLPC
$1.52B
$202K ﹤0.01%
+3,698
New +$188K
TTGT icon
3388
TechTarget
TTGT
$246M
$202K ﹤0.01%
+17,733
New +$178K
BWEN icon
3389
Broadwind
BWEN
$113M
$201K ﹤0.01%
37,290
– –
FOR icon
3390
Forestar Group
FOR
$1.44B
$201K ﹤0.01%
13,070
-21,138
-62% -$346K
OMER icon
3391
Omeros
OMER
$709M
$201K ﹤0.01%
+8,098
New +$148K
TRC icon
3392
Tejon Ranch
TRC
$476M
$201K ﹤0.01%
+7,037
New +$198K
VERU icon
3393
Veru
VERU
$36.1M
$201K ﹤0.01%
5,119
-95
-2% -$3.92K
UCP
3394
DELISTED
UCP, Inc.
UCP
$201K ﹤0.01%
19,178
-1,536
-7% -$18.3K
RLYP
3395
DELISTED
RELYPSA INC COM
RLYP
$200K ﹤0.01%
+6,498
New +$155K
HDNG
3396
DELISTED
Hardinge Inc
HDNG
$199K ﹤0.01%
16,670
– –
BHR
3397
Braemar Hotels & Resorts
BHR
$153M
$198K ﹤0.01%
+11,646
New +$194K
ATCO
3398
DELISTED
Atlas Corp.
ATCO
$198K ﹤0.01%
10,981
-14,447
-57% -$283K
KRNY icon
3399
Kearny Financial
KRNY
$592M
$196K ﹤0.01%
19,673
+357
+2% +$3.6K
AMRS
3400
DELISTED
Amyris Inc.
AMRS
$195K ﹤0.01%
6,325
-2,935
-32% -$125K
134 135
136
137 138

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MCM
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PSUF
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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.