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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
AGC
2126
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.64M ﹤0.01%
259,875
+53,240
+26% +$345K
ANIK icon
2127
Anika Therapeutics
ANIK
$215M
$1.63M ﹤0.01%
40,067
-174
-0.4% -$6.8K
CATY icon
2128
Cathay General Bancorp
CATY
$4.23B
$1.63M ﹤0.01%
63,747
+707
+1% +$17.9K
ABAX
2129
DELISTED
Abaxis Inc
ABAX
$1.63M ﹤0.01%
28,644
-7,245
-20% -$389K
CVI icon
2130
CVR Energy
CVI
$3.48B
$1.63M ﹤0.01%
42,036
-33,355
-44% -$1.47M
SHEN icon
2131
Shenandoah Telecom
SHEN
$703M
$1.62M ﹤0.01%
103,914
-1,076
-1% -$15.2K
PTP
2132
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.62M ﹤0.01%
22,126
-10,125
-31% -$672K
ENSG icon
2133
The Ensign Group
ENSG
$10.6B
$1.61M ﹤0.01%
77,714
+18,500
+31% +$339K
AZTA icon
2134
Azenta
AZTA
$1.3B
$1.61M ﹤0.01%
126,017
+16,821
+15% +$196K
PLKI
2135
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.6M ﹤0.01%
28,524
-3,447
-11% -$171K
CSTM icon
2136
Constellium
CSTM
$3.76B
$1.6M ﹤0.01%
97,526
-5,596
-5% -$104K
SYBT icon
2137
Stock Yards Bancorp
SYBT
$2.6B
$1.6M ﹤0.01%
72,089
+1,620
+2% +$34.6K
GOLD
2138
DELISTED
Randgold Resources Ltd
GOLD
$1.6M ﹤0.01%
24,111
+4,248
+21% +$277K
MYGN icon
2139
Myriad Genetics
MYGN
$476M
$1.6M ﹤0.01%
47,018
+3,800
+9% +$135K
FLTX
2140
DELISTED
Fleetmatics Group PLC
FLTX
$1.6M ﹤0.01%
45,010
-1,223
-3% -$41.9K
PSMT icon
2141
Pricesmart
PSMT
$5.94B
$1.59M ﹤0.01%
17,458
+3,334
+24% +$301K
TYPE
2142
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.59M ﹤0.01%
55,137
+697
+1% +$19.5K
NHC icon
2143
National Healthcare
NHC
$3.57B
$1.59M ﹤0.01%
25,291
+486
+2% +$29.2K
QLGC
2144
DELISTED
QLOGIC CORP
QLGC
$1.59M ﹤0.01%
119,151
+53,101
+80% +$604K
GOOD
2145
Gladstone Commercial Corp
GOOD
$623M
$1.58M ﹤0.01%
92,217
-3,983
-4% -$69.7K
GLQ
2146
Clough Global Equity Fund
GLQ
$151M
$1.58M ﹤0.01%
109,194
+2,962
+3% +$41.9K
MCS icon
2147
Marcus Corp
MCS
$767M
$1.58M ﹤0.01%
85,274
-378
-0.4% -$6.28K
ANH
2148
DELISTED
Anworth Mortgage Asset Corporation
ANH
$1.58M ﹤0.01%
300,412
+175,307
+140% +$916K
VKI icon
2149
Invesco Advantage Municipal Income Trust II
VKI
$397M
$1.57M ﹤0.01%
135,573
+1,629
+1% +$18.8K
FIZZ icon
2150
National Beverage
FIZZ
$3.06B
$1.57M ﹤0.01%
138,894
+6,068
+5% +$72.7K
84 85
86
87 88

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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.