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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
METR
2476
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$1.04M ﹤0.01%
40,152
-4,152
-9% -$102K
VDE icon
2477
Vanguard Energy ETF
VDE
$9.72B
$1.04M ﹤0.01%
+9,318
New +$1.11M
SEMG
2478
DELISTED
SEMGROUP CORPORATION
SEMG
$1.04M ﹤0.01%
15,199
+614
+4% +$45.3K
AT
2479
DELISTED
Atlantic Power Corporation
AT
$1.04M ﹤0.01%
383,056
+121,504
+46% +$280K
HAYN
2480
DELISTED
Haynes International, Inc.
HAYN
$1.03M ﹤0.01%
21,325
-21
-0.1% -$957
LOCK
2481
DELISTED
LifeLock, Inc.
LOCK
$1.03M ﹤0.01%
55,732
+13,962
+33% +$230K
STAG icon
2482
STAG Industrial
STAG
$7.79B
$1.03M ﹤0.01%
42,086
+9,027
+27% +$213K
ACTG icon
2483
Acacia Research
ACTG
$447M
$1.03M ﹤0.01%
60,731
+15,573
+34% +$270K
IPAR icon
2484
Interparfums
IPAR
$4.09B
$1.03M ﹤0.01%
37,476
+1,800
+5% +$49.1K
XPRO icon
2485
Expro Ltd
XPRO
$1.75B
$1.03M ﹤0.01%
10,312
+8,443
+452% +$897K
CDI
2486
DELISTED
CDI Corp.
CDI
$1.03M ﹤0.01%
58,077
+141
+0.2% +$2.36K
HCT
2487
DELISTED
AMRICAN RLTY CAP HEALTHCARE TRUST INC. COMMON STOCK
HCT
$1.02M ﹤0.01%
86,036
+50,907
+145% +$578K
FUR
2488
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$1.02M ﹤0.01%
65,529
+1,434
+2% +$23.5K
TLK icon
2489
Telkom Indonesia
TLK
$14.2B
$1.02M ﹤0.01%
45,030
-86
-0.2% -$1.95K
VNQI icon
2490
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$1.02M ﹤0.01%
+19,020
New +$1.04M
PHI icon
2491
PLDT
PHI
$4.32B
$1.02M ﹤0.01%
16,073
-123
-0.8% -$8.15K
RATE
2492
DELISTED
Bankrate Inc
RATE
$1.02M ﹤0.01%
81,770
+41,070
+101% +$465K
ZUMZ icon
2493
Zumiez
ZUMZ
$347M
$1.01M ﹤0.01%
26,240
+5,944
+29% +$203K
ANIP icon
2494
ANI Pharmaceuticals
ANIP
$1.84B
$1.01M ﹤0.01%
17,965
+4,050
+29% +$179K
PEGA icon
2495
Pegasystems
PEGA
$4.85B
$1.01M ﹤0.01%
97,498
-822
-0.8% -$8.42K
PACB icon
2496
Pacific Biosciences
PACB
$432M
$1.01M ﹤0.01%
128,898
-100,014
-44% -$640K
IBCP icon
2497
Independent Bank Corp
IBCP
$797M
$1.01M ﹤0.01%
77,397
-13,884
-15% -$169K
RAIL icon
2498
FreightCar America
RAIL
$280M
$1.01M ﹤0.01%
38,364
-6,087
-14% -$184K
PF
2499
DELISTED
Pinnacle Foods, Inc.
PF
$1.01M ﹤0.01%
28,571
+14,293
+100% +$481K
CCJ icon
2500
Cameco
CCJ
$37.9B
$1.01M ﹤0.01%
61,372
+31,462
+105% +$540K
98 99
100
101 102

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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.