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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
RSE
2626
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$836K ﹤0.01%
45,114
+19,363
+75% +$342K
VEDL
2627
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$834K ﹤0.01%
61,436
-11,941
-16% -$182K
CRVL icon
2628
CorVel
CRVL
$3.14B
$832K ﹤0.01%
67,089
+5,358
+9% +$61.6K
MEOH icon
2629
Methanex
MEOH
$4.12B
$830K ﹤0.01%
18,102
-5,895
-25% -$321K
OTTR icon
2630
Otter Tail
OTTR
$3.93B
$830K ﹤0.01%
26,795
+771
+3% +$22.8K
SPSC icon
2631
SPS Commerce
SPSC
$2.51B
$830K ﹤0.01%
29,318
-168
-0.6% -$4.81K
HCKT icon
2632
Hackett Group
HCKT
$266M
$827K ﹤0.01%
94,084
+5,615
+6% +$43.4K
ONIT
2633
Onity Group
ONIT
$341M
$823K ﹤0.01%
3,633
-28
-0.8% -$9.12K
ADC icon
2634
Agree Realty
ADC
$9.74B
$820K ﹤0.01%
26,362
+8,308
+46% +$250K
DGII icon
2635
Digi International
DGII
$2.53B
$818K ﹤0.01%
88,051
+10,230
+13% +$80.8K
TRNO icon
2636
Terreno Realty
TRNO
$7.72B
$817K ﹤0.01%
39,602
+524
+1% +$10.8K
VPG icon
2637
Vishay Precision Group
VPG
$1.22B
$817K ﹤0.01%
47,608
+159
+0.3% +$2.65K
ARII
2638
DELISTED
American Railcar Industries, Inc.
ARII
$817K ﹤0.01%
15,855
+4,406
+38% +$270K
DX
2639
Dynex Capital
DX
$3.07B
$816K ﹤0.01%
32,982
-555
-2% -$14K
EFSC icon
2640
Enterprise Financial Services Corp
EFSC
$2.44B
$813K ﹤0.01%
41,228
+75
+0.2% +$1.39K
HLIO icon
2641
Helios Technologies
HLIO
$2.56B
$813K ﹤0.01%
20,652
-90
-0.4% -$3.51K
IAU icon
2642
iShares Gold Trust
IAU
$62.5B
$813K ﹤0.01%
35,522
+5,150
+17% +$120K
KFX
2643
DELISTED
KOFAX LIMITED COM STK
KFX
$813K ﹤0.01%
115,694
+23,520
+26% +$155K
RT
2644
DELISTED
Ruby Tuesday Georgia
RT
$810K ﹤0.01%
118,382
-52,704
-31% -$392K
CCG
2645
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$810K ﹤0.01%
110,764
+30,896
+39% +$219K
SSTK icon
2646
Shutterstock
SSTK
$220M
$809K ﹤0.01%
11,709
-9,040
-44% -$656K
TREX icon
2647
Trex
TREX
$4.57B
$807K ﹤0.01%
75,824
-596
-0.8% -$5.93K
GTLS
2648
DELISTED
Chart Industries
GTLS
$805K ﹤0.01%
23,526
+7,922
+51% +$331K
PKE icon
2649
Park Aerospace
PKE
$747M
$804K ﹤0.01%
32,245
+2,274
+8% +$55.5K
C.PRC.CL
2650
DELISTED
Citigroup Inc.
C.PRC.CL
$804K ﹤0.01%
32,952
-4,045
-11% -$97.3K
104 105
106
107 108

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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.