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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
SCTY
2651
DELISTED
SolarCity Corporation
SCTY
$802K ﹤0.01%
15,005
-14,536
-49% -$781K
KG
2652
Kestrel Group
KG
$68M
$801K ﹤0.01%
3,132
-1,285
-29% -$318K
TBNK
2653
DELISTED
Territorial Bancorp Inc.
TBNK
$801K ﹤0.01%
37,157
-334
-0.9% -$7.07K
SFE
2654
DELISTED
Safeguard Scientifics, Inc.
SFE
$801K ﹤0.01%
40,427
+624
+2% +$12K
HLSS
2655
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$799K ﹤0.01%
40,928
-8,830
-18% -$175K
AMCC
2656
DELISTED
Applied Micro Circuits Corporation New
AMCC
$799K ﹤0.01%
122,587
-32,827
-21% -$209K
CKP
2657
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$797K ﹤0.01%
58,062
+12,622
+28% +$163K
TUMI
2658
DELISTED
TUMI HLDGS INC COM
TUMI
$793K ﹤0.01%
33,398
+6,787
+26% +$144K
MG icon
2659
Mistras Group
MG
$490M
$792K ﹤0.01%
43,197
+16,917
+64% +$290K
AEPI
2660
DELISTED
AEP Industries Inc
AEPI
$792K ﹤0.01%
13,615
+429
+3% +$19.8K
IXYS
2661
DELISTED
IXYS Corp
IXYS
$790K ﹤0.01%
62,696
+4,456
+8% +$50.2K
BMI icon
2662
Badger Meter
BMI
$3.9B
$789K ﹤0.01%
26,584
+410
+2% +$11.2K
OCFC icon
2663
OceanFirst Financial
OCFC
$1.74B
$789K ﹤0.01%
46,032
+352
+0.8% +$5.8K
SLCA
2664
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$787K ﹤0.01%
30,630
-24,879
-45% -$983K
BELFB
2665
Bel Fuse Inc Class B
BELFB
$3.57B
$786K ﹤0.01%
28,735
+86
+0.3% +$2.25K
JMBA
2666
DELISTED
Jamba, Inc.
JMBA
$786K ﹤0.01%
52,072
-7,065
-12% -$92.6K
DOOR
2667
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$785K ﹤0.01%
+12,768
New +$720K
QNST icon
2668
QuinStreet
QNST
$916M
$783K ﹤0.01%
128,982
+29,440
+30% +$135K
RVT icon
2669
Royce Value Trust
RVT
$2.22B
$782K ﹤0.01%
54,550
+5,522
+11% +$81.3K
AVAV icon
2670
AeroVironment
AVAV
$7.91B
$781K ﹤0.01%
28,652
-692
-2% -$19.8K
SFL icon
2671
SFL Corp
SFL
$1.61B
$780K ﹤0.01%
55,259
-58,797
-52% -$942K
FET icon
2672
Forum Energy Technologies
FET
$593M
$776K ﹤0.01%
1,873
+66
+4% +$32.6K
WPZ
2673
DELISTED
Williams Partners L.P.
WPZ
$774K ﹤0.01%
15,150
+3,718
+33% +$210K
VIDI icon
2674
Vident International Equity Strategy
VIDI
$431M
$773K ﹤0.01%
+33,400
New +$795K
YDKN
2675
DELISTED
Yadkin Financial Corporation
YDKN
$773K ﹤0.01%
39,349
– –
105 106
107
108 109

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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.