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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
PSUN
2701
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$748K ﹤0.01%
342,912
+26,997
+9% +$47K
PSTB
2702
DELISTED
Park Sterling Corp.
PSTB
$748K ﹤0.01%
101,736
+6
+0% +$43
USA icon
2703
Liberty All-Star Equity Fund
USA
$1.79B
$747K ﹤0.01%
124,849
+6,150
+5% +$35.8K
CSFL
2704
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$746K ﹤0.01%
62,673
-21
-0% -$234
GRC icon
2705
Gorman-Rupp
GRC
$2.18B
$745K ﹤0.01%
23,179
-57
-0.2% -$1.77K
ENTA icon
2706
Enanta Pharmaceuticals
ENTA
$367M
$744K ﹤0.01%
14,636
-31,177
-68% -$1.4M
PHIIK
2707
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$742K ﹤0.01%
19,830
-142
-0.7% -$5.83K
VICR icon
2708
Vicor
VICR
$8.76B
$741K ﹤0.01%
61,253
+3,417
+6% +$40.5K
RENT
2709
DELISTED
RENTRAK CORP
RENT
$740K ﹤0.01%
10,162
-408
-4% -$30.8K
ONTO icon
2710
Onto Innovation
ONTO
$12B
$739K ﹤0.01%
43,960
+4,708
+12% +$69.9K
AGYS icon
2711
Agilysys
AGYS
$3.12B
$738K ﹤0.01%
58,631
-649
-1% -$7.55K
MLPI
2712
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$738K ﹤0.01%
+18,175
New +$770K
KERX
2713
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$736K ﹤0.01%
52,038
-1,514
-3% -$23.5K
BBSI icon
2714
Barrett Business Services
BBSI
$1.01B
$734K ﹤0.01%
107,092
+53,332
+99% +$394K
UGP icon
2715
Ultrapar
UGP
$6.74B
$734K ﹤0.01%
76,964
+6,382
+9% +$64.4K
PGEM
2716
DELISTED
Ply Gem Holdings, Inc.
PGEM
$733K ﹤0.01%
52,446
-207
-0.4% -$2.45K
WSTC
2717
DELISTED
West Corporation
WSTC
$731K ﹤0.01%
+22,148
New +$682K
WSBF icon
2718
Waterstone Financial
WSBF
$372M
$730K ﹤0.01%
55,498
-127
-0.2% -$1.56K
WFC.PRQ
2719
DELISTED
Wells Fargo & Co.
WFC.PRQ
$730K ﹤0.01%
28,466
+704
+3% +$18.1K
TPST icon
2720
Tempest Therapeutics
TPST
$13.9M
$729K ﹤0.01%
6
– –
VASC
2721
DELISTED
Vascular Solutions Inc
VASC
$729K ﹤0.01%
26,858
+9,169
+52% +$249K
NFBK
2722
DELISTED
Northfield Bancorp
NFBK
$726K ﹤0.01%
49,083
-5,564
-10% -$78.4K
SENEA icon
2723
Seneca Foods Class A
SENEA
$1.15B
$726K ﹤0.01%
26,866
-5,158
-16% -$140K
RBA icon
2724
RB Global
RBA
$21.7B
$725K ﹤0.01%
26,977
+1,747
+7% +$43.3K
HILL
2725
DELISTED
DOT HILL SYSTEMS CORP
HILL
$725K ﹤0.01%
164,118
+10,976
+7% +$46.2K
107 108
109
110 111

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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.