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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
TIP icon
2726
iShares TIPS Bond ETF
TIP
$14.5B
$724K ﹤0.01%
+6,464
New +$730K
GS.PRJ
2727
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$724K ﹤0.01%
29,682
+712
+2% +$17.1K
PBYI icon
2728
Puma Biotechnology
PBYI
$406M
$723K ﹤0.01%
+3,818
New +$847K
AAXJ icon
2729
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.58B
$721K ﹤0.01%
+11,840
New +$727K
VTLE
2730
DELISTED
Vital Energy
VTLE
$721K ﹤0.01%
3,485
-3,072
-47% -$930K
PCBK
2731
DELISTED
Pacific Continental Corp
PCBK
$721K ﹤0.01%
50,852
-4,395
-8% -$60.9K
ALR
2732
DELISTED
AlerisLife Inc
ALR
$719K ﹤0.01%
17,332
+4,188
+32% +$175K
CLUB
2733
DELISTED
Town Sports International Holdings, Inc.
CLUB
$719K ﹤0.01%
120,840
-1,461
-1% -$8.91K
TBBK icon
2734
The Bancorp
TBBK
$2.86B
$718K ﹤0.01%
65,927
+6,484
+11% +$60.9K
NXTM
2735
DELISTED
NxStage Medical Inc.
NXTM
$718K ﹤0.01%
40,031
+13,250
+49% +$213K
BFX
2736
DELISTED
BowFlex Inc.
BFX
$712K ﹤0.01%
46,900
-36,448
-44% -$486K
DEST
2737
DELISTED
Destination Maternity Corporation
DEST
$712K ﹤0.01%
44,657
-847
-2% -$12.9K
CFG icon
2738
Citizens Financial Group
CFG
$30.8B
$711K ﹤0.01%
28,606
-14,220
-33% -$339K
MRLN
2739
DELISTED
Marlin Business Services Corp
MRLN
$711K ﹤0.01%
34,633
-795
-2% -$15.2K
FC icon
2740
Franklin Covey
FC
$248M
$710K ﹤0.01%
36,679
-905
-2% -$17.5K
TECK icon
2741
Teck Resources
TECK
$28.8B
$710K ﹤0.01%
52,047
+38,149
+274% +$582K
WES
2742
DELISTED
Western Gas Partners Lp
WES
$710K ﹤0.01%
+9,722
New +$686K
ACAD icon
2743
Acadia Pharmaceuticals
ACAD
$4.45B
$708K ﹤0.01%
22,301
+4,637
+26% +$131K
JBSS icon
2744
John B. Sanfilippo & Son
JBSS
$989M
$708K ﹤0.01%
15,550
-2,156
-12% -$84.4K
YORW icon
2745
York Water
YORW
$517M
$706K ﹤0.01%
30,409
+3,044
+11% +$65K
PRO
2746
DELISTED
PROS Holdings
PRO
$705K ﹤0.01%
25,652
-379
-1% -$10K
VEEV icon
2747
Veeva Systems
VEEV
$32.7B
$705K ﹤0.01%
26,710
-1,963
-7% -$55.2K
FRAN
2748
DELISTED
Francesca's Holdings Corporation
FRAN
$705K ﹤0.01%
3,518
-2,471
-41% -$396K
DCO icon
2749
Ducommun
DCO
$2.68B
$703K ﹤0.01%
27,797
-385
-1% -$9.95K
CHEF icon
2750
Chefs' Warehouse
CHEF
$4.09B
$702K ﹤0.01%
30,456
+3,368
+12% +$59.3K
108 109
110
111 112

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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.