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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
WLT
3226
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$287K ﹤0.01%
208,238
-126,799
-38% -$278K
EDD
3227
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$378M
$286K ﹤0.01%
27,070
-130
-0.5% -$1.47K
DXYN
3228
DELISTED
Dixie Group Inc
DXYN
$286K ﹤0.01%
31,184
+3,432
+12% +$27.2K
AMNB
3229
DELISTED
American National Bankshares Inc
AMNB
$286K ﹤0.01%
11,513
+515
+5% +$12.1K
MCHB
3230
Mechanics Bancorp
MCHB
$3.46B
$285K ﹤0.01%
16,390
-273
-2% -$4.6K
VNDA icon
3231
Vanda Pharmaceuticals
VNDA
$314M
$285K ﹤0.01%
19,932
-815
-4% -$9.64K
MFLX
3232
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$285K ﹤0.01%
25,360
+1,304
+5% +$13.1K
PCTY icon
3233
Paylocity
PCTY
$6.97B
$284K ﹤0.01%
10,873
+678
+7% +$17K
SNC
3234
DELISTED
State National Companies, Inc.
SNC
$284K ﹤0.01%
+23,685
New +$278K
ENVA icon
3235
Enova International
ENVA
$6.27B
$283K ﹤0.01%
+12,707
New +$289K
ARQ icon
3236
Arq
ARQ
$85.4M
$283K ﹤0.01%
12,429
-1,395
-10% -$28.6K
SHLO
3237
DELISTED
Shiloh Industries Inc
SHLO
$283K ﹤0.01%
18,002
-25
-0.1% -$405
STAA icon
3238
STAAR Surgical
STAA
$1.14B
$282K ﹤0.01%
30,995
-9,777
-24% -$94.6K
ARO
3239
DELISTED
Aeropostale Inc
ARO
$282K ﹤0.01%
121,758
-207,038
-63% -$588K
RBS.PRQ
3240
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$282K ﹤0.01%
11,106
+267
+2% +$6.71K
WRB.PRB
3241
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$281K ﹤0.01%
11,837
+346
+3% +$8.19K
BBN icon
3242
BlackRock Taxable Municipal Bond Trust
BBN
$971M
$280K ﹤0.01%
12,620
-11,747
-48% -$252K
MDLY
3243
DELISTED
Medley Management Inc
MDLY
$279K ﹤0.01%
+1,899
New +$301K
TERP
3244
DELISTED
TerraForm Power, Inc
TERP
$279K ﹤0.01%
+9,035
New +$257K
FUEL
3245
DELISTED
Rocket Fuel Inc.
FUEL
$279K ﹤0.01%
+17,335
New +$287K
AINC
3246
DELISTED
Ashford Inc.
AINC
$278K ﹤0.01%
+2,959
New +$278K
PL.PRC.CL
3247
DELISTED
Protective Life Corp
PL.PRC.CL
$278K ﹤0.01%
10,824
+340
+3% +$8.75K
QLYS icon
3248
Qualys
QLYS
$4.75B
$277K ﹤0.01%
+7,328
New +$244K
CSCD
3249
DELISTED
CASCADE MICROTECH, INC.
CSCD
$277K ﹤0.01%
+18,926
New +$234K
SMI
3250
DELISTED
Semiconductor Manufacturing Intl
SMI
$277K ﹤0.01%
61,283
-422
-0.7% -$2.1K
128 129
130
131 132

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MCM
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PSUF
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BAM
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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.