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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
DST
976
DELISTED
DST Systems Inc.
DST
$6.27M 0.01%
133,246
-16,522
-11% -$773K
REG icon
977
Regency Centers
REG
$15.1B
$6.27M 0.01%
98,315
+10,490
+12% +$633K
WR
978
DELISTED
Westar Energy Inc
WR
$6.27M 0.01%
152,024
-28
-0% -$1.07K
IDA icon
979
Idacorp
IDA
$8.2B
$6.24M 0.01%
94,312
+2,729
+3% +$167K
EME icon
980
Emcor
EME
$32.9B
$6.24M 0.01%
140,310
-843
-0.6% -$36.3K
LDOS icon
981
Leidos
LDOS
$14.4B
$6.24M 0.01%
143,291
-18,483
-11% -$723K
DB icon
982
Deutsche Bank
DB
$67.7B
$6.23M 0.01%
232,458
-72,387
-24% -$2.03M
STR
983
DELISTED
QUESTAR CORP
STR
$6.23M 0.01%
246,341
+37,219
+18% +$888K
ITGR icon
984
Integer Holdings
ITGR
$3.37B
$6.21M 0.01%
138,170
+917
+0.7% +$40.1K
SWFT
985
DELISTED
Swift Transportation Company
SWFT
$6.2M 0.01%
216,450
+76,055
+54% +$1.94M
TXNM
986
TXNM Energy Inc
TXNM
$6.45B
$6.18M 0.01%
208,630
-10,790
-5% -$306K
UMPQ
987
DELISTED
Umpqua Holdings Corp
UMPQ
$6.18M 0.01%
363,183
-8,530
-2% -$144K
SAIC icon
988
Saic
SAIC
$5.02B
$6.15M 0.01%
124,221
+41,402
+50% +$2.02M
SIVB
989
DELISTED
SVB Financial Group
SIVB
$6.14M 0.01%
52,941
+983
+2% +$107K
SPR
990
DELISTED
Spirit AeroSystems
SPR
$6.14M 0.01%
142,674
+27,201
+24% +$1.1M
ULTI
991
DELISTED
Ultimate Software Group Inc
ULTI
$6.13M 0.01%
41,780
+14,390
+53% +$2.09M
CLC
992
DELISTED
Clarcor
CLC
$6.12M 0.01%
91,882
-1,974
-2% -$128K
EDE
993
DELISTED
Empire District Electric
EDE
$6.11M 0.01%
205,388
+14,826
+8% +$409K
UVE icon
994
Universal Insurance Holdings
UVE
$1.21B
$6.09M 0.01%
297,809
-61,557
-17% -$1.08M
IART icon
995
Integra LifeSciences
IART
$1.52B
$6.07M 0.01%
273,927
+5,889
+2% +$119K
GWR
996
DELISTED
Genesee & Wyoming Inc.
GWR
$6.07M 0.01%
67,517
+18,387
+37% +$1.7M
ANW
997
DELISTED
Aegean Marine Petroleum Network
ANW
$6.07M 0.01%
433,054
+149,260
+53% +$1.45M
SPLK
998
DELISTED
Splunk Inc
SPLK
$6.07M 0.01%
102,947
+23,214
+29% +$1.42M
FLG
999
Flagstar Bank National Association
FLG
$5.71B
$6.05M 0.01%
126,097
-33,615
-21% -$1.58M
RYAAY icon
1000
Ryanair
RYAAY
$29.9B
$6.02M 0.01%
206,010
+9,094
+5% +$227K
38 39
40
41 42

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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.