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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
CNW
1176
DELISTED
CON-WAY INC.
CNW
$4.89M 0.01%
99,410
-12,358
-11% -$571K
FR icon
1177
First Industrial Realty Trust
FR
$8.81B
$4.88M 0.01%
237,579
+12,941
+6% +$249K
TEN
1178
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.88M 0.01%
86,282
-2,801
-3% -$151K
TGI
1179
DELISTED
Triumph Group
TGI
$4.88M 0.01%
72,537
+22,082
+44% +$1.45M
EGP icon
1180
EastGroup Properties
EGP
$11.3B
$4.84M 0.01%
76,389
+1,188
+2% +$77.5K
NTRI
1181
DELISTED
NutriSystem, Inc.
NTRI
$4.84M 0.01%
247,370
-2,724
-1% -$48.4K
LHO
1182
DELISTED
LaSalle Hotel Properties
LHO
$4.84M 0.01%
119,491
+15,845
+15% +$609K
PEI
1183
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.83M 0.01%
13,727
-5,427
-28% -$1.78M
KB icon
1184
KB Financial Group
KB
$41.5B
$4.83M 0.01%
148,000
-2,145
-1% -$77K
CW icon
1185
Curtiss-Wright
CW
$27.5B
$4.81M 0.01%
68,192
+320
+0.5% +$22.1K
ALE
1186
DELISTED
Allete
ALE
$4.81M 0.01%
87,275
+6,523
+8% +$334K
DSX icon
1187
Diana Shipping
DSX
$274M
$4.81M 0.01%
1,025,027
+97,554
+11% +$527K
GRFS
1188
Grifois
GRFS
$5.27B
$4.8M 0.01%
282,700
+49,526
+21% +$852K
TFSL icon
1189
TFS Financial
TFSL
$5.07B
$4.8M 0.01%
322,289
+2,411
+0.8% +$35.6K
SAIA icon
1190
Saia
SAIA
$11.2B
$4.79M 0.01%
86,549
-21,264
-20% -$1.11M
FUJI
1191
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$4.79M 0.01%
156,064
+5,431
+4% +$167K
CHH icon
1192
Choice Hotels
CHH
$5.15B
$4.78M 0.01%
85,404
+5,522
+7% +$297K
FRGI
1193
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$4.78M 0.01%
78,627
-30,509
-28% -$1.68M
NVR icon
1194
NVR
NVR
$16.9B
$4.78M 0.01%
+3,747
New +$4.54M
CVSA
1195
Covista Inc
CVSA
$4.09B
$4.77M 0.01%
100,472
-5,013
-5% -$236K
CPRT icon
1196
Copart
CPRT
$27.6B
$4.77M 0.01%
1,044,872
+4,160
+0.4% +$17.8K
CAB
1197
DELISTED
Cabela's Inc
CAB
$4.76M 0.01%
90,333
-15,679
-15% -$824K
ATHN
1198
DELISTED
Athenahealth, Inc.
ATHN
$4.76M 0.01%
32,662
+4,374
+15% +$549K
BGC icon
1199
BGC Group
BGC
$5.65B
$4.76M 0.01%
808,242
+94,937
+13% +$509K
GGB icon
1200
Gerdau
GGB
$9.48B
$4.72M 0.01%
1,675,002
+247,757
+17% +$822K
46 47
48
49 50

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MCM
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PSUF
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IA
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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.