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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
PKX icon
1526
POSCO
PKX
$15.6B
$3.22M 0.01%
50,443
-2,428
-5% -$168K
GCO icon
1527
Genesco
GCO
$433M
$3.21M 0.01%
41,960
+1,774
+4% +$135K
UEIC icon
1528
Universal Electronics
UEIC
$58.1M
$3.21M 0.01%
49,412
-11,220
-19% -$645K
WSBC icon
1529
WesBanco
WSBC
$4.01B
$3.21M 0.01%
92,262
-2,215
-2% -$73.9K
LOPE icon
1530
Grand Canyon Education
LOPE
$4B
$3.2M 0.01%
68,595
-8,258
-11% -$368K
AU icon
1531
AngloGold Ashanti
AU
$40B
$3.2M 0.01%
367,309
+12,496
+4% +$118K
B
1532
Barrick Mining
B
$61.4B
$3.19M 0.01%
296,960
+195,869
+194% +$2.42M
IDCC icon
1533
InterDigital
IDCC
$6.73B
$3.18M 0.01%
60,147
+44,081
+274% +$2.12M
CYT
1534
DELISTED
CYTEC INDS INC
CYT
$3.18M 0.01%
68,885
+3,090
+5% +$144K
FFG
1535
DELISTED
FBL Financial Group
FFG
$3.18M 0.01%
54,767
-96
-0.2% -$4.89K
SGY
1536
DELISTED
Stone Energy
SGY
$3.17M 0.01%
3,301
+656
+25% +$788K
NCI
1537
DELISTED
Navigant Consulting, Inc.
NCI
$3.16M 0.01%
205,459
+6,200
+3% +$90K
DATA
1538
DELISTED
Tableau Software, Inc.
DATA
$3.16M 0.01%
37,246
+3,581
+11% +$285K
KMPR icon
1539
Kemper
KMPR
$1.83B
$3.14M 0.01%
87,065
-8,145
-9% -$287K
SUI icon
1540
Sun Communities
SUI
$15.3B
$3.14M 0.01%
51,989
+4,728
+10% +$269K
GASS icon
1541
StealthGas
GASS
$330M
$3.14M 0.01%
497,017
+160,237
+48% +$1.18M
CXW icon
1542
CoreCivic
CXW
$3.06B
$3.13M 0.01%
86,188
+10,909
+14% +$392K
GLBR
1543
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$3.13M 0.01%
18,895
-3,903
-17% -$636K
BJRI icon
1544
BJ's Restaurants
BJRI
$1.44B
$3.13M 0.01%
62,332
+10,776
+21% +$473K
POWI icon
1545
Power Integrations
POWI
$3.27B
$3.13M 0.01%
120,930
-12,012
-9% -$306K
SUSQ
1546
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$3.13M 0.01%
232,684
+31,458
+16% +$366K
TECH icon
1547
Bio-Techne
TECH
$11.2B
$3.12M 0.01%
135,224
-4,552
-3% -$104K
VIPS icon
1548
Vipshop
VIPS
$7.14B
$3.12M 0.01%
159,776
-34,994
-18% -$738K
AMKR icon
1549
Amkor Technology
AMKR
$11.3B
$3.12M 0.01%
439,502
+71,598
+19% +$496K
DRIV
1550
DELISTED
DIGITAL RIVER INC.
DRIV
$3.12M 0.01%
125,968
+57,442
+84% +$1.25M
60 61
62
63 64

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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.