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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
SSI
1751
DELISTED
Stage Stores Inc
SSI
$2.56M 0.01%
123,588
+4,683
+4% +$84.5K
BWLD
1752
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$2.56M 0.01%
14,168
-4,616
-25% -$718K
BRKR icon
1753
Bruker
BRKR
$9.58B
$2.55M 0.01%
130,189
+5,923
+5% +$114K
NNI icon
1754
Nelnet
NNI
$4.92B
$2.55M 0.01%
55,119
+1,202
+2% +$54.7K
SNBR
1755
DELISTED
Sleep Number
SNBR
$2.55M 0.01%
94,424
+21,450
+29% +$534K
ANN
1756
DELISTED
ANN INC
ANN
$2.55M 0.01%
69,858
-506
-0.7% -$19.1K
CLMS
1757
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.54M 0.01%
190,884
-5,475
-3% -$71K
MNRO icon
1758
Monro
MNRO
$537M
$2.54M 0.01%
43,926
+3,396
+8% +$181K
BOI
1759
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$2.54M 0.01%
154,291
+7,118
+5% +$119K
CMO
1760
DELISTED
Capstead Mortgage Corp.
CMO
$2.53M 0.01%
206,158
+46,207
+29% +$587K
BTU
1761
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$2.52M 0.01%
21,719
+10,774
+98% +$1.61M
HAE icon
1762
Haemonetics
HAE
$3.75B
$2.52M 0.01%
67,379
+429
+0.6% +$15.7K
ANAT
1763
DELISTED
American National Group, Inc. Common Stock
ANAT
$2.52M 0.01%
22,017
+310
+1% +$35.2K
BLT
1764
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$2.52M 0.01%
143,227
+44,844
+46% +$718K
SHO icon
1765
Sunstone Hotel Investors
SHO
$2.19B
$2.51M 0.01%
152,246
+25,214
+20% +$389K
FIBK icon
1766
First Interstate BancSystem
FIBK
$3.7B
$2.51M 0.01%
90,284
-4,806
-5% -$134K
DCT
1767
DELISTED
DCT Industrial Trust Inc.
DCT
$2.51M 0.01%
70,419
+17,336
+33% +$579K
BECN
1768
DELISTED
Beacon Roofing Supply, Inc.
BECN
$2.51M 0.01%
90,221
-1,594
-2% -$43.3K
CVA
1769
DELISTED
Covanta Holding Corporation
CVA
$2.5M 0.01%
113,779
+1,501
+1% +$33.8K
IDT icon
1770
IDT Corp
IDT
$1.69B
$2.5M 0.01%
174,112
-31,976
-16% -$385K
WSFS icon
1771
WSFS Financial
WSFS
$4.2B
$2.48M 0.01%
96,945
-279
-0.3% -$7.04K
WWW icon
1772
Wolverine World Wide
WWW
$1.71B
$2.48M 0.01%
84,117
+29,596
+54% +$820K
MRH
1773
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$2.47M 0.01%
69,068
-5,412
-7% -$181K
CATM
1774
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.47M 0.01%
63,968
-377
-0.6% -$14K
SXC icon
1775
SunCoke Energy
SXC
$779M
$2.47M 0.01%
127,541
-2,963
-2% -$62.2K
69 70
71
72 73

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MCM
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PSUF
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IA
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SCC
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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.