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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
QIWI
1801
DELISTED
QIWI PLC
QIWI
$2.4M 0.01%
+119,131
New +$3.23M
AFSI
1802
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.4M 0.01%
85,392
+2,500
+3% +$62.9K
DHG
1803
DELISTED
Deutsche High Incm Opportunities
DHG
$2.4M 0.01%
171,172
-15,469
-8% -$219K
CMTL icon
1804
Comtech Telecommunications
CMTL
$51.5M
$2.39M 0.01%
75,942
+6,656
+10% +$242K
IVR icon
1805
Invesco Mortgage Capital
IVR
$769M
$2.39M 0.01%
15,473
-280
-2% -$45.2K
OIS icon
1806
Oil States International
OIS
$483M
$2.39M 0.01%
48,908
+14,353
+42% +$776K
DF
1807
DELISTED
Dean Foods Company
DF
$2.39M 0.01%
123,382
-31,339
-20% -$499K
KAMN
1808
DELISTED
Kaman Corp
KAMN
$2.39M 0.01%
59,587
+6,227
+12% +$249K
VG
1809
DELISTED
Vonage Holdings Corporation
VG
$2.39M 0.01%
626,785
+107,493
+21% +$370K
SSB icon
1810
SouthState Bank Corp
SSB
$10.3B
$2.38M 0.01%
35,548
-10,120
-22% -$621K
ACCO icon
1811
Acco Brands
ACCO
$401M
$2.38M 0.01%
264,459
+81,653
+45% +$673K
PB icon
1812
Prosperity Bancshares
PB
$8.82B
$2.38M 0.01%
43,040
-1,256
-3% -$71.2K
TPC
1813
Tutor Perini Cor
TPC
$4.31B
$2.38M 0.01%
98,886
-23,801
-19% -$595K
FRED
1814
DELISTED
Fred's Inc
FRED
$2.38M 0.01%
136,714
-267
-0.2% -$4.13K
RPT
1815
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.38M 0.01%
126,895
+23,935
+23% +$418K
SXI icon
1816
Standex International
SXI
$3.56B
$2.38M 0.01%
30,739
+10,291
+50% +$784K
TI
1817
DELISTED
Telecom Italia
TI
$2.38M 0.01%
225,357
+57,679
+34% +$629K
PCH
1818
DELISTED
PotlatchDeltic
PCH
$2.37M 0.01%
56,612
-1,648
-3% -$69.4K
ALNY icon
1819
Alnylam Pharmaceuticals
ALNY
$38.5B
$2.36M 0.01%
24,366
+10,908
+81% +$1.01M
AZPN
1820
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.36M 0.01%
67,426
+9,700
+17% +$340K
WBS icon
1821
Webster Financial
WBS
$12.5B
$2.36M 0.01%
72,548
+781
+1% +$24.2K
IMPV
1822
DELISTED
Imperva, Inc.
IMPV
$2.36M 0.01%
47,692
+1,931
+4% +$77.3K
XPO icon
1823
XPO
XPO
$24B
$2.35M 0.01%
166,596
+38,490
+30% +$508K
CIE
1824
DELISTED
Cobalt International Energy, Inc
CIE
$2.35M 0.01%
17,656
+12,100
+218% +$1.84M
GPT
1825
DELISTED
Gramercy Property Trust
GPT
$2.35M 0.01%
113,671
+1,277
+1% +$23.4K
71 72
73
74 75

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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.