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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
HNGR
1826
DELISTED
Hanger Inc.
HNGR
$2.35M 0.01%
107,267
+24,841
+30% +$539K
EVER
1827
DELISTED
Everbank Financial Corp
EVER
$2.35M ﹤0.01%
123,063
-629
-0.5% -$11.7K
KELYA icon
1828
Kelly Services Class A
KELYA
$560M
$2.35M ﹤0.01%
137,783
-28,048
-17% -$453K
MT icon
1829
ArcelorMittal
MT
$50.6B
$2.35M ﹤0.01%
92,975
-17,071
-16% -$474K
GNCMA
1830
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.34M ﹤0.01%
170,452
+1,199
+0.7% +$14.4K
CGNX icon
1831
Cognex
CGNX
$9.81B
$2.34M ﹤0.01%
113,234
-27,768
-20% -$553K
SBRA icon
1832
Sabra Healthcare REIT
SBRA
$5.56B
$2.33M ﹤0.01%
76,835
+7,917
+11% +$218K
RUTH
1833
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.33M ﹤0.01%
155,263
-11,987
-7% -$150K
KKD
1834
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$2.33M ﹤0.01%
117,829
+12,172
+12% +$231K
OXM icon
1835
Oxford Industries
OXM
$584M
$2.33M ﹤0.01%
42,107
-863
-2% -$52.6K
HHH icon
1836
Howard Hughes
HHH
$3.99B
$2.32M ﹤0.01%
18,677
+2,555
+16% +$341K
MOD icon
1837
Modine Manufacturing
MOD
$9.99B
$2.32M ﹤0.01%
170,407
+2,250
+1% +$28.1K
FFIN icon
1838
First Financial Bankshares
FFIN
$5.07B
$2.32M ﹤0.01%
155,080
-36,528
-19% -$546K
RBC icon
1839
RBC Bearings
RBC
$17.8B
$2.32M ﹤0.01%
35,902
-892
-2% -$54.1K
FIVE icon
1840
Five Below
FIVE
$12B
$2.32M ﹤0.01%
56,716
-2,412
-4% -$97.6K
IFX
1841
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.31M ﹤0.01%
217,201
-29,658
-12% -$316K
HSII
1842
DELISTED
Heidrick & Struggles
HSII
$2.31M ﹤0.01%
100,170
-18,621
-16% -$390K
TCBI icon
1843
Texas Capital Bancshares
TCBI
$4.31B
$2.3M ﹤0.01%
42,411
+5,363
+14% +$304K
WGO icon
1844
Winnebago Industries
WGO
$904M
$2.3M ﹤0.01%
105,882
+56,193
+113% +$1.29M
NSLR
1845
Neostellar Capital Corp
NSLR
$266M
$2.3M ﹤0.01%
409,927
-2,985
-0.7% -$18.4K
LTM
1846
DELISTED
LIFE TIME FITNESS INC
LTM
$2.29M ﹤0.01%
40,511
+222
+0.6% +$11.9K
ZVO
1847
DELISTED
Zovio Inc. Common Stock
ZVO
$2.29M ﹤0.01%
202,493
-3,441
-2% -$39.1K
GPOR
1848
DELISTED
Gulfport Energy Corp.
GPOR
$2.29M ﹤0.01%
54,877
-5,456
-9% -$255K
RNST icon
1849
Renasant Corp
RNST
$4.04B
$2.29M ﹤0.01%
79,024
-7,357
-9% -$211K
GLD icon
1850
SPDR Gold Trust
GLD
$133B
$2.28M ﹤0.01%
20,103
-73
-0.4% -$8.43K
72 73
74
75 76

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AF
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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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ACI
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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.