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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
AWI icon
1851
Armstrong World Industries
AWI
$7.55B
$2.28M ﹤0.01%
44,617
+5,584
+14% +$277K
ANK
1852
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.28M ﹤0.01%
33,732
+226
+0.7% +$15.3K
AXON
1853
Axon Enterprise
AXON
$44.1B
$2.28M ﹤0.01%
85,999
-5,103
-6% -$101K
ELX
1854
DELISTED
EMULEX CORP
ELX
$2.28M ﹤0.01%
401,517
+119,156
+42% +$642K
CCOI icon
1855
Cogent Communications
CCOI
$649M
$2.28M ﹤0.01%
64,299
+5,556
+9% +$186K
FSP
1856
Franklin Street Properties
FSP
$50.1M
$2.27M ﹤0.01%
185,402
-13,137
-7% -$157K
MANT
1857
DELISTED
Mantech International Corp
MANT
$2.27M ﹤0.01%
75,098
+2,338
+3% +$67.6K
KKR icon
1858
KKR & Co
KKR
$92.2B
$2.27M ﹤0.01%
97,723
+15,319
+19% +$336K
VMO icon
1859
Invesco Municipal Opportunity Trust
VMO
$653M
$2.27M ﹤0.01%
176,274
+459
+0.3% +$5.82K
OIA icon
1860
Invesco Municipal Income Opportunities Trust
OIA
$293M
$2.27M ﹤0.01%
324,685
-1,245
-0.4% -$8.5K
TK icon
1861
Teekay
TK
$981M
$2.27M ﹤0.01%
44,529
-46,202
-51% -$2.51M
XRM
1862
DELISTED
Xerium Technologies Inc (new)
XRM
$2.26M ﹤0.01%
143,220
-3,696
-3% -$53.7K
SNV
1863
DELISTED
Synovus
SNV
$2.26M ﹤0.01%
83,317
-14,450
-15% -$365K
TTEC icon
1864
TTEC Holdings
TTEC
$119M
$2.25M ﹤0.01%
95,231
-26,886
-22% -$644K
SPIL
1865
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.25M ﹤0.01%
298,263
+8,382
+3% +$59.5K
EXAM
1866
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$2.25M ﹤0.01%
54,120
+1,203
+2% +$45.9K
CALY
1867
Callaway Golf Company
CALY
$3.28B
$2.25M ﹤0.01%
291,934
-5,642
-2% -$41.9K
RSTI
1868
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$2.25M ﹤0.01%
78,138
+403
+0.5% +$10.1K
IRE
1869
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$2.25M ﹤0.01%
147,578
+38,050
+35% +$591K
RYN icon
1870
Rayonier
RYN
$6.64B
$2.24M ﹤0.01%
88,476
-23,277
-21% -$624K
GFF icon
1871
Griffon
GFF
$4.29B
$2.24M ﹤0.01%
168,519
-144
-0.1% -$1.75K
WRLD icon
1872
World Acceptance Corp
WRLD
$880M
$2.24M ﹤0.01%
28,154
+3,122
+12% +$230K
SHLM
1873
DELISTED
Schulman (A.) Inc
SHLM
$2.23M ﹤0.01%
55,156
+7,571
+16% +$274K
NPSP
1874
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$2.23M ﹤0.01%
62,426
+12,435
+25% +$371K
SSL icon
1875
Sasol
SSL
$7.03B
$2.23M ﹤0.01%
58,784
-918
-2% -$41.5K
73 74
75
76 77

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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.