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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
ENS icon
1951
EnerSys
ENS
$6.64B
$2.06M ﹤0.01%
33,294
+5,908
+22% +$349K
SCHL icon
1952
Scholastic
SCHL
$772M
$2.05M ﹤0.01%
56,404
+240
+0.4% +$8.17K
BH icon
1953
Biglari Holdings Class B
BH
$1.21B
$2.05M ﹤0.01%
+7,703
New +$1.82M
FIX icon
1954
Comfort Systems
FIX
$55.2B
$2.05M ﹤0.01%
119,826
+16,440
+16% +$247K
FFIC
1955
DELISTED
Flushing Financial
FFIC
$2.05M ﹤0.01%
101,049
-806
-0.8% -$15.7K
SPOK icon
1956
Spok Holdings
SPOK
$228M
$2.04M ﹤0.01%
117,783
+25,889
+28% +$404K
MUB icon
1957
iShares National Muni Bond ETF
MUB
$45.3B
$2.04M ﹤0.01%
18,518
-3,158
-15% -$347K
ETO
1958
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$493M
$2.04M ﹤0.01%
83,890
+1,636
+2% +$40.9K
MCF
1959
DELISTED
Contango Oil & Gas Co.
MCF
$2.04M ﹤0.01%
69,749
+12,016
+21% +$404K
PCYC
1960
DELISTED
PHARMACYCLICS INC
PCYC
$2.04M ﹤0.01%
16,660
+2,877
+21% +$368K
BCE icon
1961
BCE
BCE
$20.5B
$2.03M ﹤0.01%
44,359
+10,948
+33% +$492K
PERY
1962
DELISTED
Perry Ellis International Inc
PERY
$2.03M ﹤0.01%
78,344
+9,924
+15% +$228K
AVX
1963
DELISTED
AVX Corporation
AVX
$2.03M ﹤0.01%
144,704
-48,937
-25% -$675K
BGS icon
1964
B&G Foods
BGS
$303M
$2.02M ﹤0.01%
67,713
-2,220
-3% -$64.4K
AUB icon
1965
Atlantic Union Bankshares
AUB
$6.1B
$2.02M ﹤0.01%
84,037
-1,178
-1% -$27.3K
WABC icon
1966
Westamerica Bancorp
WABC
$1.4B
$2.02M ﹤0.01%
41,267
+10,075
+32% +$484K
EVHC
1967
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.02M ﹤0.01%
19,475
+109
+0.6% +$11.2K
WMK icon
1968
Weis Markets
WMK
$1.91B
$2.02M ﹤0.01%
42,251
-1,467
-3% -$64.1K
TI.A
1969
DELISTED
Telecom Italia 10 Svg
TI.A
$2.02M ﹤0.01%
243,551
+70,128
+40% +$600K
HW
1970
DELISTED
Headwaters Inc
HW
$2.01M ﹤0.01%
134,237
-24,139
-15% -$315K
NTK
1971
DELISTED
NORTEK INC COM NEW (DE)
NTK
$2.01M ﹤0.01%
24,717
-129
-0.5% -$10.3K
SCO
1972
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.01M ﹤0.01%
674,462
+7,843
+1% +$23.4K
PMT
1973
PennyMac Mortgage Investment
PMT
$855M
$2.01M ﹤0.01%
95,274
+35,031
+58% +$754K
IWD icon
1974
iShares Russell 1000 Value ETF
IWD
$82.1B
$2.01M ﹤0.01%
+19,230
New +$1.96M
FNGN
1975
DELISTED
Financial Engines, Inc.
FNGN
$2M ﹤0.01%
54,795
+12,061
+28% +$418K
77 78
79
80 81

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MCM
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PSUF
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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.