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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
HIBB
1976
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2M ﹤0.01%
41,336
+6,969
+20% +$323K
CCC
1977
DELISTED
Calgon Carbon Corp
CCC
$2M ﹤0.01%
96,227
-5,941
-6% -$121K
RTI
1978
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$2M ﹤0.01%
79,174
-8,993
-10% -$211K
VIAV icon
1979
Viavi Solutions
VIAV
$8.05B
$2M ﹤0.01%
256,197
+5,258
+2% +$39.2K
DYN
1980
DELISTED
Dynegy, Inc.
DYN
$2M ﹤0.01%
65,867
+35,323
+116% +$1.09M
COKE icon
1981
Coca-Cola Consolidated
COKE
$13B
$2M ﹤0.01%
226,810
-1,440
-0.6% -$12.4K
EOT
1982
Eaton Vance National Municipal Opportunities Trust
EOT
$270M
$2M ﹤0.01%
95,082
+14,487
+18% +$295K
BLMN icon
1983
Bloomin' Brands
BLMN
$745M
$2M ﹤0.01%
80,567
+21,946
+37% +$462K
REX icon
1984
REX American Resources
REX
$1.39B
$1.99M ﹤0.01%
192,960
+33,354
+21% +$369K
HWC icon
1985
Hancock Whitney
HWC
$6.21B
$1.99M ﹤0.01%
64,872
-34,409
-35% -$1.12M
NEOG icon
1986
Neogen
NEOG
$1.99B
$1.99M ﹤0.01%
106,989
+2,050
+2% +$33.7K
SMRT
1987
DELISTED
Stein Mart Inc
SMRT
$1.99M ﹤0.01%
136,091
-14,355
-10% -$194K
AMSF icon
1988
AMERISAFE
AMSF
$572M
$1.98M ﹤0.01%
46,847
-1,989
-4% -$82.4K
CRUS icon
1989
Cirrus Logic
CRUS
$6.72B
$1.98M ﹤0.01%
84,188
+42,989
+104% +$866K
LYG.PRA
1990
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$1.98M ﹤0.01%
76,762
+2,044
+3% +$53.4K
UTIW
1991
DELISTED
UTI WORLDWIDE INC
UTIW
$1.98M ﹤0.01%
163,902
+64,485
+65% +$722K
DBI icon
1992
Designer Brands
DBI
$309M
$1.97M ﹤0.01%
52,896
+17,819
+51% +$582K
EXPO icon
1993
Exponent
EXPO
$3.25B
$1.97M ﹤0.01%
95,572
+2,268
+2% +$44K
CSG
1994
DELISTED
CHAMBERS STR PPTYS COM
CSG
$1.97M ﹤0.01%
244,580
+160,477
+191% +$1.28M
ENOV icon
1995
Enovis
ENOV
$1.71B
$1.97M ﹤0.01%
22,183
+4,438
+25% +$402K
HNI icon
1996
HNI Corp
HNI
$3.1B
$1.97M ﹤0.01%
38,530
-26,846
-41% -$1.21M
BRO icon
1997
Brown & Brown
BRO
$25.1B
$1.97M ﹤0.01%
119,420
+3,748
+3% +$60.2K
BEE
1998
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.96M ﹤0.01%
147,956
+48,660
+49% +$613K
EVC icon
1999
Entravision Communication
EVC
$1.02B
$1.95M ﹤0.01%
300,112
-81,615
-21% -$459K
CONE
2000
DELISTED
CyrusOne Inc Common Stock
CONE
$1.94M ﹤0.01%
70,444
+17,941
+34% +$471K
78 79
80
81 82

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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.