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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
SSNC icon
2001
SS&C Technologies
SSNC
$19.2B
$1.94M ﹤0.01%
66,236
+172
+0.3% +$4.26K
BEAT
2002
DELISTED
BioTelemetry, Inc.
BEAT
$1.94M ﹤0.01%
193,016
-18,626
-9% -$160K
WG
2003
DELISTED
Willbros Group
WG
$1.93M ﹤0.01%
308,430
-27,092
-8% -$155K
IPI icon
2004
Intrepid Potash
IPI
$469M
$1.93M ﹤0.01%
13,886
+4,592
+49% +$636K
ASTE icon
2005
Astec Industries
ASTE
$1.21B
$1.92M ﹤0.01%
48,705
-479
-1% -$18.1K
RDC
2006
DELISTED
Rowan Companies Plc
RDC
$1.91M ﹤0.01%
82,021
+44,475
+118% +$1.03M
SHOO icon
2007
Steven Madden
SHOO
$3.13B
$1.9M ﹤0.01%
89,624
+11,577
+15% +$247K
MTDR icon
2008
Matador Resources
MTDR
$5.91B
$1.9M ﹤0.01%
93,897
+38,890
+71% +$807K
ICUI icon
2009
ICU Medical
ICUI
$4.14B
$1.9M ﹤0.01%
23,154
-2,083
-8% -$160K
TRP icon
2010
TC Energy
TRP
$70.5B
$1.9M ﹤0.01%
38,586
+13,217
+52% +$641K
TNET icon
2011
TriNet
TNET
$3.28B
$1.89M ﹤0.01%
60,470
+5,926
+11% +$174K
PINC
2012
DELISTED
Premier
PINC
$1.89M ﹤0.01%
56,366
+29,193
+107% +$952K
SABR icon
2013
Sabre
SABR
$731M
$1.89M ﹤0.01%
93,033
+14,343
+18% +$260K
EXTR icon
2014
Extreme Networks
EXTR
$3.83B
$1.88M ﹤0.01%
533,648
-3,081
-0.6% -$11.3K
NXGN
2015
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.88M ﹤0.01%
120,499
+58,825
+95% +$860K
SPNC
2016
DELISTED
Spectranetics Corp
SPNC
$1.88M ﹤0.01%
54,247
+15,520
+40% +$484K
PIV
2017
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$1.88M ﹤0.01%
80,583
-19,532
-20% -$455K
TTI icon
2018
TETRA Technologies
TTI
$1.03B
$1.87M ﹤0.01%
279,639
-70,628
-20% -$563K
NPKI
2019
NPK International
NPKI
$1.05B
$1.87M ﹤0.01%
195,806
-28,680
-13% -$305K
SPN
2020
DELISTED
Superior Energy Services, Inc.
SPN
$1.87M ﹤0.01%
9,269
-15,750
-63% -$3.69M
ATSG
2021
DELISTED
Air Transport Services Group
ATSG
$1.87M ﹤0.01%
218,048
-29,545
-12% -$236K
IOSP icon
2022
Innospec
IOSP
$2.11B
$1.86M ﹤0.01%
43,640
+853
+2% +$35K
CBD
2023
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.86M ﹤0.01%
50,562
-2,819
-5% -$114K
CBM
2024
DELISTED
Cambrex Corporation
CBM
$1.86M ﹤0.01%
86,060
+5,698
+7% +$121K
PLUS icon
2025
ePlus
PLUS
$2.43B
$1.85M ﹤0.01%
98,036
-2,052
-2% -$33.9K
79 80
81
82 83

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MCM
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PSUF
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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.