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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
TESO
2051
DELISTED
Tesco Corp
TESO
$1.77M ﹤0.01%
138,418
-3,827
-3% -$59.8K
UAM
2052
DELISTED
Universal American Corp
UAM
$1.77M ﹤0.01%
190,907
+26,776
+16% +$233K
DVYE icon
2053
iShares Emerging Markets Dividend ETF
DVYE
$1.2B
$1.77M ﹤0.01%
42,326
-25,886
-38% -$1.13M
FARO
2054
DELISTED
Faro Technologies
FARO
$1.77M ﹤0.01%
28,232
+748
+3% +$41.1K
MTN icon
2055
Vail Resorts
MTN
$5.65B
$1.77M ﹤0.01%
19,427
+1,827
+10% +$158K
ALEX
2056
DELISTED
Alexander & Baldwin
ALEX
$1.77M ﹤0.01%
45,058
+2,469
+6% +$93.7K
MTUS icon
2057
Metallus
MTUS
$827M
$1.77M ﹤0.01%
47,765
-5,797
-11% -$214K
NSL
2058
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.77M ﹤0.01%
269,933
-24,509
-8% -$162K
ILG
2059
DELISTED
ILG, Inc Common Stock
ILG
$1.77M ﹤0.01%
84,547
-259
-0.3% -$5.46K
SBSI icon
2060
Southside Bancshares
SBSI
$968M
$1.76M ﹤0.01%
69,003
+9,497
+16% +$270K
TBHC
2061
DELISTED
The Brand House Collective
TBHC
$1.76M ﹤0.01%
74,633
-11,997
-14% -$234K
AIRM
2062
DELISTED
Air Methods Corp
AIRM
$1.76M ﹤0.01%
40,042
+3,988
+11% +$187K
APOG icon
2063
Apogee Enterprises
APOG
$846M
$1.76M ﹤0.01%
41,588
-19,431
-32% -$830K
RSX
2064
DELISTED
VanEck Russia ETF
RSX
$1.76M ﹤0.01%
120,400
– –
CTS icon
2065
CTS Corp
CTS
$1.78B
$1.76M ﹤0.01%
98,670
-6,306
-6% -$110K
RFP
2066
DELISTED
Resolute Forest Products Inc.
RFP
$1.76M ﹤0.01%
99,804
-4,369
-4% -$76.2K
XOXO
2067
DELISTED
Xo Group Inc
XOXO
$1.76M ﹤0.01%
96,506
-12,716
-12% -$180K
MIG
2068
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.76M ﹤0.01%
207,675
-14,917
-7% -$93.5K
APEI icon
2069
American Public Education
APEI
$943M
$1.75M ﹤0.01%
47,574
+8,273
+21% +$269K
LKFN icon
2070
Lakeland Financial Corp
LKFN
$1.58B
$1.75M ﹤0.01%
60,330
-2,360
-4% -$63.4K
STBZ
2071
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.75M ﹤0.01%
87,511
+10,949
+14% +$201K
BGFV
2072
DELISTED
Big 5 Sporting Goods
BGFV
$1.75M ﹤0.01%
119,438
-21,103
-15% -$259K
PFPT
2073
DELISTED
Proofpoint, Inc.
PFPT
$1.75M ﹤0.01%
36,226
+8,806
+32% +$377K
SNCR
2074
DELISTED
Synchronoss Technologies
SNCR
$1.75M ﹤0.01%
4,636
+1,670
+56% +$676K
SYNT
2075
DELISTED
Syntel Inc
SYNT
$1.75M ﹤0.01%
38,810
+4,752
+14% +$208K
81 82
83
84 85

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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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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.