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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
BKMU
2226
DELISTED
Bank Mutual Corp
BKMU
$1.4M ﹤0.01%
204,485
-10,098
-5% -$65.5K
EPE
2227
DELISTED
EP Energy Corporation
EPE
$1.4M ﹤0.01%
+133,869
New +$1.72M
ELNK
2228
DELISTED
EarthLink Holdings Corp.
ELNK
$1.39M ﹤0.01%
317,558
-27,547
-8% -$108K
RGS icon
2229
Regis Corp
RGS
$68.4M
$1.39M ﹤0.01%
4,153
-324
-7% -$106K
GTE icon
2230
Gran Tierra Energy
GTE
$236M
$1.39M ﹤0.01%
36,098
-13,722
-28% -$592K
PKD
2231
DELISTED
Parker Drilling Company
PKD
$1.39M ﹤0.01%
30,184
+15,323
+103% +$891K
MDR
2232
DELISTED
McDermott International
MDR
$1.39M ﹤0.01%
159,158
+31,563
+25% +$354K
AEC
2233
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$1.39M ﹤0.01%
59,840
+5,481
+10% +$113K
WASH icon
2234
Washington Trust Bancorp
WASH
$748M
$1.39M ﹤0.01%
34,486
-419
-1% -$15.5K
P
2235
DELISTED
Pandora Media Inc
P
$1.39M ﹤0.01%
77,711
-109,703
-59% -$2.17M
PKY
2236
DELISTED
Parkway, Inc.
PKY
$1.39M ﹤0.01%
75,316
-32,644
-30% -$622K
SKUL
2237
DELISTED
SKULLCANDY INC
SKUL
$1.39M ﹤0.01%
150,725
+25,312
+20% +$215K
UMBF icon
2238
UMB Financial
UMBF
$11.3B
$1.38M ﹤0.01%
24,261
-5,353
-18% -$302K
LMOS
2239
DELISTED
Lumos Networks Corp
LMOS
$1.38M ﹤0.01%
81,958
-20,141
-20% -$330K
CRK icon
2240
Comstock Resources
CRK
$3.7B
$1.38M ﹤0.01%
40,477
+15,019
+59% +$778K
HVT icon
2241
Haverty Furniture Companies
HVT
$418M
$1.38M ﹤0.01%
62,629
-8,163
-12% -$175K
SC
2242
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.38M ﹤0.01%
70,175
-1,789
-2% -$32.9K
ZLTQ
2243
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.38M ﹤0.01%
49,269
-80
-0.2% -$2.08K
UCB
2244
United Community Banks
UCB
$4.26B
$1.37M ﹤0.01%
72,567
-7,522
-9% -$133K
XCRA
2245
DELISTED
Xcerra Corporation
XCRA
$1.37M ﹤0.01%
149,990
-17,565
-10% -$149K
EPIQ
2246
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.37M ﹤0.01%
80,445
+8,856
+12% +$150K
ORIT
2247
DELISTED
Oritani Financial Corp. New
ORIT
$1.37M ﹤0.01%
89,121
-5,178
-5% -$75.3K
ETG
2248
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$1.37M ﹤0.01%
84,611
+29,179
+53% +$485K
CROX icon
2249
Crocs
CROX
$6.63B
$1.37M ﹤0.01%
109,454
+50,866
+87% +$629K
BBT
2250
Beacon Financial Corp
BBT
$2.5B
$1.36M ﹤0.01%
51,191
+160
+0.3% +$4.01K
88 89
90
91 92

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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.