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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
RGP icon
2251
Resources Connection
RGP
$140M
$1.36M ﹤0.01%
82,911
+26,718
+48% +$404K
OME
2252
DELISTED
Omega Protein
OME
$1.36M ﹤0.01%
129,044
+2,336
+2% +$27.7K
ASRT
2253
DELISTED
Assertio
ASRT
$1.36M ﹤0.01%
1,404
+499
+55% +$455K
SDRL
2254
DELISTED
Seadrill Limited Common Stock
SDRL
$1.35M ﹤0.01%
424
+80
+23% +$402K
MX
2255
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.35M ﹤0.01%
44,997
-10,658
-19% -$321K
HT
2256
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1.35M ﹤0.01%
48,035
+10,426
+28% +$295K
IVC
2257
DELISTED
Invacare Corporation
IVC
$1.35M ﹤0.01%
80,590
+30,549
+61% +$464K
JRN
2258
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.35M ﹤0.01%
118,145
-16,982
-13% -$165K
ROCK icon
2259
Gibraltar Industries
ROCK
$1.28B
$1.35M ﹤0.01%
82,942
+3,187
+4% +$47.1K
SSE
2260
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$1.35M ﹤0.01%
249,315
+198,698
+393% +$2.3M
NCLH icon
2261
Norwegian Cruise Line
NCLH
$9.53B
$1.35M ﹤0.01%
28,820
-5,760
-17% -$231K
ENOC
2262
DELISTED
EnerNOC, Inc.
ENOC
$1.35M ﹤0.01%
87,258
-3,154
-3% -$47K
IGTE
2263
DELISTED
IGATE CORPORATION
IGTE
$1.35M ﹤0.01%
34,155
+748
+2% +$26.9K
ZG icon
2264
Zillow
ZG
$7.85B
$1.34M ﹤0.01%
38,091
-2,415
-6% -$88.6K
GLUU
2265
DELISTED
Glu Mobile Inc.
GLUU
$1.34M ﹤0.01%
344,601
+111,527
+48% +$454K
PRKS icon
2266
United Parks & Resorts
PRKS
$2.19B
$1.34M ﹤0.01%
75,048
+59,776
+391% +$1.05M
HOS
2267
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.34M ﹤0.01%
53,774
+23,344
+77% +$643K
VCO
2268
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.34M ﹤0.01%
35,492
+4,213
+13% +$159K
IMBI
2269
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
$1.34M ﹤0.01%
+20,341
New +$1.27M
BFAM icon
2270
Bright Horizons
BFAM
$4.35B
$1.34M ﹤0.01%
28,480
+128
+0.5% +$5.65K
GG
2271
DELISTED
Goldcorp Inc
GG
$1.34M ﹤0.01%
72,294
+34,085
+89% +$699K
THFF icon
2272
First Financial Corp
THFF
$948M
$1.34M ﹤0.01%
37,549
+310
+0.8% +$10.4K
NPK icon
2273
National Presto Industries
NPK
$870M
$1.33M ﹤0.01%
22,982
+494
+2% +$29.4K
SSYS icon
2274
Stratasys
SSYS
$666M
$1.33M ﹤0.01%
16,019
+107
+0.7% +$10.9K
POWL icon
2275
Powell Industries
POWL
$6.79B
$1.33M ﹤0.01%
81,294
+8,148
+11% +$121K
89 90
91
92 93

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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.