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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
UI icon
2276
Ubiquiti
UI
$31.7B
$1.33M ﹤0.01%
44,849
-6,613
-13% -$211K
FPO
2277
DELISTED
First Potomac Realty Trust
FPO
$1.33M ﹤0.01%
107,538
+3,611
+3% +$44K
AR icon
2278
Antero Resources
AR
$10.9B
$1.32M ﹤0.01%
+32,624
New +$1.56M
GSIG
2279
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.32M ﹤0.01%
89,938
-4,909
-5% -$63.1K
FSYS
2280
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$1.32M ﹤0.01%
120,949
+25,971
+27% +$251K
FANG icon
2281
Diamondback Energy
FANG
$55.9B
$1.32M ﹤0.01%
22,121
+9,087
+70% +$578K
XCO
2282
DELISTED
Exco Resources
XCO
$1.32M ﹤0.01%
40,608
+24,204
+148% +$1.01M
MIN
2283
Aberdeen Intermediate Income Fund
MIN
$273M
$1.32M ﹤0.01%
276,254
+23,353
+9% +$116K
TRMK icon
2284
Trustmark
TRMK
$2.74B
$1.32M ﹤0.01%
53,701
+19,663
+58% +$469K
DWA
2285
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$1.32M ﹤0.01%
59,016
-25,737
-30% -$582K
BDBD
2286
DELISTED
BOULDER BRANDS INC
BDBD
$1.32M ﹤0.01%
119,133
+43,463
+57% +$459K
SUP
2287
DELISTED
Superior Industries International
SUP
$1.32M ﹤0.01%
66,526
+1,722
+3% +$31.9K
WIRE
2288
DELISTED
Encore Wire Corp
WIRE
$1.32M ﹤0.01%
35,288
-643
-2% -$24.1K
ARAY icon
2289
Accuray
ARAY
$27.8M
$1.31M ﹤0.01%
173,831
+3,274
+2% +$23.1K
OKSB
2290
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.31M ﹤0.01%
75,492
-13,533
-15% -$231K
BID
2291
DELISTED
Sotheby's
BID
$1.31M ﹤0.01%
30,289
+11,994
+66% +$474K
GTY
2292
Getty Realty Corp
GTY
$2.16B
$1.31M ﹤0.01%
72,670
-1,898
-3% -$33.7K
FORR icon
2293
Forrester Research
FORR
$196M
$1.31M ﹤0.01%
33,180
-1,190
-3% -$47.2K
CJES
2294
DELISTED
C&J ENERGY SVCS LTD
CJES
$1.3M ﹤0.01%
98,790
+26,847
+37% +$479K
MRTN icon
2295
Marten Transport
MRTN
$1.22B
$1.3M ﹤0.01%
149,135
-1,633
-1% -$13.2K
RWX icon
2296
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$1.3M ﹤0.01%
31,330
-13,416
-30% -$562K
TMIC
2297
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.3M ﹤0.01%
47,253
-5,963
-11% -$164K
CSS
2298
DELISTED
CSS Industries, Inc.
CSS
$1.3M ﹤0.01%
47,067
+8
+0% +$227
STMP
2299
DELISTED
Stamps.com, Inc.
STMP
$1.3M ﹤0.01%
27,114
-1,247
-4% -$52K
HELE icon
2300
Helen of Troy
HELE
$650M
$1.3M ﹤0.01%
19,972
-6,047
-23% -$372K
90 91
92
93 94

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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.