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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
ININ
2351
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.2M ﹤0.01%
25,144
-303
-1% -$13.5K
JQC icon
2352
Nuveen Credit Strategies Income Fund
JQC
$707M
$1.2M ﹤0.01%
137,219
+3,540
+3% +$31K
LMNX
2353
DELISTED
Luminex Corp
LMNX
$1.2M ﹤0.01%
64,076
+725
+1% +$13.8K
RKUS
2354
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$1.2M ﹤0.01%
100,035
+45,198
+82% +$547K
EGOV
2355
DELISTED
NIC Inc
EGOV
$1.2M ﹤0.01%
66,753
+2,546
+4% +$45.4K
POST icon
2356
Post Holdings
POST
$4.37B
$1.2M ﹤0.01%
43,777
-24,760
-36% -$611K
PES
2357
DELISTED
Pioneer Energy Services Corp.
PES
$1.2M ﹤0.01%
216,576
-30,126
-12% -$244K
INVN
2358
DELISTED
Invensense Inc
INVN
$1.2M ﹤0.01%
73,732
-24,627
-25% -$413K
JOE icon
2359
St. Joe Company
JOE
$3.58B
$1.2M ﹤0.01%
65,119
-34,335
-35% -$647K
AMRI
2360
DELISTED
Albany Molecular Research Inc
AMRI
$1.2M ﹤0.01%
73,529
-54,285
-42% -$996K
FBP icon
2361
First Bancorp
FBP
$4.45B
$1.2M ﹤0.01%
203,688
+4,131
+2% +$21.4K
KW
2362
DELISTED
Kennedy-Wilson Holdings
KW
$1.2M ﹤0.01%
47,258
-625
-1% -$16.1K
QDEL icon
2363
QuidelOrtho
QDEL
$1.15B
$1.2M ﹤0.01%
41,344
+113
+0.3% +$3.06K
AAON icon
2364
Aaon
AAON
$7.3B
$1.2M ﹤0.01%
80,090
-1,551
-2% -$20.7K
SIGM
2365
DELISTED
Sigma Designs Inc
SIGM
$1.19M ﹤0.01%
161,246
-33,689
-17% -$151K
PTNR
2366
DELISTED
Partner Communications
PTNR
$1.19M ﹤0.01%
234,973
-937
-0.4% -$5.88K
BONT
2367
DELISTED
Bon-Ton Stores Inc/The
BONT
$1.19M ﹤0.01%
160,280
-30,427
-16% -$250K
CHRD icon
2368
Chord Energy
CHRD
$7.63B
$1.19M ﹤0.01%
71,749
-27,872
-28% -$691K
WWE
2369
DELISTED
World Wrestling Entertainment
WWE
$1.18M ﹤0.01%
95,919
+18,018
+23% +$226K
AMRE
2370
DELISTED
AMREIT INC NEW COM STK
AMRE
$1.18M ﹤0.01%
44,598
+1,668
+4% +$42.4K
BWG
2371
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.18M ﹤0.01%
70,743
-2,069
-3% -$35.2K
EHTH icon
2372
eHealth
EHTH
$42.5M
$1.18M ﹤0.01%
47,441
+4,485
+10% +$109K
ZEP
2373
DELISTED
ZEP INC COM STK (DE)
ZEP
$1.18M ﹤0.01%
77,968
+272
+0.4% +$4.02K
TIVO
2374
DELISTED
TIVO INC
TIVO
$1.18M ﹤0.01%
99,728
-42
-0% -$525
GBL
2375
DELISTED
GAMCO Investors, Inc.
GBL
$1.18M ﹤0.01%
24,641
-239
-1% -$10.6K
93 94
95
96 97

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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.