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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
TG icon
2401
Tredegar Corp
TG
$263M
$1.15M ﹤0.01%
50,890
+2,700
+6% +$50.8K
NWS icon
2402
News Corp Class B
NWS
$17.2B
$1.14M ﹤0.01%
75,720
+4,348
+6% +$65.1K
EPAM icon
2403
EPAM Systems
EPAM
$5.25B
$1.14M ﹤0.01%
23,894
+1,139
+5% +$53.7K
MHY
2404
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.14M ﹤0.01%
223,161
-2,172
-1% -$11.6K
TY icon
2405
TRI-Continental Corp
TY
$1.86B
$1.14M ﹤0.01%
53,214
+7,942
+18% +$167K
BBW icon
2406
Build-A-Bear
BBW
$443M
$1.14M ﹤0.01%
56,631
+23,813
+73% +$415K
NTLS
2407
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.14M ﹤0.01%
271,563
+71,951
+36% +$567K
UBNK
2408
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.14M ﹤0.01%
79,172
-5,483
-6% -$75.9K
ACOR
2409
DELISTED
Acorda Therapeutics
ACOR
$1.14M ﹤0.01%
232
+19
+9% +$81.5K
MNI
2410
DELISTED
The McClatchy Company Class A Common Stock
MNI
$1.13M ﹤0.01%
34,152
+9,042
+36% +$300K
DHX icon
2411
DHI Group
DHX
$178M
$1.13M ﹤0.01%
113,205
+25,403
+29% +$250K
XXIA
2412
DELISTED
Ixia
XXIA
$1.13M ﹤0.01%
100,737
+31,058
+45% +$305K
SWS
2413
DELISTED
SWS GROUP INC
SWS
$1.13M ﹤0.01%
163,718
-43,525
-21% -$306K
ROSE
2414
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.13M ﹤0.01%
50,663
+11,235
+28% +$364K
ECHO
2415
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.13M ﹤0.01%
38,665
-8,772
-18% -$234K
BRLI
2416
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$1.13M ﹤0.01%
35,124
+34
+0.1% +$983
HGG
2417
DELISTED
hhgregg Inc.
HGG
$1.13M ﹤0.01%
148,942
-61,609
-29% -$396K
MOV icon
2418
Movado Group
MOV
$846M
$1.12M ﹤0.01%
39,622
+252
+0.6% +$7.83K
EXAS
2419
DELISTED
Exact Sciences
EXAS
$1.12M ﹤0.01%
+40,925
New +$996K
CBB
2420
DELISTED
Cincinnati Bell Inc.
CBB
$1.12M ﹤0.01%
70,316
-38,282
-35% -$648K
PETS icon
2421
PetMed Express
PETS
$43M
$1.12M ﹤0.01%
77,922
-647
-0.8% -$8.71K
BCA
2422
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.12M ﹤0.01%
62,902
-1,038
-2% -$19.6K
CRAI icon
2423
CRA International
CRAI
$1.16B
$1.11M ﹤0.01%
36,695
+665
+2% +$19.6K
EZPW icon
2424
Ezcorp Inc
EZPW
$1.85B
$1.11M ﹤0.01%
94,561
+5,241
+6% +$55.5K
MKTO
2425
DELISTED
MARKETO INC COM STK (DE)
MKTO
$1.11M ﹤0.01%
33,891
+2,057
+6% +$64.8K
95 96
97
98 99

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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.