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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
SRI icon
2426
Stoneridge
SRI
$208M
$1.11M ﹤0.01%
86,089
-470
-0.5% -$5.5K
VRE
2427
DELISTED
Veris Residential
VRE
$1.1M ﹤0.01%
57,980
+1,308
+2% +$25K
HR icon
2428
Healthcare Realty
HR
$7.58B
$1.1M ﹤0.01%
40,995
-33,190
-45% -$840K
ADAM
2429
Adamas Trust
ADAM
$783M
$1.1M ﹤0.01%
35,791
+1,079
+3% +$33.7K
MUA icon
2430
BlackRock MuniAssets Fund
MUA
$518M
$1.1M ﹤0.01%
79,723
-41,696
-34% -$561K
AEGN
2431
DELISTED
Aegion Corp
AEGN
$1.1M ﹤0.01%
59,073
-13,075
-18% -$242K
AZZ icon
2432
AZZ Inc
AZZ
$4.41B
$1.1M ﹤0.01%
23,397
+639
+3% +$28.8K
WWD icon
2433
Woodward
WWD
$24.5B
$1.1M ﹤0.01%
22,304
-7,130
-24% -$353K
WIBC
2434
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.1M ﹤0.01%
108,410
-27,322
-20% -$266K
SCNB
2435
DELISTED
Suffolk Bancorp
SCNB
$1.09M ﹤0.01%
48,169
-558
-1% -$12K
IRWD icon
2436
Ironwood Pharmaceuticals
IRWD
$626M
$1.09M ﹤0.01%
84,747
+25,757
+44% +$295K
MSFG
2437
DELISTED
MainSource Financial Group Inc
MSFG
$1.08M ﹤0.01%
51,861
-1,022
-2% -$18.6K
ISSI
2438
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$1.08M ﹤0.01%
65,406
-2,413
-4% -$34.5K
ANGO icon
2439
AngioDynamics
ANGO
$593M
$1.08M ﹤0.01%
56,960
+9,482
+20% +$161K
GIMO
2440
DELISTED
Gigamon Inc.
GIMO
$1.08M ﹤0.01%
61,004
+22,296
+58% +$315K
FSTR icon
2441
Foster
FSTR
$439M
$1.08M ﹤0.01%
22,262
-624
-3% -$30.4K
LPL icon
2442
LG Display
LPL
$2.93B
$1.08M ﹤0.01%
71,241
-4,994
-7% -$76.8K
SLF icon
2443
Sun Life Financial
SLF
$46.6B
$1.07M ﹤0.01%
29,811
+4,148
+16% +$148K
CBR
2444
DELISTED
CIBER Inc.
CBR
$1.07M ﹤0.01%
302,837
-32,925
-10% -$107K
ALJ
2445
DELISTED
Alon USA Energy Inc
ALJ
$1.07M ﹤0.01%
84,482
+46,611
+123% +$670K
LABL
2446
DELISTED
Multi-Color Corp
LABL
$1.07M ﹤0.01%
19,283
+2,946
+18% +$151K
DSPG
2447
DELISTED
DSP Group Inc
DSPG
$1.07M ﹤0.01%
98,274
-1,681
-2% -$17.3K
EXLS icon
2448
EXL Service
EXLS
$4.66B
$1.07M ﹤0.01%
185,800
+10,820
+6% +$59.2K
ARR
2449
Armour Residential REIT
ARR
$2.32B
$1.07M ﹤0.01%
7,239
-1,950
-21% -$304K
DTLK
2450
DELISTED
Datalink Corp
DTLK
$1.07M ﹤0.01%
82,672
-4,210
-5% -$51.5K
96 97
98
99 100

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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.