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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
BMS
826
DELISTED
Bemis
BMS
$8.19M 0.02%
181,135
-2,544
-1% -$102K
LE icon
827
Lands' End
LE
$374M
$8.18M 0.02%
151,647
+9,122
+6% +$430K
PANW icon
828
Palo Alto Networks
PANW
$263B
$8.18M 0.02%
400,494
+11,760
+3% +$217K
JBL icon
829
Jabil
JBL
$31.3B
$8.16M 0.02%
373,660
+25,698
+7% +$523K
TMH
830
DELISTED
Team Health Holdings Inc
TMH
$8.14M 0.02%
141,431
+801
+0.6% +$46.1K
RFMD
831
DELISTED
RF MICRO DEVICES INC
RFMD
$8.13M 0.02%
489,862
+27,314
+6% +$365K
TLS
832
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$8.13M 0.02%
334,292
+63,271
+23% +$1.54M
DXCM icon
833
DexCom
DXCM
$28.8B
$8.12M 0.02%
590,196
+173,324
+42% +$2.12M
PPLI
834
People Inc
PPLI
$3.14B
$8.12M 0.02%
747,037
+136,779
+22% +$1.55M
LSTR icon
835
Landstar System
LSTR
$6.6B
$8.11M 0.02%
111,864
+24,535
+28% +$1.82M
KRC icon
836
Kilroy Realty
KRC
$4.59B
$8.08M 0.02%
116,990
+33,527
+40% +$2.23M
CODE
837
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$8.06M 0.02%
235,493
+72,792
+45% +$1.73M
OII icon
838
Oceaneering
OII
$5.21B
$8.05M 0.02%
136,945
+2,399
+2% +$154K
DLR icon
839
Digital Realty Trust
DLR
$71.6B
$8.03M 0.02%
121,139
+21,468
+22% +$1.43M
MHK icon
840
Mohawk Industries
MHK
$7.07B
$8.03M 0.02%
51,679
-3,645
-7% -$524K
ODP
841
DELISTED
ODP
ODP
$8.01M 0.02%
93,457
-24,977
-21% -$1.59M
NEA icon
842
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$8M 0.02%
578,891
+7,817
+1% +$107K
VC icon
843
Visteon
VC
$2.77B
$7.99M 0.02%
74,739
-32,848
-31% -$3.17M
FHN icon
844
First Horizon
FHN
$12.2B
$7.98M 0.02%
587,664
-641
-0.1% -$8.13K
STLD icon
845
Steel Dynamics
STLD
$35.8B
$7.97M 0.02%
403,845
-19,374
-5% -$418K
DECK icon
846
Deckers Outdoor
DECK
$13.6B
$7.96M 0.02%
524,418
+56,424
+12% +$859K
PAM icon
847
Pampa Energía
PAM
$4.6B
$7.93M 0.02%
791,752
-6,431
-0.8% -$68K
CNI icon
848
Canadian National Railway
CNI
$78.3B
$7.93M 0.02%
115,077
+11,210
+11% +$767K
BPOP icon
849
Popular Inc
BPOP
$11B
$7.93M 0.02%
232,873
+11,593
+5% +$364K
LINE
850
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$7.92M 0.02%
782,320
+94,862
+14% +$1.95M
32 33
34
35 36

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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.