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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
SM icon
876
SM Energy
SM
$7.47B
$7.47M 0.02%
193,584
+99,327
+105% +$4.98M
USCI icon
877
US Commodity Index
USCI
$368M
$7.47M 0.02%
154,655
– –
DAR icon
878
Darling Ingredients
DAR
$9.56B
$7.44M 0.02%
409,825
+82,068
+25% +$1.48M
VALE.P
879
DELISTED
Vale S A
VALE.P
$7.42M 0.02%
1,022,705
-65,567
-6% -$531K
TFX icon
880
Teleflex
TFX
$5.93B
$7.41M 0.02%
64,564
-1,580
-2% -$179K
ACM icon
881
Aecom
ACM
$9.15B
$7.39M 0.02%
243,427
+94,690
+64% +$2.95M
EOCC
882
DELISTED
Enel Generacion Chile S.A.
EOCC
$7.39M 0.02%
238,700
+1,739
+0.7% +$53.9K
VMW
883
DELISTED
VMware, Inc
VMW
$7.34M 0.02%
88,918
-8,199
-8% -$700K
SYA
884
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$7.33M 0.02%
317,959
-37,284
-10% -$848K
FCE.A
885
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$7.32M 0.02%
343,441
+37,170
+12% +$773K
ALLE icon
886
Allegion
ALLE
$13.3B
$7.31M 0.02%
131,854
-1,717
-1% -$89.1K
ITT icon
887
ITT
ITT
$17.3B
$7.31M 0.02%
180,688
-53,393
-23% -$2.23M
AMCR
888
DELISTED
AMCOR LTD ADR
AMCR
$7.29M 0.02%
164,898
+31,128
+23% +$1.38M
DAN icon
889
Dana Inc
DAN
$2.88B
$7.27M 0.02%
334,515
-21,130
-6% -$427K
ESV
890
DELISTED
Ensco Rowan plc
ESV
$7.27M 0.02%
60,687
+22,857
+60% +$3.28M
CNSL
891
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$7.26M 0.02%
260,967
+51,731
+25% +$1.38M
DO
892
DELISTED
Diamond Offshore Drilling
DO
$7.23M 0.02%
196,985
+46,848
+31% +$1.68M
DBD
893
DELISTED
Diebold Nixdorf Incorporated
DBD
$7.21M 0.02%
208,226
-10,866
-5% -$383K
TEN
894
Tsakos Energy Navigation Ltd
TEN
$1.16B
$7.2M 0.02%
206,345
+52,538
+34% +$1.74M
KNGT
895
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$7.2M 0.02%
213,883
+5,753
+3% +$194K
LUX
896
DELISTED
Luxottica Group
LUX
$7.16M 0.02%
131,358
+18,633
+17% +$959K
SONC
897
DELISTED
Sonic Corp
SONC
$7.14M 0.02%
262,374
-26,669
-9% -$676K
JBLU icon
898
JetBlue
JBLU
$2.03B
$7.14M 0.02%
450,139
+58,545
+15% +$759K
GGAL icon
899
Galicia Financial Group
GGAL
$7.98B
$7.12M 0.02%
448,020
-184,329
-29% -$2.68M
IDTI
900
DELISTED
Integrated Device Technology I
IDTI
$7.12M 0.02%
363,196
-9,037
-2% -$155K
34 35
36
37 38

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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.