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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
PZZA icon
1051
Papa John's
PZZA
$997M
$5.64M 0.01%
101,130
-596
-0.6% -$29.2K
NPP
1052
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.63M 0.01%
381,911
+7,302
+2% +$107K
NJ
1053
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$5.63M 0.01%
347,489
+16,623
+5% +$270K
B
1054
DELISTED
Barnes Group Inc.
B
$5.62M 0.01%
151,914
+19,837
+15% +$696K
MCR
1055
DELISTED
MFS Charter Income Trust
MCR
$5.62M 0.01%
611,384
+12,970
+2% +$114K
EC icon
1056
Ecopetrol
EC
$32.5B
$5.61M 0.01%
327,605
+94,621
+41% +$2.25M
GNC
1057
DELISTED
GNC Holdings, Inc.
GNC
$5.6M 0.01%
119,191
+64,267
+117% +$2.7M
RGLD icon
1058
Royal Gold
RGLD
$17.1B
$5.59M 0.01%
89,114
+16,801
+23% +$1.1M
TEX icon
1059
Terex
TEX
$7.89B
$5.57M 0.01%
199,898
+11,942
+6% +$341K
ZD icon
1060
Ziff Davis
ZD
$1.93B
$5.57M 0.01%
103,334
+17,688
+21% +$855K
DNOW icon
1061
DNOW Inc
DNOW
$2.59B
$5.56M 0.01%
216,060
+82,325
+62% +$2.25M
NHY
1062
DELISTED
NORSK HYDRO A. S. ADR
NHY
$5.55M 0.01%
977,648
+148,318
+18% +$842K
TER icon
1063
Teradyne
TER
$52.4B
$5.55M 0.01%
280,487
-7,672
-3% -$145K
TDS icon
1064
Telephone and Data Systems
TDS
$3.83B
$5.55M 0.01%
219,713
+20,913
+11% +$515K
BDN
1065
Brandywine Realty Trust
BDN
$533M
$5.55M 0.01%
347,090
-10,516
-3% -$160K
CIM
1066
Chimera Investment
CIM
$1.05B
$5.54M 0.01%
116,167
+4,046
+4% +$195K
CPT icon
1067
Camden Property Trust
CPT
$11.2B
$5.53M 0.01%
74,912
+14,989
+25% +$1.11M
RLJ icon
1068
RLJ Lodging Trust
RLJ
$1.9B
$5.53M 0.01%
164,807
+18,255
+12% +$581K
ISBC
1069
DELISTED
Investors Bancorp, Inc.
ISBC
$5.52M 0.01%
491,579
+19,989
+4% +$212K
ATO icon
1070
Atmos Energy
ATO
$29.7B
$5.5M 0.01%
98,609
+36
+0% +$1.9K
ATML
1071
DELISTED
ATMEL CORP
ATML
$5.49M 0.01%
654,740
-12,326
-2% -$94.4K
SWX icon
1072
Southwest Gas
SWX
$6.66B
$5.48M 0.01%
88,720
-421
-0.5% -$23.9K
AMD icon
1073
Advanced Micro Devices
AMD
$807B
$5.48M 0.01%
2,053,474
-690,681
-25% -$1.9M
VMC icon
1074
Vulcan Materials
VMC
$36.9B
$5.48M 0.01%
83,389
-619
-0.7% -$39.1K
TOWR
1075
DELISTED
Tower International, Inc.
TOWR
$5.46M 0.01%
213,839
-36,659
-15% -$882K
41 42
43
44 45

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MCM
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PSUF
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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.