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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
HME
1126
DELISTED
HOME PROPERTIES, INC
HME
$5.14M 0.01%
78,317
+5,214
+7% +$332K
BABA icon
1127
Alibaba
BABA
$276B
$5.13M 0.01%
49,344
+12,104
+33% +$1.24M
DFE icon
1128
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$5.13M 0.01%
99,654
-6,532
-6% -$335K
PNY
1129
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$5.12M 0.01%
129,975
-2,975
-2% -$111K
OHI icon
1130
Omega Healthcare
OHI
$15.3B
$5.12M 0.01%
131,081
+12,429
+10% +$471K
TDY icon
1131
Teledyne Technologies
TDY
$30.2B
$5.12M 0.01%
49,843
+3,984
+9% +$403K
WDAY icon
1132
Workday
WDAY
$36.4B
$5.12M 0.01%
62,717
+18,717
+43% +$1.62M
BRSL
1133
Brightstar Lottery PLC
BRSL
$1.93B
$5.11M 0.01%
296,462
-45,736
-13% -$769K
HLF icon
1134
Herbalife
HLF
$1.26B
$5.11M 0.01%
271,270
+41,916
+18% +$897K
TIVO
1135
DELISTED
Tivo Inc
TIVO
$5.11M 0.01%
226,225
-23,571
-9% -$496K
ODFL icon
1136
Old Dominion Freight Line
ODFL
$47.2B
$5.11M 0.01%
197,334
+12,783
+7% +$317K
WWAV
1137
DELISTED
The WhiteWave Foods Company
WWAV
$5.11M 0.01%
145,908
+8,368
+6% +$297K
BBL
1138
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$5.09M 0.01%
118,487
-52,193
-31% -$2.59M
TYL icon
1139
Tyler Technologies
TYL
$13B
$5.09M 0.01%
46,541
-123
-0.3% -$13K
GFI icon
1140
Gold Fields
GFI
$29.4B
$5.07M 0.01%
1,119,544
+631,124
+129% +$2.53M
MAGN
1141
Magnera Corp
MAGN
$490M
$5.07M 0.01%
15,250
+376
+3% +$121K
SANM icon
1142
Sanmina
SANM
$11.2B
$5.05M 0.01%
214,738
+4,973
+2% +$114K
FOE
1143
DELISTED
Ferro Corporation
FOE
$5.05M 0.01%
389,793
-83,483
-18% -$1.1M
CNL
1144
DELISTED
CLECO CRP (HOLDING CO)
CNL
$5.05M 0.01%
92,619
-4,966
-5% -$262K
COLM icon
1145
Columbia Sportswear
COLM
$3.25B
$5.04M 0.01%
113,249
+123
+0.1% +$5K
RRGB icon
1146
Red Robin
RRGB
$136M
$5.04M 0.01%
65,536
-3,577
-5% -$227K
BOH icon
1147
Bank of Hawaii
BOH
$3.17B
$5.04M 0.01%
85,019
-4,863
-5% -$280K
FLIR
1148
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$5.04M 0.01%
156,037
-1,750
-1% -$55.5K
HAIN icon
1149
Hain Celestial
HAIN
$46M
$5.02M 0.01%
86,149
+1,905
+2% +$103K
WEX icon
1150
WEX
WEX
$6.17B
$5.02M 0.01%
50,764
-4,282
-8% -$456K
44 45
46
47 48

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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.