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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
EFII
1251
DELISTED
Electronics for Imaging
EFII
$4.36M 0.01%
101,864
-2,753
-3% -$120K
EGL
1252
DELISTED
Engility Holdings, Inc.
EGL
$4.36M 0.01%
101,832
-6,168
-6% -$246K
NP
1253
DELISTED
Neenah, Inc. Common Stock
NP
$4.36M 0.01%
72,268
-1,143
-2% -$65.2K
LXP icon
1254
LXP Industrial Trust
LXP
$3.52B
$4.35M 0.01%
79,278
+14,895
+23% +$802K
WKC icon
1255
World Kinect Corp
WKC
$2.04B
$4.33M 0.01%
92,257
+46,458
+101% +$2.01M
BC icon
1256
Brunswick
BC
$5.24B
$4.32M 0.01%
84,336
+22,347
+36% +$1.05M
FWONK icon
1257
Liberty Media Series C
FWONK
$24.6B
$4.32M 0.01%
174,323
-49,757
-22% -$1.22M
AEL
1258
DELISTED
American Equity Investment Life Holding Company
AEL
$4.32M 0.01%
147,968
-31,008
-17% -$806K
LYV icon
1259
Live Nation Entertainment
LYV
$41.7B
$4.32M 0.01%
165,272
-8,641
-5% -$218K
PLCM
1260
DELISTED
POLYCOM INC
PLCM
$4.3M 0.01%
318,521
+14,984
+5% +$191K
CYS
1261
DELISTED
CYS Investments Inc.
CYS
$4.3M 0.01%
492,688
+52,881
+12% +$473K
LOGM
1262
DELISTED
LogMein, Inc.
LOGM
$4.29M 0.01%
87,046
+30,950
+55% +$1.48M
BNS icon
1263
Scotiabank
BNS
$106B
$4.29M 0.01%
79,463
+1,112
+1% +$62.6K
EON
1264
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$4.29M 0.01%
252,549
+18,008
+8% +$306K
REXMY
1265
DELISTED
REXAM PLC ADR - NEW
REXMY
$4.28M 0.01%
122,879
-24,297
-17% -$846K
IQI icon
1266
Invesco Quality Municipal Securities
IQI
$526M
$4.27M 0.01%
342,032
-1,122
-0.3% -$13.9K
DENN
1267
DELISTED
Denny's
DENN
$4.27M 0.01%
414,036
+39,172
+10% +$347K
UIS icon
1268
Unisys
UIS
$245M
$4.27M 0.01%
144,818
-6,273
-4% -$158K
BMR
1269
DELISTED
BIOMED REALTY TRUST INC
BMR
$4.26M 0.01%
197,612
+59,750
+43% +$1.27M
CRZO
1270
DELISTED
Carrizo Oil & Gas Inc
CRZO
$4.26M 0.01%
102,315
+13,514
+15% +$607K
FMBI
1271
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.25M 0.01%
248,415
-43,709
-15% -$726K
CBI
1272
DELISTED
Chicago Bridge & Iron Nv
CBI
$4.24M 0.01%
101,054
-3,984
-4% -$196K
NDSN icon
1273
Nordson
NDSN
$16.6B
$4.22M 0.01%
54,106
+3,713
+7% +$282K
SAFE
1274
Safehold
SAFE
$1.19B
$4.22M 0.01%
63,485
-8,625
-12% -$574K
FNB icon
1275
FNB Corp
FNB
$6.71B
$4.22M 0.01%
316,527
+55,349
+21% +$696K
49 50
51
52 53

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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.