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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
MLI icon
1301
Mueller Industries
MLI
$14.2B
$4.11M 0.01%
481,628
+72,820
+18% +$577K
CTB
1302
DELISTED
Cooper Tire & Rubber Co.
CTB
$4.11M 0.01%
118,649
+26,187
+28% +$823K
PEB icon
1303
Pebblebrook Hotel Trust
PEB
$2.19B
$4.11M 0.01%
90,013
+8,293
+10% +$348K
CQB
1304
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$4.1M 0.01%
283,761
+8,195
+3% +$117K
CAKE icon
1305
Cheesecake Factory
CAKE
$4.32B
$4.1M 0.01%
81,543
+3,867
+5% +$183K
S
1306
DELISTED
Sprint Corporation
S
$4.1M 0.01%
986,910
-2,219
-0.2% -$11.4K
FNFG
1307
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$4.09M 0.01%
485,272
+121,039
+33% +$974K
OPLN
1308
Openlane
OPLN
$4.25B
$4.09M 0.01%
311,553
-8,488
-3% -$103K
PRA
1309
DELISTED
ProAssurance
PRA
$4.09M 0.01%
90,507
+5,438
+6% +$249K
OVTI
1310
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$4.09M 0.01%
157,144
+52,298
+50% +$1.39M
TBI
1311
Trueblue
TBI
$237M
$4.08M 0.01%
183,606
-18,115
-9% -$430K
WAL icon
1312
Western Alliance Bancorporation
WAL
$9.04B
$4.07M 0.01%
146,554
-53,111
-27% -$1.37M
TTC icon
1313
Toro Company
TTC
$9.01B
$4.07M 0.01%
127,492
+4,648
+4% +$143K
CRC
1314
DELISTED
California Resources Corporation
CRC
$4.05M 0.01%
+73,516
New +$4.43M
CII icon
1315
BlackRock Enhanced Captial and Income Fund
CII
$984M
$4.05M 0.01%
289,925
-88,183
-23% -$1.29M
KEP icon
1316
Korea Electric Power
KEP
$15.7B
$4.05M 0.01%
209,120
-81,887
-28% -$1.73M
ANDE icon
1317
Andersons Inc
ANDE
$2.54B
$4.05M 0.01%
76,183
-14,081
-16% -$796K
PLCE icon
1318
Children's Place
PLCE
$52.8M
$4.04M 0.01%
70,960
+26,164
+58% +$1.35M
CNQ icon
1319
Canadian Natural Resources
CNQ
$93.4B
$4.04M 0.01%
270,874
+11,083
+4% +$181K
KALU icon
1320
Kaiser Aluminum
KALU
$2.65B
$4.04M 0.01%
56,601
+801
+1% +$57.9K
VGM icon
1321
Invesco Trust Investment Grade Municipals
VGM
$549M
$4.04M 0.01%
303,585
-1,369
-0.4% -$18.1K
CIEN icon
1322
Ciena
CIEN
$53.4B
$4.01M 0.01%
206,795
+20,720
+11% +$346K
MUE
1323
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.01M 0.01%
297,487
+10,660
+4% +$142K
POT
1324
DELISTED
Potash Corp Of Saskatchewan
POT
$4M 0.01%
113,370
+38,653
+52% +$1.32M
SBW
1325
DELISTED
Western Asset Worldwide Income
SBW
$4M 0.01%
350,853
+25,714
+8% +$305K
51 52
53
54 55

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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.