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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
NE
1401
DELISTED
Noble Corporation
NE
$3.73M 0.01%
224,917
+38,287
+21% +$729K
PTEN icon
1402
Patterson-UTI
PTEN
$3.57B
$3.72M 0.01%
224,410
-78,227
-26% -$1.65M
IMKTA icon
1403
Ingles Markets
IMKTA
$1.67B
$3.72M 0.01%
100,316
-7,966
-7% -$224K
QSR icon
1404
Restaurant Brands International
QSR
$25.8B
$3.72M 0.01%
+95,231
New +$3.66M
SCOR icon
1405
Comscore
SCOR
$107M
$3.72M 0.01%
4,004
+764
+24% +$641K
MOH icon
1406
Molina Healthcare
MOH
$10.4B
$3.71M 0.01%
69,389
-2,414
-3% -$117K
MEG
1407
DELISTED
Media General, Inc
MEG
$3.71M 0.01%
221,988
-77,583
-26% -$1.16M
APAM icon
1408
Artisan Partners
APAM
$2.86B
$3.71M 0.01%
73,449
+7,621
+12% +$380K
COHR
1409
DELISTED
Coherent Inc
COHR
$3.7M 0.01%
61,006
-3,344
-5% -$198K
GLO
1410
Clough Global Opportunities Fund
GLO
$248M
$3.7M 0.01%
288,577
+8,312
+3% +$99.8K
NSIT icon
1411
Insight Enterprises
NSIT
$3.71B
$3.7M 0.01%
142,894
+28,921
+25% +$689K
PMCS
1412
DELISTED
P M C SIERRA INC
PMCS
$3.7M 0.01%
403,745
+120,853
+43% +$956K
HTS
1413
DELISTED
HATTERAS FINANCIAL CORP
HTS
$3.69M 0.01%
200,440
-32,207
-14% -$608K
KYO
1414
DELISTED
Kyocera Adr
KYO
$3.69M 0.01%
80,482
+6,252
+8% +$287K
BGY icon
1415
BlackRock Enhanced International Dividend Trust
BGY
$515M
$3.68M 0.01%
546,618
+7,026
+1% +$50.2K
GATX icon
1416
GATX Corp
GATX
$6.52B
$3.68M 0.01%
63,919
-1,262
-2% -$75.1K
SJI
1417
DELISTED
South Jersey Industries, Inc.
SJI
$3.68M 0.01%
124,766
+27,956
+29% +$799K
NTUS
1418
DELISTED
Natus Medical Inc
NTUS
$3.68M 0.01%
101,993
-20,775
-17% -$698K
GHI
1419
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$3.67M 0.01%
416,677
-505
-0.1% -$4.71K
DPG
1420
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$3.67M 0.01%
169,395
+10,053
+6% +$216K
IONS icon
1421
Ionis Pharmaceuticals
IONS
$9.25B
$3.66M 0.01%
59,341
+12,720
+27% +$628K
SWI
1422
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$3.66M 0.01%
73,459
+18,193
+33% +$867K
SXT icon
1423
Sensient Technologies
SXT
$5.32B
$3.65M 0.01%
60,513
+9,084
+18% +$520K
AWR icon
1424
American States Water
AWR
$3.37B
$3.65M 0.01%
96,817
+2,188
+2% +$75.2K
EDP
1425
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.64M 0.01%
93,831
+4,953
+6% +$192K
55 56
57
58 59

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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.