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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
DSL
1451
DoubleLine Income Solutions Fund
DSL
$1.22B
$3.53M 0.01%
177,173
+515
+0.3% +$10.7K
MPWR icon
1452
Monolithic Power Systems
MPWR
$63.9B
$3.52M 0.01%
70,842
-9,059
-11% -$407K
PTRY
1453
DELISTED
PANTRY INC (THE)
PTRY
$3.52M 0.01%
95,043
+18,183
+24% +$491K
ALLY icon
1454
Ally Financial
ALLY
$13.4B
$3.51M 0.01%
148,628
-1,547
-1% -$35K
PCEF icon
1455
Invesco CEF Income Composite ETF
PCEF
$796M
$3.51M 0.01%
+148,599
New +$3.57M
MSTR icon
1456
Strategy Inc
MSTR
$35.7B
$3.5M 0.01%
215,760
-11,400
-5% -$180K
CMP icon
1457
Compass Minerals
CMP
$1.23B
$3.5M 0.01%
40,323
+7,419
+23% +$636K
NAVG
1458
DELISTED
Navigators Group Inc
NAVG
$3.5M 0.01%
95,336
-2,002
-2% -$69K
BKD icon
1459
Brookdale Senior Living
BKD
$3.61B
$3.49M 0.01%
95,264
+2,637
+3% +$89.4K
ETD icon
1460
Ethan Allen Interiors
ETD
$609M
$3.49M 0.01%
112,773
+1,233
+1% +$34.4K
ACH
1461
Accendra Health
ACH
$243M
$3.49M 0.01%
99,477
-2,531
-2% -$85.2K
MKTAY
1462
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$3.49M 0.01%
77,525
-9,269
-11% -$418K
HURN icon
1463
Huron Consulting
HURN
$2.02B
$3.49M 0.01%
51,042
-379
-0.7% -$25.3K
GBCI icon
1464
Glacier Bancorp
GBCI
$6.45B
$3.49M 0.01%
125,529
-17,634
-12% -$478K
TWTR
1465
DELISTED
Twitter, Inc.
TWTR
$3.48M 0.01%
97,102
-102,582
-51% -$4.37M
BKU icon
1466
Bankunited
BKU
$3.41B
$3.47M 0.01%
119,784
+13,558
+13% +$400K
MLKN icon
1467
MillerKnoll
MLKN
$1.61B
$3.47M 0.01%
117,757
+5,730
+5% +$174K
CKH
1468
DELISTED
Seacor Holdings Inc.
CKH
$3.47M 0.01%
48,548
+7,036
+17% +$510K
AHL
1469
DELISTED
ASPEN Insurance Holding Limited
AHL
$3.46M 0.01%
79,169
+22,302
+39% +$968K
SAPE
1470
DELISTED
SAPIENT CORP
SAPE
$3.46M 0.01%
139,215
-21,879
-14% -$462K
MSGS icon
1471
Madison Square Garden
MSGS
$9.66B
$3.46M 0.01%
64,465
+953
+2% +$48K
WOLF icon
1472
Wolfspeed
WOLF
$1.12B
$3.45M 0.01%
107,117
+13,619
+15% +$447K
CMC icon
1473
Commercial Metals
CMC
$7.81B
$3.45M 0.01%
211,611
-4,647
-2% -$75.2K
BGG
1474
DELISTED
Briggs & Stratton Corp.
BGG
$3.45M 0.01%
168,824
+68,219
+68% +$1.34M
KFY icon
1475
Korn Ferry
KFY
$4.32B
$3.45M 0.01%
119,826
-31,604
-21% -$859K
57 58
59
60 61

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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.