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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
FUL icon
1551
H.B. Fuller
FUL
$3.09B
$3.11M 0.01%
69,832
+22,791
+48% +$957K
KRG icon
1552
Kite Realty
KRG
$5.95B
$3.11M 0.01%
108,217
+29,122
+37% +$771K
MSCC
1553
DELISTED
Microsemi Corp
MSCC
$3.11M 0.01%
109,454
+33,870
+45% +$890K
OMCL icon
1554
Omnicell
OMCL
$1.93B
$3.1M 0.01%
93,471
-13,476
-13% -$416K
QLIK
1555
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$3.1M 0.01%
100,205
-7,269
-7% -$207K
IPXL
1556
DELISTED
Impax Laboratories, Inc.
IPXL
$3.09M 0.01%
97,653
+7,556
+8% +$221K
DJP icon
1557
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$787M
$3.09M 0.01%
103,391
+18,097
+21% +$599K
PBF icon
1558
PBF Energy
PBF
$7.27B
$3.09M 0.01%
115,916
+83,029
+252% +$2.16M
PNFP icon
1559
Pinnacle Financial Partners Inc
PNFP
$15.8B
$3.09M 0.01%
78,043
-12,843
-14% -$483K
FTNT icon
1560
Fortinet
FTNT
$112B
$3.08M 0.01%
503,150
+154,310
+44% +$832K
NMA
1561
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$3.08M 0.01%
225,640
+22,226
+11% +$303K
FCH
1562
DELISTED
Felcor Lodging Trust
FCH
$3.08M 0.01%
284,633
-32,536
-10% -$334K
KBR icon
1563
KBR
KBR
$4.72B
$3.08M 0.01%
181,679
-71,381
-28% -$1.28M
RWT
1564
Redwood Trust
RWT
$585M
$3.08M 0.01%
156,068
+15,863
+11% +$298K
MASI
1565
DELISTED
Masimo
MASI
$3.07M 0.01%
116,630
+12,462
+12% +$308K
SSD icon
1566
Simpson Manufacturing
SSD
$8.32B
$3.07M 0.01%
88,779
+2,723
+3% +$88.6K
AAWW
1567
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$3.07M 0.01%
62,254
+20,132
+48% +$819K
ARRS
1568
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$3.07M 0.01%
101,628
-18,009
-15% -$510K
VT icon
1569
Vanguard Total World Stock ETF
VT
$76.3B
$3.06M 0.01%
+50,967
New +$3.06M
UIL
1570
DELISTED
UIL HOLDINGS
UIL
$3.06M 0.01%
70,293
+1,803
+3% +$73.3K
NBTB icon
1571
NBT Bancorp
NBTB
$2.78B
$3.06M 0.01%
116,371
-2,373
-2% -$58.6K
ENTG icon
1572
Entegris
ENTG
$18.1B
$3.06M 0.01%
231,358
-3,574
-2% -$45.8K
LGF
1573
DELISTED
Lions Gate Entertainment
LGF
$3.06M 0.01%
95,420
+1,129
+1% +$36.9K
DIOD icon
1574
Diodes
DIOD
$3.71B
$3.05M 0.01%
110,743
-9,097
-8% -$231K
WEN icon
1575
Wendy's
WEN
$1.45B
$3.05M 0.01%
337,518
+7,670
+2% +$64.8K
61 62
63
64 65

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MCM
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PSUF
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IA
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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.