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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
IRDM icon
1601
Iridium Communications
IRDM
$4.81B
$2.94M 0.01%
301,555
+98,101
+48% +$918K
GNRC icon
1602
Generac Holdings
GNRC
$11.5B
$2.94M 0.01%
62,851
+8,229
+15% +$360K
WOR icon
1603
Worthington Enterprises
WOR
$2.82B
$2.94M 0.01%
158,383
-2,659
-2% -$58.9K
INDB icon
1604
Independent Bank
INDB
$4.1B
$2.93M 0.01%
68,496
+1,565
+2% +$61.9K
TELN
1605
DELISTED
TELENOR ASA
TELN
$2.93M 0.01%
48,427
-2,129
-4% -$129K
EE
1606
DELISTED
El Paso Electric Company
EE
$2.93M 0.01%
73,170
-3,035
-4% -$115K
SLAB icon
1607
Silicon Laboratories
SLAB
$7.17B
$2.93M 0.01%
61,482
+1,292
+2% +$57K
INFN
1608
DELISTED
Infinera Corporation Common Stock
INFN
$2.93M 0.01%
198,813
-75,565
-28% -$1M
MATV icon
1609
Mativ Holdings
MATV
$482M
$2.93M 0.01%
69,174
-1,360
-2% -$56.5K
KATE
1610
DELISTED
Kate Spade & Company
KATE
$2.93M 0.01%
91,420
-5,935
-6% -$169K
FRC
1611
DELISTED
First Republic Bank
FRC
$2.92M 0.01%
56,107
-19,296
-26% -$971K
CHT icon
1612
Chunghwa Telecom
CHT
$33.5B
$2.92M 0.01%
99,202
+2,686
+3% +$80.3K
VISN
1613
Vistance Networks Inc
VISN
$2.67B
$2.92M 0.01%
127,891
+37,117
+41% +$828K
DKS icon
1614
Dick's Sporting Goods
DKS
$18.9B
$2.92M 0.01%
58,785
+1,121
+2% +$52.5K
NCMI icon
1615
National CineMedia
NCMI
$371M
$2.92M 0.01%
20,311
+6,556
+48% +$940K
VER
1616
DELISTED
VEREIT, Inc.
VER
$2.92M 0.01%
64,507
-48,395
-43% -$2.37M
ATW
1617
DELISTED
Atwood Oceanics
ATW
$2.92M 0.01%
102,816
+21,977
+27% +$783K
PRXL
1618
DELISTED
Parexel International Corp
PRXL
$2.91M 0.01%
52,361
-17,787
-25% -$1.03M
NAV
1619
DELISTED
Navistar International
NAV
$2.9M 0.01%
86,780
-43,090
-33% -$1.49M
QUAD icon
1620
Quad
QUAD
$434M
$2.9M 0.01%
126,468
-5,685
-4% -$120K
SMTC icon
1621
Semtech
SMTC
$10.4B
$2.9M 0.01%
105,186
+1,187
+1% +$30.3K
TIME
1622
DELISTED
Time Inc.
TIME
$2.9M 0.01%
117,830
-1,985
-2% -$44.9K
PIM
1623
Franklin Master Intermediate Income Trust
PIM
$149M
$2.9M 0.01%
602,026
+68,865
+13% +$342K
OC icon
1624
Owens Corning
OC
$11.5B
$2.9M 0.01%
80,839
-6,330
-7% -$210K
VE
1625
DELISTED
VEOLIA ENVIRONNEMENT
VE
$2.9M 0.01%
164,670
+39,845
+32% +$688K
63 64
65
66 67

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MCM
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PSUF
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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.