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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
KN icon
1676
Knowles
KN
$3.07B
$2.75M 0.01%
116,653
-10,867
-9% -$225K
MTSC
1677
DELISTED
MTS Systems Corp
MTSC
$2.74M 0.01%
36,506
+2,524
+7% +$173K
NVRI icon
1678
Enviri
NVRI
$623M
$2.74M 0.01%
144,968
-11,002
-7% -$214K
CUBE icon
1679
CubeSmart
CUBE
$9.62B
$2.73M 0.01%
123,938
+28,916
+30% +$600K
RJET
1680
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.73M 0.01%
187,397
-63,660
-25% -$785K
GMED icon
1681
Globus Medical
GMED
$10.9B
$2.73M 0.01%
114,936
+19,778
+21% +$438K
WLK icon
1682
Westlake Corp
WLK
$9.25B
$2.73M 0.01%
44,722
-7,938
-15% -$540K
CTCT
1683
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$2.73M 0.01%
74,434
+6,380
+9% +$209K
IL
1684
DELISTED
IntraLinks Holdings Inc.
IL
$2.73M 0.01%
229,134
-17,597
-7% -$171K
AFB
1685
AllianceBernstein National Municipal Income Fund
AFB
$314M
$2.72M 0.01%
197,344
-21,397
-10% -$295K
GRT
1686
DELISTED
GLIMCHER REALTY TRUST
GRT
$2.71M 0.01%
197,282
+38,950
+25% +$532K
RAS
1687
DELISTED
RAIT Financial Trust
RAS
$2.71M 0.01%
353,050
-243,040
-41% -$1.79M
UTL icon
1688
Unitil
UTL
$1.01B
$2.71M 0.01%
73,829
+1,937
+3% +$67.5K
KFRC icon
1689
Kforce
KFRC
$1.04B
$2.7M 0.01%
111,784
-9,665
-8% -$217K
CPL
1690
DELISTED
CPFL Energia S.A.
CPL
$2.7M 0.01%
210,196
+31,050
+17% +$428K
USG
1691
DELISTED
Usg
USG
$2.7M 0.01%
96,327
+10,574
+12% +$290K
BGC
1692
DELISTED
General Cable Corporation
BGC
$2.69M 0.01%
180,874
+50,895
+39% +$712K
FCS
1693
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$2.69M 0.01%
159,451
-5,552
-3% -$86.4K
HAWK
1694
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$2.69M 0.01%
70,670
+23,779
+51% +$846K
CATO icon
1695
Cato Corp
CATO
$67.3M
$2.69M 0.01%
63,701
+7,898
+14% +$297K
GPK icon
1696
Graphic Packaging
GPK
$3.45B
$2.69M 0.01%
197,293
-31,570
-14% -$391K
ITRI icon
1697
Itron
ITRI
$4.75B
$2.69M 0.01%
63,515
-44,081
-41% -$1.76M
CDR
1698
DELISTED
Cedar Realty Trust, Inc
CDR
$2.69M 0.01%
55,451
+4,748
+9% +$209K
NICE icon
1699
Nice
NICE
$5.94B
$2.68M 0.01%
52,991
+5,570
+12% +$251K
PIR
1700
DELISTED
Pier 1 Imports, Inc.
PIR
$2.68M 0.01%
8,712
+2,785
+47% +$741K
66 67
68
69 70

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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.