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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
FINL
1776
DELISTED
Finish Line
FINL
$2.47M 0.01%
101,475
+23,686
+30% +$622K
VMI icon
1777
Valmont Industries
VMI
$9.33B
$2.46M 0.01%
19,346
-1,382
-7% -$184K
ARMK icon
1778
Aramark
ARMK
$15.1B
$2.45M 0.01%
108,869
+28,648
+36% +$586K
BUI icon
1779
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$731M
$2.44M 0.01%
117,860
+3,221
+3% +$65K
CRI icon
1780
Carter's
CRI
$1.45B
$2.44M 0.01%
27,970
+1,876
+7% +$151K
PSA.PRS.CL
1781
DELISTED
Public Storage
PSA.PRS.CL
$2.44M 0.01%
96,454
+3,177
+3% +$80.1K
WST icon
1782
West Pharmaceutical
WST
$23.7B
$2.44M 0.01%
45,753
+7,615
+20% +$381K
AMU
1783
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.43M 0.01%
83,912
+669
+0.8% +$20.6K
GIL icon
1784
Gildan
GIL
$9.58B
$2.43M 0.01%
+86,022
New +$2.45M
PVTB
1785
DELISTED
PrivateBancorp Inc
PVTB
$2.43M 0.01%
72,796
-7,948
-10% -$248K
COLB icon
1786
Columbia Banking Systems
COLB
$8.84B
$2.43M 0.01%
87,947
-11,194
-11% -$301K
HUBG icon
1787
HUB Group
HUBG
$2.92B
$2.43M 0.01%
127,542
+23,982
+23% +$446K
HEES
1788
DELISTED
H&E Equipment Services
HEES
$2.42M 0.01%
86,335
-29,199
-25% -$991K
WAFD icon
1789
WaFd
WAFD
$2.71B
$2.42M 0.01%
109,408
-6,516
-6% -$139K
KMT icon
1790
Kennametal
KMT
$2.71B
$2.42M 0.01%
67,670
+2,704
+4% +$103K
TOL icon
1791
Toll Brothers
TOL
$14.5B
$2.42M 0.01%
70,636
-10
-0% -$326
LORL
1792
DELISTED
Loral Space and Communications, Inc.
LORL
$2.42M 0.01%
30,756
+2,879
+10% +$217K
CALM icon
1793
Cal-Maine
CALM
$4.42B
$2.42M 0.01%
61,976
-102
-0.2% -$4.34K
KOS icon
1794
Kosmos Energy
KOS
$1.39B
$2.42M 0.01%
288,164
+172,394
+149% +$1.54M
MTG icon
1795
MGIC Investment
MTG
$6.47B
$2.42M 0.01%
259,365
+44,427
+21% +$390K
MTRX icon
1796
Matrix Service
MTRX
$324M
$2.41M 0.01%
108,061
+5,131
+5% +$115K
ESI
1797
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$2.41M 0.01%
250,930
+84,605
+51% +$721K
PDM
1798
Piedmont Realty Trust
PDM
$1.2B
$2.41M 0.01%
127,930
+38,756
+43% +$730K
CHS
1799
DELISTED
Chicos FAS, Inc.
CHS
$2.41M 0.01%
148,640
+13,786
+10% +$211K
IJH icon
1800
iShares Core S&P Mid-Cap ETF
IJH
$123B
$2.41M 0.01%
+83,100
New +$2.33M
70 71
72
73 74

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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.