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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
OKS
376
DELISTED
Oneok Partners LP
OKS
$24.7M 0.05%
623,258
+139,617
+29% +$6.62M
TEL icon
377
TE Connectivity
TEL
$58.8B
$24.5M 0.05%
386,901
+11,083
+3% +$667K
ALK icon
378
Alaska Air
ALK
$5.15B
$24.4M 0.05%
408,951
-22,747
-5% -$1.2M
ACG
379
DELISTED
AllianceBernstein Income Fund Inc
ACG
$24.4M 0.05%
3,267,743
-28,540
-0.9% -$215K
ETJ
380
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$24.3M 0.05%
2,275,712
-37,852
-2% -$431K
XEL icon
381
Xcel Energy
XEL
$51B
$24.1M 0.05%
671,819
+38,544
+6% +$1.29M
AZ
382
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$24.1M 0.05%
1,455,444
+37,361
+3% +$619K
APTV icon
383
Aptiv
APTV
$12B
$24.1M 0.05%
331,468
-8,674
-3% -$598K
BXP icon
384
Boston Properties
BXP
$11B
$23.9M 0.05%
186,021
+14,763
+9% +$1.87M
NFLX icon
385
Netflix
NFLX
$292B
$23.9M 0.05%
4,898,530
-552,650
-10% -$2.97M
MUR icon
386
Murphy Oil
MUR
$5.58B
$23.9M 0.05%
472,704
+13,816
+3% +$707K
DOX icon
387
Amdocs
DOX
$5.53B
$23.8M 0.05%
510,911
-20,489
-4% -$960K
NUE icon
388
Nucor
NUE
$56.4B
$23.8M 0.05%
485,758
+6,404
+1% +$333K
PNR icon
389
Pentair
PNR
$10.2B
$23.7M 0.05%
531,236
-112,283
-17% -$4.93M
HBAN icon
390
Huntington Bancshares
HBAN
$35.1B
$23.6M 0.05%
2,246,885
-14,588
-0.6% -$145K
CLB icon
391
Core Laboratories
CLB
$538M
$23.6M 0.05%
196,076
+37,326
+24% +$4.9M
TPR icon
392
Tapestry
TPR
$28.8B
$23.6M 0.05%
627,286
-52,266
-8% -$1.84M
ABEV icon
393
Ambev
ABEV
$47.3B
$23.5M 0.05%
3,784,764
+26,464
+0.7% +$167K
DEO icon
394
Diageo
DEO
$46.2B
$23.4M 0.05%
205,063
+12,363
+6% +$1.44M
DISCK
395
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$23.3M 0.05%
690,608
-132,233
-16% -$4.51M
ROP icon
396
Roper Technologies
ROP
$36.3B
$23.3M 0.05%
148,831
+4,480
+3% +$687K
STZ icon
397
Constellation Brands
STZ
$22.2B
$23.2M 0.05%
236,812
-17,030
-7% -$1.56M
CSC
398
DELISTED
Computer Sciences
CSC
$23.1M 0.05%
871,162
-50,715
-6% -$1.31M
CHTR icon
399
Charter Communications
CHTR
$14.7B
$23.1M 0.05%
138,891
+7,423
+6% +$1.17M
TIF
400
DELISTED
Tiffany & Co.
TIF
$23.1M 0.05%
216,241
-3,544
-2% -$354K
14 15
16
17 18

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MCM
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PSUF
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IA
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SCC
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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.