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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
LRCX icon
426
Lam Research
LRCX
$382B
$21M 0.04%
2,652,250
+4,450
+0.2% +$34.5K
MKL icon
427
Markel Group
MKL
$25B
$21M 0.04%
30,750
+916
+3% +$621K
IPG
428
DELISTED
Interpublic Group of Companies
IPG
$20.9M 0.04%
1,008,352
-20,654
-2% -$397K
COL
429
DELISTED
Rockwell Collins
COL
$20.9M 0.04%
247,473
+1,908
+0.8% +$157K
RIO icon
430
Rio Tinto
RIO
$148B
$20.7M 0.04%
448,432
+23,264
+5% +$1.1M
RHI icon
431
Robert Half
RHI
$3.61B
$20.6M 0.04%
353,458
+24,335
+7% +$1.32M
ENIA
432
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$20.6M 0.04%
2,378,691
+6,350
+0.3% +$54.5K
PXD
433
DELISTED
Pioneer Natural Resource Co.
PXD
$20.6M 0.04%
138,109
+3,525
+3% +$582K
ETFC
434
DELISTED
E*Trade Financial Corporation
ETFC
$20.5M 0.04%
845,777
-10,433
-1% -$234K
DLTR icon
435
Dollar Tree
DLTR
$23.1B
$20.5M 0.04%
291,071
+24,656
+9% +$1.55M
UTF icon
436
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$20.4M 0.04%
898,306
+22,130
+3% +$510K
JNPR
437
DELISTED
Juniper Networks
JNPR
$20.4M 0.04%
912,244
-58,880
-6% -$1.25M
RAD
438
DELISTED
Rite Aid Corporation
RAD
$20.4M 0.04%
135,374
-29,702
-18% -$3.3M
FLR icon
439
Fluor
FLR
$7.29B
$20.3M 0.04%
334,535
-147,065
-31% -$9.3M
ADSK icon
440
Autodesk
ADSK
$44.3B
$20.3M 0.04%
337,254
-2,702
-0.8% -$156K
OCR
441
DELISTED
OMNICARE INC
OCR
$20.1M 0.04%
275,935
-5,412
-2% -$367K
BT
442
DELISTED
BT Group plc (ADR)
BT
$20.1M 0.04%
647,862
+14,796
+2% +$452K
AAL icon
443
American Airlines Group
AAL
$9.58B
$20M 0.04%
373,811
+162,197
+77% +$6.99M
UN
444
DELISTED
Unilever NV New York Registry Shares
UN
$20M 0.04%
511,880
+25,634
+5% +$1M
SPLS
445
DELISTED
Staples Inc
SPLS
$20M 0.04%
1,101,176
+156,933
+17% +$2.19M
GT icon
446
Goodyear
GT
$2.07B
$19.8M 0.04%
694,441
-203,957
-23% -$5.05M
AAP icon
447
Advance Auto Parts
AAP
$3.37B
$19.8M 0.04%
124,512
+2,248
+2% +$330K
CFN
448
DELISTED
CAREFUSION CORPORATION
CFN
$19.8M 0.04%
333,910
-18,620
-5% -$1.07M
AOD
449
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$19.8M 0.04%
2,329,542
+132,320
+6% +$1.13M
EMBJ
450
Embraer S.A. ADS
EMBJ
$11.6B
$19.8M 0.04%
536,583
+2,095
+0.4% +$77.1K
16 17
18
19 20

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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.