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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
SBH icon
501
Sally Beauty Holdings
SBH
$1.4B
$17.1M 0.04%
556,632
+119,683
+27% +$3.56M
AIV
502
Aimco
AIV
$380M
$17.1M 0.04%
3,454,098
+571,470
+20% +$2.72M
WU icon
503
Western Union
WU
$2.57B
$17.1M 0.04%
953,148
+125,475
+15% +$2.18M
DNY
504
DELISTED
DONNELLEY R R & SONS CO
DNY
$17.1M 0.04%
1,015,288
-38,110
-4% -$640K
MNST icon
505
Monster Beverage
MNST
$91.4B
$17M 0.04%
942,246
+84,882
+10% +$1.46M
MGA icon
506
Magna International
MGA
$17.9B
$16.9M 0.04%
311,544
-62,018
-17% -$3.14M
GAS
507
DELISTED
AGL Resources Inc
GAS
$16.9M 0.04%
309,968
-21,959
-7% -$1.16M
AZN icon
508
AstraZeneca
AZN
$263B
$16.9M 0.04%
239,549
+18,098
+8% +$1.3M
ETY icon
509
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$16.8M 0.04%
1,506,561
+18,783
+1% +$215K
WYNN icon
510
Wynn Resorts
WYNN
$10.1B
$16.8M 0.04%
112,786
+2,307
+2% +$396K
NRG icon
511
NRG Energy
NRG
$29.8B
$16.8M 0.04%
621,562
-85,152
-12% -$2.52M
HNT
512
DELISTED
HEALTH NET INC
HNT
$16.7M 0.04%
312,512
+855
+0.3% +$42.1K
EXG icon
513
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$16.7M 0.04%
1,762,750
+48,168
+3% +$472K
AXA
514
DELISTED
AXA ADS (1 ORD SHS)
AXA
$16.7M 0.04%
730,071
+18,048
+3% +$413K
MNK
515
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$16.7M 0.04%
168,703
+29,160
+21% +$2.68M
HCF
516
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$16.7M 0.04%
1,485,885
+43,515
+3% +$489K
ROK icon
517
Rockwell Automation
ROK
$51.4B
$16.7M 0.04%
149,900
-22,601
-13% -$2.48M
GMCR
518
DELISTED
KEURIG GREEN MTN INC
GMCR
$16.6M 0.04%
125,299
+3,612
+3% +$513K
ASML icon
519
ASML
ASML
$675B
$16.6M 0.03%
153,722
+12,326
+9% +$1.25M
AKAM icon
520
Akamai
AKAM
$16.8B
$16.5M 0.03%
262,421
+21,253
+9% +$1.28M
DDS icon
521
Dillards
DDS
$8.87B
$16.5M 0.03%
131,486
+3,351
+3% +$373K
NTRS icon
522
Northern Trust
NTRS
$22.2B
$16.4M 0.03%
243,811
+17,594
+8% +$1.17M
LBTYK icon
523
Liberty Global Class C
LBTYK
$3.27B
$16.4M 0.03%
419,643
+49,712
+13% +$1.82M
JPS
524
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$16.4M 0.03%
1,841,761
+55,125
+3% +$496K
MWV
525
DELISTED
MEADWESTVACO CORP
MWV
$16.3M 0.03%
367,747
-15,634
-4% -$677K
19 20
21
22 23

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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.