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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
LEG icon
526
Leggett & Platt
LEG
$1.52B
$16.3M 0.03%
382,840
+1,163
+0.3% +$45.8K
ILMN icon
527
Illumina
ILMN
$29.4B
$16.3M 0.03%
90,713
-2,893
-3% -$510K
NGG icon
528
National Grid
NGG
$82.7B
$16.3M 0.03%
238,445
+19,873
+9% +$1.38M
BF
529
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$16.2M 0.03%
194,106
-65,785
-25% -$5.49M
BRCD
530
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$16.1M 0.03%
1,358,964
-139,609
-9% -$1.52M
TAP icon
531
Molson Coors Class B
TAP
$7.68B
$16.1M 0.03%
215,837
-5,869
-3% -$435K
ANZ
532
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$16M 0.03%
616,854
+35,567
+6% +$925K
MCHP icon
533
Microchip Technology
MCHP
$42.8B
$16M 0.03%
710,672
-83,072
-10% -$1.81M
PKG icon
534
Packaging Corp of America
PKG
$22.7B
$16M 0.03%
205,118
-2,776
-1% -$199K
GME icon
535
GameStop
GME
$9.5B
$16M 0.03%
1,888,464
-203,804
-10% -$1.97M
CTAS icon
536
Cintas
CTAS
$82.4B
$15.9M 0.03%
813,336
-24,060
-3% -$435K
CMA
537
DELISTED
Comerica
CMA
$15.9M 0.03%
340,025
-33,261
-9% -$1.56M
SEE
538
DELISTED
Sealed Air
SEE
$15.9M 0.03%
374,012
-4,108
-1% -$154K
EMD
539
Western Asset Emerging Markets Debt Fund
EMD
$609M
$15.9M 0.03%
1,006,573
+6,264
+0.6% +$104K
HSP
540
DELISTED
HOSPIRA INC
HSP
$15.8M 0.03%
258,779
+10,805
+4% +$610K
NIO
541
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$15.8M 0.03%
1,080,113
-39,582
-4% -$572K
BALL icon
542
Ball Corp
BALL
$17B
$15.8M 0.03%
464,506
+62,768
+16% +$2.07M
EXPE icon
543
Expedia Group
EXPE
$31.2B
$15.8M 0.03%
185,304
+11,430
+7% +$969K
MTD icon
544
Mettler-Toledo International
MTD
$26.8B
$15.8M 0.03%
52,132
-556
-1% -$153K
X
545
DELISTED
US Steel
X
$15.7M 0.03%
588,805
+100,442
+21% +$3.35M
CTRA
546
DELISTED
Coterra Energy
CTRA
$15.7M 0.03%
531,635
+13,782
+3% +$433K
BF.B icon
547
Brown-Forman Class B
BF.B
$12B
$15.7M 0.03%
558,084
-10,829
-2% -$313K
NLY icon
548
Annaly Capital Management
NLY
$16.9B
$15.7M 0.03%
362,732
+54,101
+18% +$2.45M
ARW icon
549
Arrow Electronics
ARW
$10.9B
$15.7M 0.03%
270,913
-8,276
-3% -$460K
BCR
550
DELISTED
CR Bard Inc.
BCR
$15.6M 0.03%
93,578
+16,480
+21% +$2.66M
20 21
22
23 24

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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.