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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
CPRI icon
551
Capri Holdings
CPRI
$1.77B
$15.6M 0.03%
207,127
+43,245
+26% +$3.22M
CFR icon
552
Cullen/Frost Bankers
CFR
$10.3B
$15.5M 0.03%
219,178
-22,696
-9% -$1.71M
HCC
553
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$15.5M 0.03%
289,068
-7,139
-2% -$369K
RLY icon
554
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$15.5M 0.03%
580,917
+30,929
+6% +$855K
APOL
555
DELISTED
Apollo Education Group Inc Class A
APOL
$15.5M 0.03%
453,289
-2,546
-0.6% -$75K
HII icon
556
Huntington Ingalls Industries
HII
$11.3B
$15.4M 0.03%
136,988
-6,523
-5% -$685K
RHT
557
DELISTED
Red Hat Inc
RHT
$15.3M 0.03%
221,887
+11,585
+6% +$700K
SQM icon
558
Sociedad Química y Minera de Chile
SQM
$19.6B
$15.3M 0.03%
657,893
-3,397
-0.5% -$79.4K
XRAY icon
559
Dentsply Sirona
XRAY
$2.59B
$15.3M 0.03%
286,900
-4,322
-1% -$220K
RNP icon
560
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$15.2M 0.03%
801,703
+25,605
+3% +$476K
KMX icon
561
CarMax
KMX
$8.27B
$15.2M 0.03%
227,691
-43,661
-16% -$2.42M
SNPS icon
562
Synopsys
SNPS
$71.5B
$15M 0.03%
345,516
-3,735
-1% -$155K
BDJ icon
563
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$14.9M 0.03%
1,838,960
+234,646
+15% +$1.93M
IEX icon
564
IDEX
IEX
$16.5B
$14.9M 0.03%
191,724
-8,130
-4% -$605K
BMRN icon
565
BioMarin Pharmaceuticals
BMRN
$11.5B
$14.9M 0.03%
164,950
+623
+0.4% +$51.8K
UL icon
566
Unilever
UL
$131B
$14.9M 0.03%
327,030
+15,294
+5% +$702K
HRB icon
567
H&R Block
HRB
$5.18B
$14.9M 0.03%
441,964
-4,122
-0.9% -$132K
CSL icon
568
Carlisle Companies
CSL
$13.6B
$14.9M 0.03%
164,881
+485
+0.3% +$41.9K
HBI
569
DELISTED
Hanesbrands
HBI
$14.9M 0.03%
533,112
-29,800
-5% -$817K
MAC icon
570
Macerich
MAC
$7.32B
$14.9M 0.03%
178,238
+655
+0.4% +$48.2K
LVS icon
571
Las Vegas Sands
LVS
$30.5B
$14.8M 0.03%
254,665
+28,537
+13% +$1.72M
CDNS icon
572
Cadence Design Systems
CDNS
$90B
$14.8M 0.03%
779,989
+53,925
+7% +$968K
MUFG icon
573
Mitsubishi UFJ Financial
MUFG
$258B
$14.8M 0.03%
2,673,548
+350,764
+15% +$1.95M
FDO
574
DELISTED
FAMILY DOLLAR STORES
FDO
$14.7M 0.03%
185,369
+49,575
+37% +$3.89M
CNP icon
575
CenterPoint Energy
CNP
$29.1B
$14.6M 0.03%
623,953
+27,028
+5% +$645K
21 22
23
24 25

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MCM
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PSUF
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IA
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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.