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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
SLG icon
601
SL Green Realty
SLG
$3.88B
$13.7M 0.03%
118,947
+6,439
+6% +$713K
MOS icon
602
The Mosaic Company
MOS
$7.09B
$13.7M 0.03%
299,724
+8,816
+3% +$391K
NAB
603
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$13.7M 0.03%
1,001,184
-34,277
-3% -$468K
IWB icon
604
iShares Russell 1000 ETF
IWB
$47.7B
$13.6M 0.03%
+118,983
New +$13.3M
SMFG icon
605
Sumitomo Mitsui Financial
SMFG
$166B
$13.6M 0.03%
1,871,764
-566,119
-23% -$4.3M
MAN icon
606
ManpowerGroup
MAN
$2.39B
$13.6M 0.03%
199,397
-34,640
-15% -$2.3M
R icon
607
Ryder
R
$10.3B
$13.6M 0.03%
146,324
-4,933
-3% -$440K
TRIP icon
608
TripAdvisor
TRIP
$1.59B
$13.6M 0.03%
181,963
+29,474
+19% +$2.3M
DISH
609
DELISTED
DISH Network Corp.
DISH
$13.6M 0.03%
186,176
-2,202
-1% -$148K
TTM
610
DELISTED
Tata Motors Limited
TTM
$13.6M 0.03%
320,487
+9,147
+3% +$408K
AGCO icon
611
AGCO
AGCO
$8.78B
$13.5M 0.03%
299,275
-6,693
-2% -$296K
EVT icon
612
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$13.5M 0.03%
649,328
+57,567
+10% +$1.17M
UHS icon
613
Universal Health Services
UHS
$9.43B
$13.4M 0.03%
120,598
-24,876
-17% -$2.61M
LXK
614
DELISTED
Lexmark Intl Inc
LXK
$13.3M 0.03%
323,456
-14,661
-4% -$610K
OSK icon
615
Oshkosh
OSK
$9.67B
$13.3M 0.03%
273,815
-12,662
-4% -$575K
OGE icon
616
OGE Energy
OGE
$10.3B
$13.3M 0.03%
374,893
-20,409
-5% -$737K
ERIC icon
617
Ericsson
ERIC
$30.7B
$13.3M 0.03%
1,095,678
-190,104
-15% -$2.29M
MAS icon
618
Masco
MAS
$16B
$13.2M 0.03%
597,656
-53,405
-8% -$1.1M
HCBK
619
DELISTED
HUDSON CITY BANCORP INC
HCBK
$13.2M 0.03%
1,302,229
-109,077
-8% -$1.05M
NVDA icon
620
NVIDIA
NVDA
$5.01T
$13.1M 0.03%
26,179,200
+1,801,960
+7% +$878K
AGNC icon
621
AGNC Investment
AGNC
$12.3B
$13.1M 0.03%
600,081
+305,616
+104% +$6.89M
NFX
622
DELISTED
Newfield Exploration
NFX
$13.1M 0.03%
481,979
+46,069
+11% +$1.37M
INGR icon
623
Ingredion
INGR
$6.38B
$13M 0.03%
153,459
+4,966
+3% +$395K
CPB icon
624
Campbell Soup
CPB
$6.51B
$13M 0.03%
295,535
+5,551
+2% +$243K
FOSL icon
625
Fossil Group
FOSL
$239M
$12.9M 0.03%
116,712
-5,121
-4% -$535K
23 24
25
26 27

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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.