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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
JLL icon
626
Jones Lang LaSalle
JLL
$15.1B
$12.9M 0.03%
85,940
+11,781
+16% +$1.63M
CS
627
DELISTED
Credit Suisse Group
CS
$12.9M 0.03%
512,852
+32,148
+7% +$843K
ATVI
628
DELISTED
Activision Blizzard
ATVI
$12.8M 0.03%
633,319
+92,458
+17% +$1.87M
ALV icon
629
Autoliv
ALV
$8.6B
$12.7M 0.03%
166,470
+4,139
+3% +$290K
BOE icon
630
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$12.7M 0.03%
965,680
+167,079
+21% +$2.29M
HAS icon
631
Hasbro
HAS
$12.6B
$12.7M 0.03%
230,050
-996
-0.4% -$56.1K
KLAC icon
632
KLA
KLAC
$275B
$12.6M 0.03%
1,796,080
+104,490
+6% +$771K
TFCF
633
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12.6M 0.03%
341,756
-36,223
-10% -$1.24M
KEX icon
634
Kirby Corp
KEX
$7.95B
$12.6M 0.03%
156,068
-1,589
-1% -$157K
ORAN
635
DELISTED
Orange
ORAN
$12.6M 0.03%
742,984
+36,490
+5% +$579K
AV
636
DELISTED
Aviva Plc
AV
$12.5M 0.03%
841,677
+74,786
+10% +$1.19M
AME icon
637
Ametek
AME
$55.5B
$12.5M 0.03%
237,066
+21,239
+10% +$1.08M
ESS icon
638
Essex Property Trust
ESS
$18.9B
$12.5M 0.03%
60,346
+5,410
+10% +$1.07M
WAT icon
639
Waters Corp
WAT
$36.8B
$12.4M 0.03%
110,353
-3,477
-3% -$381K
EQT icon
640
EQT Corp
EQT
$33.2B
$12.4M 0.03%
301,698
+31,789
+12% +$1.5M
HYT icon
641
BlackRock Corporate High Yield Fund
HYT
$1.36B
$12.4M 0.03%
1,088,066
+16,754
+2% +$194K
LBTYA icon
642
Liberty Global Class A
LBTYA
$3.31B
$12.4M 0.03%
298,844
+6,843
+2% +$262K
HUN icon
643
Huntsman Corp
HUN
$2.24B
$12.4M 0.03%
542,207
-23,683
-4% -$574K
ITC
644
DELISTED
ITC HOLDINGS CORP
ITC
$12.3M 0.03%
305,387
+5,783
+2% +$222K
CHKP icon
645
Check Point Software Technologies
CHKP
$13.3B
$12.3M 0.03%
157,014
-10,236
-6% -$761K
AXS icon
646
AXIS Capital
AXS
$8.59B
$12.3M 0.03%
240,906
+12,228
+5% +$598K
CHY
647
Calamos Convertible and High Income Fund
CHY
$1.03B
$12.3M 0.03%
889,611
-58,115
-6% -$820K
MRVL icon
648
Marvell Technology
MRVL
$174B
$12.2M 0.03%
841,992
-5,491
-0.6% -$74.6K
FL
649
DELISTED
Foot Locker
FL
$12.2M 0.03%
216,945
-47,641
-18% -$2.64M
CPN
650
DELISTED
Calpine Corporation
CPN
$12.2M 0.03%
549,830
+34,502
+7% +$765K
24 25
26
27 28

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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.