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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
LNG icon
651
Cheniere Energy
LNG
$56.5B
$12.1M 0.03%
171,411
-5,562
-3% -$392K
VCSH icon
652
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$12.1M 0.03%
151,412
-38,030
-20% -$3.04M
JAZZ icon
653
Jazz Pharmaceuticals
JAZZ
$15.9B
$12M 0.03%
73,296
-1,582
-2% -$263K
ARG
654
DELISTED
Airgas Inc
ARG
$12M 0.03%
104,120
+1,393
+1% +$157K
RL icon
655
Ralph Lauren
RL
$22.2B
$12M 0.03%
64,722
+6,398
+11% +$1.1M
ASH icon
656
Ashland
ASH
$3.04B
$12M 0.03%
204,469
+11,556
+6% +$623K
ALTR
657
DELISTED
Altera Corp
ALTR
$11.9M 0.03%
323,129
+4,186
+1% +$148K
NLSN
658
DELISTED
Nielsen Holdings plc
NLSN
$11.9M 0.03%
265,798
-53,083
-17% -$2.27M
JBHT icon
659
JB Hunt Transport Services
JBHT
$27.1B
$11.9M 0.03%
140,887
-5,946
-4% -$473K
TEF
660
DELISTED
Telefonica
TEF
$11.8M 0.02%
1,103,236
+112,455
+11% +$1.26M
NEM icon
661
Newmont
NEM
$98.2B
$11.8M 0.02%
623,801
+91,249
+17% +$1.84M
VALE icon
662
Vale
VALE
$62.9B
$11.8M 0.02%
1,437,750
+15,982
+1% +$150K
SEIC icon
663
SEI Investments
SEIC
$11.9B
$11.8M 0.02%
293,710
-13,268
-4% -$508K
PMO
664
Franklin Municipal Opportunities Trust
PMO
$282M
$11.7M 0.02%
978,981
+31,743
+3% +$377K
LPNT
665
DELISTED
LifePoint Health, Inc.
LPNT
$11.7M 0.02%
162,036
-7,135
-4% -$494K
UAA icon
666
Under Armour
UAA
$3B
$11.6M 0.02%
344,967
+10,931
+3% +$366K
VOYA icon
667
Voya Financial
VOYA
$8.94B
$11.5M 0.02%
272,486
+125,911
+86% +$5.03M
CTCM
668
DELISTED
CTC MEDIA INC COM STK
CTCM
$11.5M 0.02%
2,368,166
+98,417
+4% +$548K
CY
669
DELISTED
Cypress Semiconductor
CY
$11.5M 0.02%
807,084
+56,313
+8% +$622K
EWY icon
670
iShares MSCI South Korea ETF
EWY
$21.7B
$11.5M 0.02%
207,911
+61,645
+42% +$3.51M
SUNE
671
DELISTED
SUNEDISON, INC COM
SUNE
$11.5M 0.02%
588,768
-147,636
-20% -$2.81M
UGI icon
672
UGI
UGI
$8B
$11.5M 0.02%
302,333
-11,386
-4% -$420K
LNT icon
673
Alliant Energy
LNT
$19.4B
$11.5M 0.02%
345,252
-26,102
-7% -$808K
AWH
674
DELISTED
Allied World Assurance Co Hld Lt
AWH
$11.5M 0.02%
302,094
+1,281
+0.4% +$48K
PACW
675
DELISTED
PacWest Bancorp
PACW
$11.4M 0.02%
251,680
-1,485
-0.6% -$65.1K
25 26
27
28 29

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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.