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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
CVC
676
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$11.4M 0.02%
553,858
+84,648
+18% +$1.61M
IQNT
677
DELISTED
Inteliquent, Inc.
IQNT
$11.4M 0.02%
578,583
-96,452
-14% -$1.57M
CCK icon
678
Crown Holdings
CCK
$12.8B
$11.4M 0.02%
223,038
+35,065
+19% +$1.69M
HP icon
679
Helmerich & Payne
HP
$3.53B
$11.3M 0.02%
168,178
-71,647
-30% -$5.58M
PBCT
680
DELISTED
People's United Financial Inc
PBCT
$11.3M 0.02%
746,875
-5,331
-0.7% -$78K
BBVA icon
681
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$11.3M 0.02%
1,269,327
-206,773
-14% -$2.11M
SVU
682
DELISTED
SUPERVALU Inc.
SVU
$11.3M 0.02%
166,692
-59,841
-26% -$3.73M
DNB
683
DELISTED
Dun & Bradstreet
DNB
$11.3M 0.02%
93,515
+3,716
+4% +$449K
FFIV icon
684
F5
FFIV
$22.1B
$11.3M 0.02%
86,490
-8,728
-9% -$1.09M
LEN icon
685
Lennar Class A
LEN
$20.4B
$11.3M 0.02%
264,392
+19,261
+8% +$798K
PFF icon
686
iShares Preferred and Income Securities ETF
PFF
$13.2B
$11.2M 0.02%
284,920
-14,291
-5% -$565K
XEC
687
DELISTED
CIMAREX ENERGY CO
XEC
$11.2M 0.02%
105,906
+31,540
+42% +$3.5M
GRMN
688
Garmin
GRMN
$46.9B
$11.2M 0.02%
212,035
+3,736
+2% +$203K
GLOG
689
DELISTED
GASLOG LTD
GLOG
$11.1M 0.02%
546,610
+125,622
+30% +$2.46M
VNQ icon
690
Vanguard Real Estate ETF
VNQ
$39.9B
$11.1M 0.02%
137,320
-41,002
-23% -$3.22M
GNW icon
691
Genworth Financial
GNW
$3.8B
$11.1M 0.02%
1,304,910
-286,213
-18% -$3.01M
IX icon
692
ORIX
IX
$44B
$11.1M 0.02%
886,665
-15,695
-2% -$205K
NDAQ icon
693
Nasdaq
NDAQ
$51.5B
$11.1M 0.02%
692,346
+8,700
+1% +$128K
THC icon
694
Tenet Healthcare
THC
$20.1B
$11.1M 0.02%
218,387
-41,516
-16% -$2.17M
AWK icon
695
American Water Works
AWK
$26.3B
$11.1M 0.02%
207,319
+2,591
+1% +$134K
ERC
696
Allspring Multi-Sector Income Fund
ERC
$255M
$11M 0.02%
810,305
+22,230
+3% +$308K
PII icon
697
Polaris
PII
$4.15B
$11M 0.02%
72,840
-584
-0.8% -$87.6K
G icon
698
Genpact
G
$5.3B
$11M 0.02%
580,943
-203,285
-26% -$3.58M
JNK icon
699
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$11M 0.02%
94,604
+79,348
+520% +$9.42M
EVV
700
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$11M 0.02%
775,671
+5,285
+0.7% +$75.6K
26 27
28
29 30

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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.