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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
HDB icon
701
HDFC Bank
HDB
$119B
$10.9M 0.02%
863,084
-55,300
-6% -$698K
BRG
702
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$10.9M 0.02%
817,048
-182,758
-18% -$2.44M
BHP icon
703
BHP
BHP
$213B
$10.9M 0.02%
272,426
-75,894
-22% -$3.5M
TW
704
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$10.9M 0.02%
96,317
+2,645
+3% +$291K
AVK
705
Advent Convertible and Income Fund
AVK
$544M
$10.9M 0.02%
683,704
+64,293
+10% +$1.05M
WBD icon
706
Warner Bros
WBD
$64.6B
$10.9M 0.02%
315,743
+15,167
+5% +$526K
BNL
707
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$10.8M 0.02%
398,948
+22,353
+6% +$606K
GPN icon
708
Global Payments
GPN
$22.1B
$10.8M 0.02%
267,722
-5,052
-2% -$202K
SU icon
709
Suncor Energy
SU
$77.7B
$10.8M 0.02%
339,817
-61,482
-15% -$2.03M
AFG icon
710
American Financial Group
AFG
$11.9B
$10.8M 0.02%
177,758
-21,690
-11% -$1.29M
TDG icon
711
TransDigm Group
TDG
$69.2B
$10.7M 0.02%
54,682
+3,753
+7% +$708K
OI icon
712
O-I Glass
OI
$1.39B
$10.7M 0.02%
397,082
-40,790
-9% -$1.05M
FICO icon
713
Fair Isaac
FICO
$28.7B
$10.7M 0.02%
147,763
-12,030
-8% -$790K
SWN
714
DELISTED
Southwestern Energy Company
SWN
$10.7M 0.02%
390,486
-44,748
-10% -$1.44M
PCL
715
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$10.6M 0.02%
248,876
+14,875
+6% +$611K
N
716
DELISTED
Netsuite Inc
N
$10.6M 0.02%
97,455
+44,076
+83% +$4.5M
GNTX icon
717
Gentex
GNTX
$4.88B
$10.6M 0.02%
584,200
-10,786
-2% -$179K
FCN icon
718
FTI Consulting
FCN
$4.82B
$10.5M 0.02%
272,703
-62,071
-19% -$2.36M
VEA icon
719
Vanguard FTSE Developed Markets ETF
VEA
$226B
$10.5M 0.02%
277,451
-3,432
-1% -$133K
WSM icon
720
Williams-Sonoma
WSM
$26.7B
$10.5M 0.02%
276,618
-8,870
-3% -$308K
POR icon
721
Portland General Electric
POR
$6.02B
$10.4M 0.02%
275,425
-2,870
-1% -$104K
TDC icon
722
Teradata
TDC
$2.68B
$10.4M 0.02%
238,208
+23,487
+11% +$1.01M
PDCO
723
DELISTED
Patterson Companies, Inc.
PDCO
$10.4M 0.02%
216,120
-5,390
-2% -$243K
LLTC
724
DELISTED
Linear Technology Corp
LLTC
$10.4M 0.02%
227,227
-24,912
-10% -$1.08M
BHC icon
725
Bausch Health
BHC
$1.65B
$10.3M 0.02%
72,015
-22,598
-24% -$3.04M
27 28
29
30 31

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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.