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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
TWO
726
Two Harbors Investment
TWO
$1.27B
$10.3M 0.02%
128,460
+23,096
+22% +$1.88M
BR icon
727
Broadridge
BR
$17.2B
$10.3M 0.02%
222,782
-10,092
-4% -$441K
SPB icon
728
Spectrum Brands
SPB
$2.04B
$10.3M 0.02%
107,450
+2,231
+2% +$203K
NPI
729
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$10.3M 0.02%
740,556
+12,370
+2% +$170K
HMC icon
730
Honda
HMC
$36.5B
$10.2M 0.02%
346,491
-48,850
-12% -$1.52M
TECD
731
DELISTED
Tech Data Corp
TECD
$10.2M 0.02%
161,212
-18,766
-10% -$1.12M
HRI icon
732
Herc Holdings
HRI
$5.43B
$10.2M 0.02%
136,075
-44,951
-25% -$3.04M
NSANY
733
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$10.2M 0.02%
582,437
+12,313
+2% +$215K
PC
734
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$10.1M 0.02%
859,308
+482,386
+128% +$5.68M
HSNI
735
DELISTED
HSN, Inc.
HSNI
$10M 0.02%
131,999
+10,277
+8% +$711K
PVH icon
736
PVH
PVH
$3.71B
$10M 0.02%
78,195
+5,854
+8% +$703K
NVG icon
737
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$10M 0.02%
710,220
+69,499
+11% +$980K
NATI
738
DELISTED
National Instruments Corp
NATI
$10M 0.02%
322,038
+3,034
+1% +$94.2K
DRI icon
739
Darden Restaurants
DRI
$22.5B
$10M 0.02%
190,831
+699
+0.4% +$33.9K
PHM icon
740
Pultegroup
PHM
$24.5B
$10M 0.02%
465,892
+52,543
+13% +$1.05M
CYN
741
DELISTED
CITY NATIONAL CORPORATION
CYN
$9.96M 0.02%
123,228
+2,086
+2% +$161K
WTM icon
742
White Mountains Insurance
WTM
$5.47B
$9.94M 0.02%
15,781
+784
+5% +$499K
NWSA icon
743
News Corp Class A
NWSA
$14.5B
$9.94M 0.02%
633,611
-374,896
-37% -$5.76M
MAA icon
744
Mid-America Apartment Communities
MAA
$15.6B
$9.91M 0.02%
132,741
+3,118
+2% +$222K
ARMH
745
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$9.89M 0.02%
213,608
-20,992
-9% -$897K
AYI icon
746
Acuity Brands
AYI
$9.88B
$9.88M 0.02%
70,565
-4,896
-6% -$665K
FLEX icon
747
Flex
FLEX
$43.4B
$9.86M 0.02%
1,170,338
+21,099
+2% +$167K
CDK
748
DELISTED
CDK Global, Inc.
CDK
$9.84M 0.02%
+241,347
New +$8.55M
THG icon
749
Hanover Insurance
THG
$7.63B
$9.83M 0.02%
137,833
-1,800
-1% -$122K
TSS
750
DELISTED
Total System Services, Inc.
TSS
$9.83M 0.02%
289,431
-11,895
-4% -$385K
28 29
30
31 32

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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.