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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
RS icon
751
Reliance Steel & Aluminium
RS
$20.8B
$9.74M 0.02%
159,005
+6,921
+5% +$439K
TE
752
DELISTED
TECO ENERGY INC
TE
$9.73M 0.02%
474,922
+13,134
+3% +$254K
BEAV
753
DELISTED
B/E Aerospace Inc
BEAV
$9.72M 0.02%
167,574
-68,699
-29% -$3.83M
ZION icon
754
Zions Bancorporation
ZION
$10.1B
$9.71M 0.02%
340,764
-44,859
-12% -$1.27M
ENDP
755
DELISTED
Endo International plc
ENDP
$9.68M 0.02%
134,248
-5,520
-4% -$378K
EXPD icon
756
Expeditors International
EXPD
$22.9B
$9.67M 0.02%
216,846
-3,023
-1% -$130K
STLA icon
757
Stellantis
STLA
$16.5B
$9.64M 0.02%
+1,276,311
New +$9.46M
QQQX icon
758
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.44B
$9.63M 0.02%
+500,167
New +$9.98M
WAB icon
759
Wabtec
WAB
$51.1B
$9.59M 0.02%
110,329
+15,701
+17% +$1.32M
AEG icon
760
Aegon
AEG
$13.5B
$9.56M 0.02%
1,845,192
-59,655
-3% -$322K
CMCSK
761
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$9.56M 0.02%
166,020
-3,344
-2% -$192K
CUK
762
DELISTED
Carnival PLC
CUK
$9.55M 0.02%
212,237
+33,428
+19% +$1.36M
TSCO icon
763
Tractor Supply
TSCO
$16.3B
$9.54M 0.02%
605,225
+12,065
+2% +$173K
CNC icon
764
Centene
CNC
$31.3B
$9.47M 0.02%
364,772
-84,868
-19% -$1.98M
TKP
765
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$9.44M 0.02%
638,510
+8,003
+1% +$118K
ITY
766
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$9.44M 0.02%
107,881
+10,512
+11% +$920K
PPS
767
DELISTED
Post Properties
PPS
$9.38M 0.02%
159,548
+12,102
+8% +$681K
SAM icon
768
Boston Beer
SAM
$1.88B
$9.37M 0.02%
32,365
-62
-0.2% -$15.7K
DT
769
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$9.33M 0.02%
586,997
+85,720
+17% +$1.36M
MXIM
770
DELISTED
Maxim Integrated Products
MXIM
$9.24M 0.02%
290,042
+11,639
+4% +$342K
OKE icon
771
Oneok
OKE
$58.7B
$9.19M 0.02%
184,467
+2,716
+1% +$150K
EMD
772
DELISTED
Western Asset Emerging Markets
EMD
$9.17M 0.02%
837,038
+43,879
+6% +$510K
RELX icon
773
RELX
RELX
$60.1B
$9.15M 0.02%
537,804
+37,212
+7% +$612K
DPZ icon
774
Domino's
DPZ
$11B
$9.14M 0.02%
97,115
-15,110
-13% -$1.35M
GGG icon
775
Graco
GGG
$12.9B
$9.11M 0.02%
340,896
+28,611
+9% +$735K
29 30
31
32 33

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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.