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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
PNRA
901
DELISTED
Panera Bread Co
PNRA
$7.12M 0.02%
40,725
+2,204
+6% +$368K
AN icon
902
AutoNation
AN
$7.12B
$7.11M 0.02%
117,669
-703
-0.6% -$39.4K
VYX icon
903
NCR Voyix
VYX
$1.12B
$7.1M 0.02%
397,071
-6,393
-2% -$112K
E icon
904
ENI
E
$74.1B
$7.06M 0.01%
202,353
-40,399
-17% -$1.61M
PUB
905
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.03M 0.01%
393,882
+76,164
+24% +$1.36M
MGM icon
906
MGM Resorts International
MGM
$11.8B
$7.03M 0.01%
328,576
-24,449
-7% -$531K
CZR
907
DELISTED
Caesars Entertainment Corporation
CZR
$7.03M 0.01%
447,706
-114,332
-20% -$1.53M
WPX
908
DELISTED
WPX Energy, Inc.
WPX
$7.02M 0.01%
603,435
-77,124
-11% -$1.23M
AVNS icon
909
Avanos Medical
AVNS
$1.17B
$7.01M 0.01%
+154,176
New +$6.06M
AVA icon
910
Avista
AVA
$3.48B
$7M 0.01%
198,094
-19,988
-9% -$682K
HMN icon
911
Horace Mann Educators
HMN
$2.11B
$7M 0.01%
210,806
+886
+0.4% +$27.3K
CEO
912
DELISTED
CNOOC Limited
CEO
$6.99M 0.01%
51,582
+4,210
+9% +$631K
AMED
913
DELISTED
Amedisys
AMED
$6.98M 0.01%
237,709
+39,632
+20% +$979K
RPM icon
914
RPM International
RPM
$13.8B
$6.97M 0.01%
137,466
-6,365
-4% -$296K
IGLB icon
915
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.64B
$6.96M 0.01%
113,148
-832
-0.7% -$50.6K
CHE icon
916
Chemed
CHE
$6.85B
$6.96M 0.01%
65,836
+9,468
+17% +$1M
TRI icon
917
Thomson Reuters
TRI
$42.3B
$6.95M 0.01%
148,526
+4,268
+3% +$189K
IMO icon
918
Imperial Oil
IMO
$60.8B
$6.94M 0.01%
161,217
+3,684
+2% +$168K
MFG icon
919
Mizuho Financial
MFG
$128B
$6.92M 0.01%
2,036,205
+402,865
+25% +$1.4M
TRN icon
920
Trinity Industries
TRN
$2.91B
$6.92M 0.01%
343,209
-35,788
-9% -$863K
IWV icon
921
iShares Russell 3000 ETF
IWV
$19.4B
$6.92M 0.01%
+56,556
New +$6.75M
SNN icon
922
Smith & Nephew
SNN
$13.1B
$6.9M 0.01%
187,834
+22,846
+14% +$768K
JNS
923
DELISTED
Janus Capital Group Inc
JNS
$6.89M 0.01%
427,345
+18,425
+5% +$277K
Y
924
DELISTED
Alleghany Corp
Y
$6.88M 0.01%
14,845
+1,045
+8% +$465K
XYL icon
925
Xylem
XYL
$28.8B
$6.87M 0.01%
180,510
+38,175
+27% +$1.4M
35 36
37
38 39

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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.