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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
FMS icon
951
Fresenius Medical Care
FMS
$13.4B
$6.58M 0.01%
177,058
+23,030
+15% +$830K
CASY icon
952
Casey's General Stores
CASY
$31.7B
$6.55M 0.01%
72,554
+262
+0.4% +$21.5K
CNO icon
953
CNO Financial Group
CNO
$4.96B
$6.53M 0.01%
379,471
-79,607
-17% -$1.37M
AWP
954
abrdn Global Premier Properties Fund
AWP
$379M
$6.52M 0.01%
301,461
+3,905
+1% +$79.4K
HDS
955
DELISTED
HD Supply Holdings, Inc.
HDS
$6.51M 0.01%
220,936
+94,907
+75% +$2.66M
VAC icon
956
Marriott Vacations Worldwide
VAC
$3.35B
$6.5M 0.01%
87,217
+15,599
+22% +$1.08M
AJG icon
957
Arthur J. Gallagher & Co
AJG
$65.2B
$6.5M 0.01%
138,022
-7,335
-5% -$344K
NUVA
958
DELISTED
NuVasive, Inc.
NUVA
$6.5M 0.01%
137,777
-17,463
-11% -$728K
ISIL
959
DELISTED
Intersil Corp
ISIL
$6.49M 0.01%
448,751
-46,076
-9% -$611K
ZBRA icon
960
Zebra Technologies
ZBRA
$12.6B
$6.49M 0.01%
83,868
+6,212
+8% +$447K
CRL icon
961
Charles River Laboratories
CRL
$10.8B
$6.49M 0.01%
101,961
+3,813
+4% +$239K
JOY
962
DELISTED
Joy Global Inc
JOY
$6.47M 0.01%
139,000
-14,050
-9% -$719K
ATR icon
963
AptarGroup
ATR
$8.52B
$6.44M 0.01%
96,319
-5,727
-6% -$363K
GDO
964
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.8M
$6.43M 0.01%
361,559
+8,043
+2% +$143K
LR
965
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$6.42M 0.01%
368,112
+19,976
+6% +$348K
VSH icon
966
Vishay Intertechnology
VSH
$5.55B
$6.42M 0.01%
453,436
-74,894
-14% -$1.03M
BXMX
967
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$6.42M 0.01%
529,718
+131,938
+33% +$1.68M
CPLA
968
DELISTED
Capella Education Company
CPLA
$6.39M 0.01%
82,980
-4,350
-5% -$299K
TQNT
969
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$6.37M 0.01%
231,318
-99,114
-30% -$2.2M
HI
970
DELISTED
Hillenbrand
HI
$6.37M 0.01%
184,522
-5,828
-3% -$190K
NWE icon
971
NorthWestern Energy
NWE
$4.44B
$6.34M 0.01%
112,098
-15
-0% -$783
CENX icon
972
Century Aluminum
CENX
$4.4B
$6.34M 0.01%
259,809
-55,804
-18% -$1.44M
KOF icon
973
Coca-Cola Femsa
KOF
$22.8B
$6.33M 0.01%
73,210
+990
+1% +$96.3K
MMT
974
Aberdeen Multi-Market Income Fund
MMT
$237M
$6.31M 0.01%
971,209
+19,853
+2% +$125K
TDW icon
975
Tidewater
TDW
$3.92B
$6.28M 0.01%
6,008
+3,122
+108% +$3.54M
37 38
39
40 41

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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.