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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
BHK icon
1076
BlackRock Core Bond Trust
BHK
$644M
$5.45M 0.01%
412,720
+290,381
+237% +$3.86M
JACK icon
1077
Jack in the Box
JACK
$299M
$5.45M 0.01%
68,116
-18,229
-21% -$1.33M
MCY icon
1078
Mercury Insurance
MCY
$6.01B
$5.45M 0.01%
96,104
-12,040
-11% -$644K
PWR icon
1079
Quanta Services
PWR
$93.1B
$5.44M 0.01%
191,694
-61,902
-24% -$1.94M
CLGX
1080
DELISTED
Corelogic, Inc.
CLGX
$5.44M 0.01%
172,263
-24,292
-12% -$741K
NMR icon
1081
Nomura Holdings
NMR
$28.6B
$5.44M 0.01%
959,513
-368,858
-28% -$2.18M
CRESY
1082
Cresud
CRESY
$823M
$5.43M 0.01%
604,867
-70,650
-10% -$661K
AWC
1083
DELISTED
Alumina Ltd
AWC
$5.43M 0.01%
935,314
+88,452
+10% +$514K
SOHU
1084
Sohu.com
SOHU
$345M
$5.41M 0.01%
101,754
-5,917
-5% -$285K
ULTA icon
1085
Ulta Beauty
ULTA
$20.7B
$5.41M 0.01%
42,277
+2,252
+6% +$276K
DNR
1086
DELISTED
Denbury Resources, Inc.
DNR
$5.4M 0.01%
663,948
+200,707
+43% +$2.08M
MMS icon
1087
Maximus
MMS
$3.2B
$5.39M 0.01%
98,246
+10,943
+13% +$532K
NAD icon
1088
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$5.38M 0.01%
375,665
-14,761
-4% -$209K
TXRH icon
1089
Texas Roadhouse
TXRH
$13.2B
$5.38M 0.01%
159,324
+9,877
+7% +$303K
LAMR icon
1090
Lamar Advertising Co
LAMR
$16.3B
$5.37M 0.01%
100,103
-44,248
-31% -$2.28M
PHH
1091
DELISTED
PHH Corporation
PHH
$5.36M 0.01%
223,870
+255
+0.1% +$5.93K
DRH icon
1092
Diamondrock Hospitality Co
DRH
$2.64B
$5.34M 0.01%
359,236
+17,925
+5% +$255K
JEF icon
1093
Jefferies Financial Group
JEF
$13B
$5.34M 0.01%
266,023
-13,487
-5% -$278K
SLGN icon
1094
Silgan Holdings
SLGN
$4.92B
$5.34M 0.01%
199,178
+32,292
+19% +$811K
NZF icon
1095
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$5.33M 0.01%
387,093
+15,578
+4% +$214K
STE icon
1096
Steris
STE
$21.3B
$5.32M 0.01%
81,968
+24,749
+43% +$1.53M
LTM
1097
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$5.31M 0.01%
443,611
+3,380
+0.8% +$39.1K
UFS
1098
DELISTED
DOMTAR CORPORATION (New)
UFS
$5.31M 0.01%
132,122
+8,711
+7% +$343K
ON icon
1099
ON Semiconductor
ON
$34.7B
$5.3M 0.01%
523,086
-3,609
-0.7% -$31.7K
SPTN
1100
DELISTED
SpartanNash
SPTN
$5.29M 0.01%
202,540
-9,768
-5% -$225K
42 43
44
45 46

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MCM
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PSUF
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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.