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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
SYF icon
1901
Synchrony
SYF
$25.1B
$2.19M ﹤0.01%
73,510
+29,352
+66% +$814K
BCX icon
1902
BlackRock Resources & Commodities Strategy Trust
BCX
$891M
$2.19M ﹤0.01%
225,133
+122,518
+119% +$1.28M
EFOR
1903
Everforth Inc
EFOR
$953M
$2.18M ﹤0.01%
65,757
+6,031
+10% +$181K
ICON
1904
DELISTED
Iconix Brand Group, Inc.
ICON
$2.18M ﹤0.01%
6,456
-161
-2% -$60.9K
FWONA icon
1905
Liberty Media Series A
FWONA
$23.3B
$2.18M ﹤0.01%
91,879
-24,101
-21% -$569K
CUB
1906
DELISTED
Cubic Corporation
CUB
$2.18M ﹤0.01%
41,374
+1,697
+4% +$83.4K
NQU
1907
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$2.17M ﹤0.01%
155,627
-15,090
-9% -$209K
ARI
1908
Apollo Commercial Real Estate
ARI
$881M
$2.17M ﹤0.01%
132,778
+6,088
+5% +$99.9K
CADE
1909
DELISTED
Cadence Bank
CADE
$2.16M ﹤0.01%
96,010
-22,323
-19% -$485K
PPO
1910
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$2.16M ﹤0.01%
45,922
-578
-1% -$26.2K
NSR
1911
DELISTED
Neustar Inc
NSR
$2.16M ﹤0.01%
77,690
+1,704
+2% +$44.8K
TILE icon
1912
Interface
TILE
$2B
$2.15M ﹤0.01%
130,739
-1,647
-1% -$25.7K
WNR
1913
DELISTED
Western Refining Inc
WNR
$2.15M ﹤0.01%
56,973
-26,887
-32% -$1.11M
NWLIA
1914
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$2.15M ﹤0.01%
+7,979
New +$2.15M
LULU icon
1915
lululemon athletica
LULU
$13.7B
$2.15M ﹤0.01%
38,479
+26,895
+232% +$1.23M
WLY icon
1916
John Wiley & Sons Class A
WLY
$2.76B
$2.14M ﹤0.01%
36,188
+4,744
+15% +$273K
HDV
1917
iShares Core High Dividend ETF
HDV
$14.7B
$2.14M ﹤0.01%
140,000
-15,795
-10% -$241K
CVBF icon
1918
CVB Financial
CVBF
$4.02B
$2.14M ﹤0.01%
133,546
+643
+0.5% +$9.79K
IRS
1919
IRSA Inversiones y Representaciones
IRS
$1.3B
$2.14M ﹤0.01%
144,457
-29,348
-17% -$425K
BCH icon
1920
Banco de Chile
BCH
$20.4B
$2.14M ﹤0.01%
101,997
-2,308
-2% -$50.7K
MSM icon
1921
MSC Industrial Direct
MSM
$6.97B
$2.13M ﹤0.01%
26,257
-2,577
-9% -$210K
EMLP icon
1922
First Trust North American Energy Infrastructure Fund
EMLP
$4.14B
$2.13M ﹤0.01%
75,746
+17,005
+29% +$467K
AUXL
1923
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$2.13M ﹤0.01%
61,828
+8,958
+17% +$292K
NEWP
1924
DELISTED
NEWPORT CORP
NEWP
$2.12M ﹤0.01%
111,118
+13,463
+14% +$243K
GWRE icon
1925
Guidewire Software
GWRE
$13.3B
$2.12M ﹤0.01%
41,840
+4,799
+13% +$236K
75 76
77
78 79

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.