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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
WPP icon
776
WPP
WPP
$4.04B
$9.11M 0.02%
87,522
-175
-0.2% -$17.4K
FSLR icon
777
First Solar
FSLR
$21.8B
$9.1M 0.02%
203,990
-77,179
-27% -$3.93M
SNA icon
778
Snap-on
SNA
$20.9B
$9.04M 0.02%
66,107
-3,306
-5% -$433K
MANH icon
779
Manhattan Associates
MANH
$8.97B
$9.02M 0.02%
221,558
+33,800
+18% +$1.29M
RVTY icon
780
Revvity
RVTY
$12.3B
$9.01M 0.02%
205,941
-1,012
-0.5% -$43.6K
BND icon
781
Vanguard Total Bond Market
BND
$157B
$8.92M 0.02%
108,255
+5,893
+6% +$486K
WX
782
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$8.91M 0.02%
264,621
-114,317
-30% -$4.04M
CIG icon
783
CEMIG Preferred Shares
CIG
$6.09B
$8.9M 0.02%
3,511,884
-734,139
-17% -$2.08M
CIT
784
DELISTED
CIT Group Inc.
CIT
$8.88M 0.02%
185,762
+17,183
+10% +$816K
FMC icon
785
FMC
FMC
$1.42B
$8.87M 0.02%
179,419
+34,351
+24% +$1.67M
BIG
786
DELISTED
Big Lots, Inc.
BIG
$8.85M 0.02%
221,160
+40,797
+23% +$1.81M
VAL
787
DELISTED
Valspar
VAL
$8.85M 0.02%
102,321
+626
+0.6% +$51.4K
AOL
788
DELISTED
AOL INC COMMON STOCK
AOL
$8.85M 0.02%
191,566
+2,380
+1% +$105K
IFF icon
789
International Flavors & Fragrances
IFF
$19.4B
$8.84M 0.02%
87,251
-10,183
-10% -$1.01M
LVNTA
790
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$8.83M 0.02%
234,204
+155,973
+199% +$5.45M
MR
791
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$8.77M 0.02%
332,320
-70,103
-17% -$2.05M
PAY
792
DELISTED
Verifone Systems Inc
PAY
$8.77M 0.02%
235,744
-15,125
-6% -$532K
DHI icon
793
D.R. Horton
DHI
$41B
$8.76M 0.02%
346,547
+29,530
+9% +$691K
XLS
794
DELISTED
EXELIS INC COM STK
XLS
$8.74M 0.02%
498,815
-452,657
-48% -$7.81M
FRT icon
795
Federal Realty Investment Trust
FRT
$10.9B
$8.71M 0.02%
65,295
+2,434
+4% +$316K
CNX icon
796
CNX Resources
CNX
$4.85B
$8.7M 0.02%
308,773
+150,248
+95% +$4.56M
SVC
797
Service Properties Trust
SVC
$1.1B
$8.69M 0.02%
56,465
+3,085
+6% +$455K
PPC icon
798
Pilgrim's Pride
PPC
$6.82B
$8.65M 0.02%
263,712
+182,245
+224% +$5.76M
J icon
799
Jacobs Solutions
J
$15.9B
$8.63M 0.02%
233,546
-9,579
-4% -$365K
KT icon
800
KT
KT
$8.84B
$8.63M 0.02%
611,285
+1,947
+0.3% +$29K
30 31
32
33 34

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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.