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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
RDY icon
801
Dr. Reddy's Laboratories
RDY
$9.82B
$8.62M 0.02%
854,460
+635
+0.1% +$6.68K
ARCO icon
802
Arcos Dorados Holdings
ARCO
$1.73B
$8.6M 0.02%
1,634,632
+6,693
+0.4% +$39.5K
BLKB icon
803
Blackbaud
BLKB
$1.5B
$8.58M 0.02%
198,317
-9,206
-4% -$388K
IRM icon
804
Iron Mountain
IRM
$38.2B
$8.53M 0.02%
220,731
+104,176
+89% +$3.79M
RRC icon
805
Range Resources
RRC
$9.11B
$8.51M 0.02%
159,205
-2,946
-2% -$190K
MFA
806
MFA Financial
MFA
$929M
$8.5M 0.02%
265,901
+120,029
+82% +$3.95M
EVG
807
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$8.45M 0.02%
597,129
-2,774
-0.5% -$39.9K
JKHY icon
808
Jack Henry & Associates
JKHY
$10.7B
$8.43M 0.02%
135,625
-8,650
-6% -$516K
CACI icon
809
CACI
CACI
$10.8B
$8.37M 0.02%
97,112
+14,779
+18% +$1.2M
SDX
810
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$8.36M 0.02%
85,393
+7,437
+10% +$728K
ARCB icon
811
ArcBest
ARCB
$3.44B
$8.35M 0.02%
179,963
-41,568
-19% -$1.69M
PETM
812
DELISTED
PETSMART INC
PETM
$8.34M 0.02%
102,562
+39
+0% +$2.89K
ACHC icon
813
Acadia Healthcare
ACHC
$3.17B
$8.31M 0.02%
135,845
-2,394
-2% -$139K
EAT icon
814
Brinker International
EAT
$8.02B
$8.3M 0.02%
141,504
+3,552
+3% +$194K
ABB
815
DELISTED
ABB Ltd
ABB
$8.3M 0.02%
392,488
-1,459
-0.4% -$31.6K
NOK icon
816
Nokia
NOK
$50.8B
$8.29M 0.02%
1,055,363
-232,715
-18% -$1.88M
VIV icon
817
Telefônica Brasil
VIV
$22.4B
$8.29M 0.02%
468,793
+90,668
+24% +$1.73M
ARE icon
818
Alexandria Real Estate Equities
ARE
$8.88B
$8.28M 0.02%
93,253
+9,244
+11% +$773K
IGD
819
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$8.25M 0.02%
992,082
+63,771
+7% +$568K
IT icon
820
Gartner
IT
$9.41B
$8.25M 0.02%
98,019
+474
+0.5% +$38.5K
TMUS icon
821
T-Mobile US
TMUS
$193B
$8.25M 0.02%
306,389
-47,343
-13% -$1.31M
ATI icon
822
ATI
ATI
$27B
$8.25M 0.02%
237,359
-7,388
-3% -$244K
FSL
823
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$8.24M 0.02%
326,609
+46,073
+16% +$958K
GHC icon
824
Graham Holdings Company
GHC
$4.97B
$8.23M 0.02%
15,762
-3,433
-18% -$1.69M
VRSK icon
825
Verisk Analytics
VRSK
$26.4B
$8.23M 0.02%
128,427
+1,935
+2% +$120K
31 32
33
34 35

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MCM
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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.