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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
CE icon
851
Celanese
CE
$4.96B
$7.88M 0.02%
131,383
+7,798
+6% +$456K
SLM icon
852
SLM Corp
SLM
$4.69B
$7.88M 0.02%
772,895
+67,829
+10% +$649K
GXP
853
DELISTED
Great Plains Energy Incorporated
GXP
$7.88M 0.02%
277,177
+10,169
+4% +$268K
COO icon
854
Cooper Companies
COO
$13.9B
$7.85M 0.02%
193,816
+504
+0.3% +$20.2K
DASTY
855
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$7.85M 0.02%
128,615
+6,127
+5% +$374K
HRC
856
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$7.84M 0.02%
171,950
+43,159
+34% +$1.91M
FDS icon
857
Factset
FDS
$9.17B
$7.83M 0.02%
55,620
-632
-1% -$83.9K
MUSA icon
858
Murphy USA
MUSA
$10.9B
$7.83M 0.02%
113,669
+8,005
+8% +$475K
AMSG
859
DELISTED
Amsurg Corp
AMSG
$7.82M 0.02%
142,913
-1,891
-1% -$96.4K
DINO icon
860
HF Sinclair
DINO
$15.9B
$7.81M 0.02%
208,467
+14,861
+8% +$619K
HNP
861
DELISTED
Huaneng Power Intl, Inc.
HNP
$7.79M 0.02%
143,760
+61,342
+74% +$2.94M
JPC icon
862
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$7.78M 0.02%
813,492
+30,705
+4% +$286K
DRE
863
DELISTED
Duke Realty Corp.
DRE
$7.74M 0.02%
383,254
+33,766
+10% +$640K
FBIN icon
864
Fortune Brands Innovations
FBIN
$6.27B
$7.68M 0.02%
198,556
-7,451
-4% -$273K
BIO icon
865
Bio-Rad Laboratories Class A
BIO
$8.43B
$7.68M 0.02%
63,686
-2,641
-4% -$304K
NFG icon
866
National Fuel Gas
NFG
$7.76B
$7.66M 0.02%
110,194
+12,285
+13% +$848K
UDR icon
867
UDR
UDR
$12.8B
$7.66M 0.02%
248,428
+21,395
+9% +$641K
JAH
868
DELISTED
JARDEN CORPORATION
JAH
$7.65M 0.02%
159,759
+3,765
+2% +$164K
HOLX
869
DELISTED
Hologic
HOLX
$7.58M 0.02%
283,523
-25,018
-8% -$646K
MD icon
870
Pediatrix Medical
MD
$2.14B
$7.57M 0.02%
114,523
+1,465
+1% +$89.4K
RKT
871
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$7.54M 0.02%
123,709
+2,313
+2% +$125K
VR
872
DELISTED
Validus Hold Ltd
VR
$7.52M 0.02%
180,905
-2,250
-1% -$90.9K
GK
873
DELISTED
G&K Services Inc
GK
$7.5M 0.02%
105,858
+10,707
+11% +$679K
TKR icon
874
Timken Company
TKR
$9.91B
$7.5M 0.02%
175,653
-3,202
-2% -$135K
KUB
875
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$7.48M 0.02%
103,240
+15,237
+17% +$1.1M
33 34
35
36 37

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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.