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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
PHG icon
1101
Philips
PHG
$24.3B
$5.28M 0.01%
262,849
+2,302
+0.9% +$45.9K
DLX icon
1102
Deluxe
DLX
$1.22B
$5.28M 0.01%
84,853
-3,299
-4% -$194K
MBT
1103
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.28M 0.01%
735,291
-13,983
-2% -$168K
IHG icon
1104
InterContinental Hotels
IHG
$23.5B
$5.28M 0.01%
99,847
+348
+0.3% +$17.8K
CLW icon
1105
Clearwater Paper
CLW
$278M
$5.27M 0.01%
76,890
+3,429
+5% +$228K
DEG
1106
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$5.27M 0.01%
290,860
+5,050
+2% +$87.9K
VRNT
1107
DELISTED
Verint Systems
VRNT
$5.26M 0.01%
177,053
-57,785
-25% -$1.68M
TIMB icon
1108
TIM SA
TIMB
$9.98B
$5.25M 0.01%
236,287
+62,337
+36% +$1.48M
MINI
1109
DELISTED
Mobile Mini Inc
MINI
$5.25M 0.01%
129,523
-14,932
-10% -$603K
CMRE icon
1110
Costamare
CMRE
$1.89B
$5.23M 0.01%
297,007
+832
+0.3% +$16.3K
CRR
1111
DELISTED
Carbo Ceramics Inc.
CRR
$5.23M 0.01%
130,489
+96,156
+280% +$4.49M
WCG
1112
DELISTED
Wellcare Health Plans, Inc.
WCG
$5.22M 0.01%
63,565
-3,167
-5% -$221K
SFG
1113
DELISTED
STANCORP FINL GRP
SFG
$5.21M 0.01%
74,547
-15,792
-17% -$1.05M
ORI icon
1114
Old Republic International
ORI
$10.5B
$5.2M 0.01%
355,556
-54,801
-13% -$800K
DCI icon
1115
Donaldson
DCI
$10.8B
$5.2M 0.01%
134,569
-21,649
-14% -$860K
SR icon
1116
Spire
SR
$4.87B
$5.19M 0.01%
97,564
-12,359
-11% -$622K
CNA icon
1117
CNA Financial
CNA
$14.7B
$5.19M 0.01%
133,962
+8,744
+7% +$336K
DLB icon
1118
Dolby
DLB
$4.85B
$5.18M 0.01%
120,235
+4,558
+4% +$194K
JBTM
1119
JBT Marel
JBTM
$7.37B
$5.18M 0.01%
157,784
+2,485
+2% +$76.1K
EGN
1120
DELISTED
Energen
EGN
$5.18M 0.01%
81,309
+5,097
+7% +$323K
TCO
1121
DELISTED
Taubman Centers Inc.
TCO
$5.17M 0.01%
67,682
-4,244
-6% -$324K
SBNY
1122
DELISTED
Signature Bank
SBNY
$5.17M 0.01%
41,043
+3,013
+8% +$360K
MWA icon
1123
Mueller Water Products
MWA
$3.94B
$5.16M 0.01%
503,643
+184,070
+58% +$1.75M
SYNA icon
1124
Synaptics
SYNA
$4.55B
$5.16M 0.01%
74,886
-17,927
-19% -$1.2M
SBS icon
1125
Sabesp
SBS
$19.9B
$5.14M 0.01%
4,212,673
+721,609
+21% +$1.03M
43 44
45
46 47

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MCM
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PSUF
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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.