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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
GPI icon
1151
Group 1 Automotive
GPI
$4.01B
$5.02M 0.01%
56,005
+761
+1% +$63.8K
IBKC
1152
DELISTED
IBERIABANK Corp
IBKC
$5.01M 0.01%
77,279
+131
+0.2% +$8.53K
NWG icon
1153
NatWest
NWG
$72.8B
$5.01M 0.01%
384,270
+38,076
+11% +$487K
CBRL icon
1154
Cracker Barrel
CBRL
$1.17B
$5M 0.01%
35,539
-4,639
-12% -$558K
RMD icon
1155
ResMed
RMD
$29.5B
$5M 0.01%
89,217
+1,346
+2% +$70.3K
VVC
1156
DELISTED
Vectren Corporation
VVC
$5M 0.01%
108,090
+508
+0.5% +$22.3K
MATW icon
1157
Matthews International
MATW
$878M
$4.98M 0.01%
102,342
+257
+0.3% +$11.7K
EWX icon
1158
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$667M
$4.97M 0.01%
112,132
-9,143
-8% -$422K
ALB icon
1159
Albemarle
ALB
$13.7B
$4.96M 0.01%
82,471
-12,545
-13% -$739K
LPT
1160
DELISTED
Liberty Property Trust
LPT
$4.96M 0.01%
131,711
+10,019
+8% +$353K
PMM
1161
Franklin Managed Municipal Income Trust
PMM
$273M
$4.95M 0.01%
682,942
+36,054
+6% +$258K
SNX icon
1162
TD Synnex
SNX
$19.6B
$4.95M 0.01%
126,620
-2,276
-2% -$78.8K
BMO icon
1163
Bank of Montreal
BMO
$125B
$4.95M 0.01%
69,942
+3,748
+6% +$268K
EXR icon
1164
Extra Space Storage
EXR
$31.3B
$4.94M 0.01%
84,312
+7,592
+10% +$435K
SINA
1165
DELISTED
Sina Corp
SINA
$4.94M 0.01%
131,959
-5,132
-4% -$199K
FNF icon
1166
Fidelity National Financial
FNF
$14B
$4.93M 0.01%
206,071
+4,813
+2% +$102K
AEO icon
1167
American Eagle Outfitters
AEO
$2.98B
$4.92M 0.01%
354,197
+3,080
+0.9% +$41.6K
VGR
1168
DELISTED
Vector Group Ltd.
VGR
$4.91M 0.01%
414,974
-46,310
-10% -$552K
NJR icon
1169
New Jersey Resources
NJR
$6.01B
$4.91M 0.01%
160,546
-9,282
-5% -$264K
AGRO icon
1170
Adecoagro
AGRO
$1.48B
$4.91M 0.01%
613,033
-1,463
-0.2% -$12.7K
CVG
1171
DELISTED
Convergys
CVG
$4.91M 0.01%
241,012
-14,160
-6% -$281K
FHI icon
1172
Federated Hermes
FHI
$4.5B
$4.9M 0.01%
148,696
-5,549
-4% -$172K
AROC icon
1173
Archrock
AROC
$6.26B
$4.89M 0.01%
150,217
-49,696
-25% -$1.78M
MGEE icon
1174
MGE Energy Inc
MGEE
$3.08B
$4.89M 0.01%
107,299
-3,677
-3% -$159K
ICLR icon
1175
Icon
ICLR
$13B
$4.89M 0.01%
95,891
-3,401
-3% -$183K
45 46
47
48 49

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MCM
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PSUF
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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.