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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
CAL icon
1226
Caleres
CAL
$420M
$4.55M 0.01%
141,589
+25,249
+22% +$732K
RRX icon
1227
Regal Rexnord
RRX
$14B
$4.54M 0.01%
60,367
+2,515
+4% +$177K
THS
1228
DELISTED
Treehouse Foods
THS
$4.53M 0.01%
53,011
+87
+0.2% +$7.21K
JJSF icon
1229
J&J Snack Foods
JJSF
$1.46B
$4.52M 0.01%
41,524
-189
-0.5% -$19.4K
DY icon
1230
Dycom Industries
DY
$12.7B
$4.51M 0.01%
128,621
+433
+0.3% +$13K
RGC
1231
DELISTED
Regal Entertainment Group
RGC
$4.5M 0.01%
210,775
-18,179
-8% -$383K
TTEK icon
1232
Tetra Tech
TTEK
$8.28B
$4.49M 0.01%
840,765
+75,060
+10% +$392K
MKSI icon
1233
MKS Inc
MKSI
$21.3B
$4.49M 0.01%
122,642
+21,727
+22% +$768K
ROC
1234
DELISTED
ROCKWOOD HLDGS INC
ROC
$4.49M 0.01%
56,962
-7,862
-12% -$606K
CLR
1235
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$4.48M 0.01%
116,745
-6,375
-5% -$314K
RY icon
1236
Royal Bank of Canada
RY
$291B
$4.46M 0.01%
64,586
+10,423
+19% +$737K
HIW icon
1237
Highwoods Properties
HIW
$3.73B
$4.46M 0.01%
100,627
+18,808
+23% +$797K
LPLA icon
1238
LPL Financial
LPLA
$26.5B
$4.46M 0.01%
100,014
+457
+0.5% +$19.7K
MW
1239
DELISTED
THE MENS WAREHOUSE INC
MW
$4.45M 0.01%
100,769
+17,787
+21% +$802K
SIGI icon
1240
Selective Insurance
SIGI
$5.53B
$4.45M 0.01%
163,607
+15,694
+11% +$400K
HCSG icon
1241
Healthcare Services Group
HCSG
$1.58B
$4.44M 0.01%
143,516
+14,252
+11% +$422K
MDVN
1242
DELISTED
MEDIVATION, INC.
MDVN
$4.43M 0.01%
88,972
+1,880
+2% +$97.7K
CBT icon
1243
Cabot Corp
CBT
$4.61B
$4.42M 0.01%
100,831
-11,111
-10% -$502K
AGU
1244
DELISTED
Agrium
AGU
$4.42M 0.01%
46,648
-6,580
-12% -$616K
DFT
1245
DELISTED
DuPont Fabros Technology Inc.
DFT
$4.39M 0.01%
131,982
+11,227
+9% +$349K
CSGP icon
1246
CoStar Group
CSGP
$11.9B
$4.39M 0.01%
238,840
+3,380
+1% +$54.6K
EHI
1247
Western Asset Global High Income Fund
EHI
$175M
$4.38M 0.01%
394,845
+31,084
+9% +$362K
AMCX icon
1248
AMC Global Media
AMCX
$445M
$4.38M 0.01%
68,654
+4,832
+8% +$292K
EPAC icon
1249
Enerpac Tool Group
EPAC
$1.78B
$4.38M 0.01%
160,677
-36,212
-18% -$1.08M
MDP
1250
DELISTED
Meredith Corporation
MDP
$4.38M 0.01%
80,549
-15,565
-16% -$780K
48 49
50
51 52

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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.