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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
ELME
1476
Elme Communities
ELME
$143M
$3.44M 0.01%
124,413
+16,535
+15% +$449K
MZTI
1477
The Marzetti Company
MZTI
$3.03B
$3.44M 0.01%
36,700
-879
-2% -$79.7K
PRI icon
1478
Primerica
PRI
$10.1B
$3.43M 0.01%
63,223
-7,839
-11% -$400K
RAX
1479
DELISTED
Rackspace Hosting Inc
RAX
$3.42M 0.01%
73,166
+35,623
+95% +$1.47M
AOS icon
1480
A.O. Smith
AOS
$8.75B
$3.42M 0.01%
121,396
+4,126
+4% +$108K
NOW icon
1481
ServiceNow
NOW
$115B
$3.41M 0.01%
251,460
-15,885
-6% -$202K
EDR
1482
DELISTED
Education Realty Trust Inc
EDR
$3.41M 0.01%
93,252
+4,306
+5% +$147K
CXT icon
1483
Crane NXT
CXT
$3.11B
$3.41M 0.01%
167,083
-15,869
-9% -$329K
NHI icon
1484
National Health Investors
NHI
$3.85B
$3.41M 0.01%
48,679
+9,229
+23% +$600K
IRC
1485
DELISTED
INLAND REAL ESTATE CORP
IRC
$3.4M 0.01%
310,490
+17,835
+6% +$189K
BPFH
1486
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.4M 0.01%
252,273
-5,406
-2% -$69.3K
CSGS
1487
DELISTED
CSG Systems International
CSGS
$3.39M 0.01%
135,218
-1,778
-1% -$45.5K
AVP
1488
DELISTED
Avon Products, Inc.
AVP
$3.38M 0.01%
360,268
-210,995
-37% -$2.18M
GDOT icon
1489
Green Dot
GDOT
$757M
$3.37M 0.01%
164,578
-4,525
-3% -$98.5K
NBR icon
1490
Nabors Industries
NBR
$1.12B
$3.37M 0.01%
5,196
-2,314
-31% -$1.83M
WTFC icon
1491
Wintrust Financial
WTFC
$10.9B
$3.37M 0.01%
72,050
-4,632
-6% -$210K
SHLD
1492
DELISTED
Sears Holding Corporation
SHLD
$3.37M 0.01%
102,066
+4,925
+5% +$161K
PSB
1493
DELISTED
PS Business Parks, Inc.
PSB
$3.36M 0.01%
42,278
+5,317
+14% +$428K
EPR icon
1494
EPR Properties
EPR
$4.94B
$3.36M 0.01%
58,312
+1,670
+3% +$92.7K
STL
1495
DELISTED
Sterling Bancorp
STL
$3.36M 0.01%
233,391
+3,475
+2% +$47.1K
AHT
1496
Ashford Hospitality Trust
AHT
$21M
$3.35M 0.01%
324
+43
+15% +$434K
KLXI
1497
DELISTED
KLX Inc.
KLXI
$3.34M 0.01%
+96,024
New +$3.38M
CBOE icon
1498
Cboe Global Markets
CBOE
$31.2B
$3.34M 0.01%
52,627
+5,995
+13% +$358K
KNL
1499
DELISTED
Knoll, Inc.
KNL
$3.33M 0.01%
157,147
-786
-0.5% -$15K
ALSN icon
1500
Allison Transmission
ALSN
$10B
$3.33M 0.01%
98,075
+12,936
+15% +$412K
58 59
60
61 62

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AF
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MCM
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PSUF
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IA
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SCC
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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.