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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
DSU icon
1701
BlackRock Debt Strategies Fund
DSU
$592M
$2.68M 0.01%
240,291
+45,386
+23% +$510K
CCMP
1702
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$2.68M 0.01%
56,571
+3,102
+6% +$142K
STRA icon
1703
Strategic Education
STRA
$1.84B
$2.68M 0.01%
36,031
+4,339
+14% +$307K
ZWS icon
1704
Zurn Elkay Water Solutions
ZWS
$8.23B
$2.67M 0.01%
196,765
-4,304
-2% -$56.8K
LFUS icon
1705
Littelfuse
LFUS
$9.91B
$2.67M 0.01%
27,596
+276
+1% +$25.6K
MDCO
1706
DELISTED
Medicines Co
MDCO
$2.66M 0.01%
96,050
+13,194
+16% +$327K
NIE
1707
Virtus Equity & Convertible Income Fund
NIE
$714M
$2.65M 0.01%
128,226
+44,838
+54% +$915K
RH icon
1708
RH
RH
$3.36B
$2.65M 0.01%
27,604
+74
+0.3% +$6.2K
CIR
1709
DELISTED
CIRCOR International, Inc
CIR
$2.65M 0.01%
43,959
-5,394
-11% -$355K
GOV
1710
DELISTED
Government Properties Income Trust
GOV
$2.65M 0.01%
115,158
+21,828
+23% +$499K
PODD icon
1711
Insulet
PODD
$11.6B
$2.65M 0.01%
57,482
+3,494
+6% +$149K
CEB
1712
DELISTED
CEB Inc.
CEB
$2.65M 0.01%
36,479
-1,186
-3% -$81.5K
TRST
1713
Trustco Bank Corp NY
TRST
$984M
$2.64M 0.01%
72,828
-1,680
-2% -$58.4K
FLO icon
1714
Flowers Foods
FLO
$1.6B
$2.64M 0.01%
137,680
-8,585
-6% -$162K
LII icon
1715
Lennox International
LII
$18.9B
$2.64M 0.01%
27,760
-567
-2% -$50.4K
LSCC icon
1716
Lattice Semiconductor
LSCC
$16.4B
$2.64M 0.01%
383,052
-2,693
-0.7% -$17.7K
LNCE
1717
DELISTED
Snyders-Lance, Inc.
LNCE
$2.64M 0.01%
86,390
-1,654
-2% -$48K
ARC
1718
DELISTED
ARC Document Solutions, Inc.
ARC
$2.64M 0.01%
257,996
-23,368
-8% -$225K
CPK icon
1719
Chesapeake Utilities
CPK
$3.31B
$2.64M 0.01%
53,083
-725
-1% -$33.4K
WERN icon
1720
Werner Enterprises
WERN
$2.3B
$2.64M 0.01%
84,617
+50,440
+148% +$1.42M
LAD icon
1721
Lithia Motors
LAD
$8.17B
$2.63M 0.01%
30,392
-15,640
-34% -$1.21M
LTRPA
1722
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.63M 0.01%
97,829
-6,929
-7% -$192K
TDK
1723
DELISTED
TDK CORP AMER DEP SH
TDK
$2.63M 0.01%
44,707
+6,957
+18% +$409K
ASB icon
1724
Associated Banc-Corp
ASB
$5.86B
$2.63M 0.01%
141,162
+10,215
+8% +$186K
EXPR
1725
DELISTED
Express, Inc.
EXPR
$2.63M 0.01%
8,942
+2,110
+31% +$609K
67 68
69
70 71

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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.