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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
KGC icon
1376
Kinross Gold
KGC
$27.8B
$3.8M 0.01%
1,346,517
+1,132,201
+528% +$3.18M
IPCC
1377
DELISTED
Infinity Property & Casualty C
IPCC
$3.8M 0.01%
49,150
+398
+0.8% +$28.4K
MTX icon
1378
Minerals Technologies
MTX
$2.35B
$3.8M 0.01%
54,661
+9,181
+20% +$639K
PVA
1379
DELISTED
PENN VIRGINIA CORP
PVA
$3.79M 0.01%
568,078
+14,967
+3% +$113K
WTW icon
1380
Willis Towers Watson
WTW
$29.8B
$3.79M 0.01%
31,953
-17,757
-36% -$1.99M
EIG icon
1381
Employers Holdings
EIG
$918M
$3.77M 0.01%
160,580
+16,019
+11% +$334K
UPBD icon
1382
Upbound Group
UPBD
$1.23B
$3.77M 0.01%
103,938
+10,249
+11% +$330K
PSO icon
1383
Pearson
PSO
$10.3B
$3.77M 0.01%
204,544
+18,382
+10% +$345K
PRAA icon
1384
PRA Group
PRAA
$708M
$3.77M 0.01%
64,985
+9,323
+17% +$550K
BX icon
1385
Blackstone
BX
$106B
$3.76M 0.01%
113,310
+17,581
+18% +$550K
ABG icon
1386
Asbury Automotive
ABG
$4.24B
$3.76M 0.01%
49,528
-7,515
-13% -$539K
ESND
1387
DELISTED
Essendant Inc.
ESND
$3.75M 0.01%
89,028
-13,550
-13% -$552K
WDFC icon
1388
WD-40
WDFC
$3.18B
$3.75M 0.01%
44,059
-532
-1% -$40.5K
IGIB icon
1389
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.75M 0.01%
68,538
-53,804
-44% -$2.95M
NWN icon
1390
Northwest Natural Holdings
NWN
$2.21B
$3.75M 0.01%
75,082
+7,806
+12% +$364K
AIR icon
1391
AAR Corp
AIR
$5.37B
$3.75M 0.01%
134,848
+12,977
+11% +$336K
RYL
1392
DELISTED
RYLAND GROUP INC
RYL
$3.74M 0.01%
97,091
+5,345
+6% +$194K
RES icon
1393
RPC Inc
RES
$1.16B
$3.74M 0.01%
286,813
+120,991
+73% +$1.86M
GRA
1394
DELISTED
W.R. Grace & Co.
GRA
$3.74M 0.01%
39,209
-9,238
-19% -$860K
POOL icon
1395
Pool Corp
POOL
$6.91B
$3.74M 0.01%
58,907
+4,003
+7% +$237K
LNW
1396
DELISTED
Light & Wonder
LNW
$3.73M 0.01%
293,252
-15,402
-5% -$186K
HR
1397
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.73M 0.01%
136,607
+5,830
+4% +$152K
MGLN
1398
DELISTED
Magellan Health Services, Inc.
MGLN
$3.73M 0.01%
62,141
+1,372
+2% +$81K
VOLV
1399
DELISTED
VOLVO A B ADR-B
VOLV
$3.73M 0.01%
345,915
+118,534
+52% +$1.28M
WTRG icon
1400
Essential Utilities
WTRG
$11.7B
$3.73M 0.01%
139,623
+22,298
+19% +$573K
54 55
56
57 58

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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.