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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
MEI icon
1501
Methode Electronics
MEI
$514M
$3.32M 0.01%
90,938
-19,906
-18% -$747K
AD
1502
Array Digital Infrastructure
AD
$3.02B
$3.31M 0.01%
82,989
+13,799
+20% +$506K
EQY
1503
DELISTED
Equity One
EQY
$3.3M 0.01%
130,050
+8,285
+7% +$198K
PRDO icon
1504
Perdoceo Education
PRDO
$2.06B
$3.3M 0.01%
473,529
-49,675
-9% -$285K
EQNR icon
1505
Equinor
EQNR
$90.4B
$3.29M 0.01%
187,058
-73,795
-28% -$1.57M
NSP icon
1506
Insperity
NSP
$1.98B
$3.29M 0.01%
194,230
+15,584
+9% +$246K
HLX icon
1507
Helix Energy Solutions
HLX
$1.36B
$3.28M 0.01%
151,188
-59,958
-28% -$1.43M
IHS
1508
DELISTED
IHS INC CL-A COM STK
IHS
$3.28M 0.01%
28,767
-748
-3% -$92.8K
OWW
1509
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$3.27M 0.01%
397,914
-221,562
-36% -$1.77M
SIRO
1510
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$3.27M 0.01%
37,464
+2,944
+9% +$243K
OSPN icon
1511
OneSpan
OSPN
$578M
$3.27M 0.01%
115,924
+4,698
+4% +$116K
WMGI
1512
DELISTED
Wright Medical Group Inc
WMGI
$3.27M 0.01%
121,686
-29,014
-19% -$849K
ITG
1513
DELISTED
Investment Technology Group Inc
ITG
$3.27M 0.01%
156,895
-15,483
-9% -$289K
RCI icon
1514
Rogers Communications
RCI
$18.3B
$3.27M 0.01%
84,057
+402
+0.5% +$15.5K
ALOG
1515
DELISTED
Analogic Corp
ALOG
$3.26M 0.01%
38,568
+323
+0.8% +$24.2K
CDE icon
1516
Coeur Mining
CDE
$15.5B
$3.26M 0.01%
637,943
+476,064
+294% +$2.12M
BKS
1517
DELISTED
Barnes & Noble
BKS
$3.26M 0.01%
213,980
+32,883
+18% +$467K
SSP icon
1518
E.W. Scripps
SSP
$275M
$3.25M 0.01%
164,116
-19,587
-11% -$333K
ENV
1519
DELISTED
ENVESTNET, INC.
ENV
$3.25M 0.01%
66,207
-1,605
-2% -$75.4K
BAH icon
1520
Booz Allen Hamilton
BAH
$8.73B
$3.25M 0.01%
122,311
-40,128
-25% -$1.04M
RLI icon
1521
RLI Corp
RLI
$5.99B
$3.25M 0.01%
131,370
-22,748
-15% -$536K
UNT
1522
DELISTED
UNIT Corporation
UNT
$3.24M 0.01%
94,954
+32,937
+53% +$1.42M
CHCO icon
1523
City Holding Co
CHCO
$2.04B
$3.24M 0.01%
69,542
+6,542
+10% +$290K
NNN icon
1524
NNN REIT
NNN
$9.39B
$3.23M 0.01%
82,005
+11,216
+16% +$424K
UVV icon
1525
Universal Corp
UVV
$1.37B
$3.22M 0.01%
73,303
+6,712
+10% +$283K
59 60
61
62 63

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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.