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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
JHX icon
1651
James Hardie Industries
JHX
$15.6B
$2.82M 0.01%
259,530
+107,910
+71% +$1.13M
VRTU
1652
DELISTED
Virtusa Corporation
VRTU
$2.82M 0.01%
67,723
+8,729
+15% +$339K
GVA icon
1653
Granite Construction
GVA
$5.31B
$2.81M 0.01%
73,796
+7,104
+11% +$251K
MATX icon
1654
Matsons
MATX
$6.15B
$2.81M 0.01%
81,299
-1,734
-2% -$53.2K
MDAS
1655
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$2.8M 0.01%
141,632
-722
-0.5% -$14.7K
GES
1656
DELISTED
Guess Inc
GES
$2.8M 0.01%
132,723
+12,189
+10% +$260K
FFBC icon
1657
First Financial Bancorp
FFBC
$3.55B
$2.8M 0.01%
150,448
-4,076
-3% -$70.5K
ONB icon
1658
Old National Bancorp
ONB
$10.3B
$2.8M 0.01%
187,972
+28,389
+18% +$398K
BRX icon
1659
Brixmor Property Group
BRX
$9.77B
$2.79M 0.01%
112,468
+64,435
+134% +$1.54M
DMND
1660
DELISTED
DIAMOND FOODS, INC.
DMND
$2.79M 0.01%
98,989
-9,920
-9% -$288K
TAL
1661
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.79M 0.01%
64,010
+6,186
+11% +$260K
PTR
1662
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.79M 0.01%
25,104
+2,953
+13% +$342K
WAGE
1663
DELISTED
WageWorks, Inc.
WAGE
$2.79M 0.01%
43,153
+1,402
+3% +$78.2K
UNFI icon
1664
United Natural Foods
UNFI
$3.07B
$2.78M 0.01%
35,997
+3,886
+12% +$275K
AAN.A
1665
DELISTED
The Aaron's Company Inc Class A
AAN.A
$2.78M 0.01%
91,024
-19,634
-18% -$600K
PRK icon
1666
Park National Corp
PRK
$3.75B
$2.78M 0.01%
31,438
-377
-1% -$31.1K
NM
1667
DELISTED
Navios Maritime Holdings Inc.
NM
$2.78M 0.01%
67,655
+4,020
+6% +$201K
FWRD icon
1668
Forward Air
FWRD
$467M
$2.77M 0.01%
55,021
-2,446
-4% -$117K
BOBE
1669
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.76M 0.01%
54,014
+5,117
+10% +$257K
AEIS icon
1670
Advanced Energy
AEIS
$10.9B
$2.76M 0.01%
116,493
+2,283
+2% +$46.5K
FCFS icon
1671
FirstCash
FCFS
$9.06B
$2.76M 0.01%
49,501
+3,664
+8% +$208K
STBA icon
1672
S&T Bancorp
STBA
$1.92B
$2.76M 0.01%
92,446
-10,519
-10% -$286K
SKYW icon
1673
Skywest
SKYW
$4.51B
$2.75M 0.01%
207,165
+16,952
+9% +$183K
IQV icon
1674
IQVIA
IQV
$40.5B
$2.75M 0.01%
46,709
+1,087
+2% +$62K
JGH icon
1675
Nuveen Global High Income Fund
JGH
$351M
$2.75M 0.01%
+159,389
New +$2.82M
65 66
67
68 69

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MCM
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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.