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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
DK icon
2151
Delek US
DK
$3.98B
$1.57M ﹤0.01%
57,491
-2,293
-4% -$69.4K
ASNA
2152
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.57M ﹤0.01%
6,238
+1,619
+35% +$401K
AMN icon
2153
AMN Healthcare
AMN
$1.35B
$1.56M ﹤0.01%
79,765
-28,566
-26% -$491K
RDNT icon
2154
RadNet
RDNT
$4.98B
$1.56M ﹤0.01%
183,053
+50,940
+39% +$430K
ECOL
2155
DELISTED
US Ecology, Inc.
ECOL
$1.56M ﹤0.01%
38,948
-307
-0.8% -$13.1K
SCHF icon
2156
Schwab International Equity ETF
SCHF
$64.9B
$1.56M ﹤0.01%
+107,702
New +$1.62M
CBZ icon
2157
CBIZ
CBZ
$2.95B
$1.55M ﹤0.01%
180,824
-1,952
-1% -$16.8K
IMAX icon
2158
IMAX
IMAX
$2.67B
$1.54M ﹤0.01%
49,985
+6,774
+16% +$198K
IWO icon
2159
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.54M ﹤0.01%
+10,841
New +$1.47M
KOP icon
2160
Koppers
KOP
$946M
$1.54M ﹤0.01%
59,428
-1,818
-3% -$56K
TROX icon
2161
Tronox
TROX
$967M
$1.54M ﹤0.01%
64,652
+2,566
+4% +$59.4K
VTA
2162
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.54M ﹤0.01%
130,298
+203
+0.2% +$2.41K
NX icon
2163
Quanex
NX
$825M
$1.54M ﹤0.01%
82,084
+882
+1% +$16.9K
SEO
2164
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$1.53M ﹤0.01%
172,923
-9,267
-5% -$82.1K
PNC.PRP
2165
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.53M ﹤0.01%
55,098
+1,486
+3% +$40.6K
VKQ icon
2166
Invesco Municipal Trust
VKQ
$541M
$1.53M ﹤0.01%
120,664
+475
+0.4% +$5.99K
DORM icon
2167
Dorman Products
DORM
$4.22B
$1.53M ﹤0.01%
31,622
+9,122
+41% +$423K
BXMT icon
2168
Blackstone Mortgage Trust
BXMT
$2.77B
$1.52M ﹤0.01%
52,309
-4,648
-8% -$131K
LHCG
2169
DELISTED
LHC Group LLC
LHCG
$1.52M ﹤0.01%
48,805
+379
+0.8% +$9.56K
IPCM
2170
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$1.52M ﹤0.01%
33,093
+11,350
+52% +$494K
HY icon
2171
Hyster-Yale Materials Handling
HY
$576M
$1.52M ﹤0.01%
20,712
+3,712
+22% +$276K
ROIC
2172
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.51M ﹤0.01%
89,707
+13,529
+18% +$218K
LNN icon
2173
Lindsay Corp
LNN
$1.14B
$1.5M ﹤0.01%
17,550
+342
+2% +$29.1K
BFS
2174
Saul Centers
BFS
$858M
$1.5M ﹤0.01%
26,206
-1,455
-5% -$77.7K
BAS
2175
DELISTED
Basis Energy Services, Inc.
BAS
$1.5M ﹤0.01%
375
+45
+14% +$284K
85 86
87
88 89

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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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ACI
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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.