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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
NPF
2176
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.5M ﹤0.01%
107,153
+990
+0.9% +$13.6K
VSAT icon
2177
Viasat
VSAT
$9.67B
$1.49M ﹤0.01%
23,668
+430
+2% +$26.3K
KWR icon
2178
Quaker Houghton
KWR
$2.58B
$1.49M ﹤0.01%
16,193
+278
+2% +$22.4K
AX icon
2179
Axos Financial
AX
$5.58B
$1.49M ﹤0.01%
76,472
+35,596
+87% +$668K
CNXN icon
2180
PC Connection
CNXN
$2.09B
$1.49M ﹤0.01%
60,607
-3,200
-5% -$73.8K
WLB
2181
DELISTED
Westmoreland Coal Company
WLB
$1.49M ﹤0.01%
44,761
+1,986
+5% +$69.4K
RDUS
2182
DELISTED
Radius Recycling
RDUS
$1.48M ﹤0.01%
65,761
-7,833
-11% -$180K
AJRD
2183
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.48M ﹤0.01%
81,072
+23,810
+42% +$399K
CMCO icon
2184
Columbus McKinnon
CMCO
$422M
$1.48M ﹤0.01%
52,880
-12,206
-19% -$317K
MLNX
2185
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.48M ﹤0.01%
34,682
+24,259
+233% +$1.05M
BZH icon
2186
Beazer Homes USA
BZH
$888M
$1.48M ﹤0.01%
76,521
+6,309
+9% +$115K
NWBI icon
2187
Northwest Bancshares
NWBI
$2.33B
$1.48M ﹤0.01%
118,095
-13,280
-10% -$166K
RSO
2188
DELISTED
Resource Capital Corp.
RSO
$1.48M ﹤0.01%
73,338
+9,396
+15% +$193K
HVB
2189
DELISTED
HUDSON VY HLDG CORP
HVB
$1.48M ﹤0.01%
54,416
-9
-0% -$213
CYBX
2190
DELISTED
CYBERONICS INC
CYBX
$1.47M ﹤0.01%
26,441
-7,938
-23% -$415K
FSS icon
2191
Federal Signal
FSS
$6.82B
$1.47M ﹤0.01%
95,217
-18,091
-16% -$262K
PRSU
2192
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$1.47M ﹤0.01%
55,155
-2,082
-4% -$49.8K
SRCE icon
2193
1st Source
SRCE
$2.17B
$1.47M ﹤0.01%
46,972
-475
-1% -$13.4K
ARUN
2194
DELISTED
ARUBA NETWORKS, INC.
ARUN
$1.47M ﹤0.01%
80,600
+20,186
+33% +$403K
CSOD
2195
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.46M ﹤0.01%
41,535
+8,520
+26% +$281K
VLY icon
2196
Valley National Bancorp
VLY
$7.9B
$1.46M ﹤0.01%
150,088
-113,880
-43% -$1.1M
MSA icon
2197
Mine Safety
MSA
$6.79B
$1.45M ﹤0.01%
27,394
-4,952
-15% -$262K
ECPG icon
2198
Encore Capital Group
ECPG
$2.01B
$1.45M ﹤0.01%
32,717
+1,283
+4% +$55.2K
AMAG
2199
DELISTED
AMAG Pharmaceuticals
AMAG
$1.45M ﹤0.01%
34,071
-7,677
-18% -$277K
AUY
2200
DELISTED
Yamana Gold, Inc.
AUY
$1.45M ﹤0.01%
360,274
+329,194
+1,059% +$1.49M
86 87
88
89 90

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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.