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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
ATRO icon
2526
Astronics
ATRO
$3.37B
$960K ﹤0.01%
31,690
-3,594
-10% -$95K
PAC icon
2527
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$960K ﹤0.01%
15,182
+295
+2% +$19.8K
LDRH
2528
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$960K ﹤0.01%
29,275
+954
+3% +$31.3K
ACLS icon
2529
Axcelis
ACLS
$3.69B
$959K ﹤0.01%
93,605
-8,220
-8% -$71.3K
ACW
2530
DELISTED
Accuride Corp
ACW
$959K ﹤0.01%
220,977
-37,478
-15% -$169K
NGS icon
2531
Natural Gas Services Group
NGS
$460M
$958K ﹤0.01%
41,559
-414
-1% -$9.79K
TOWN icon
2532
Towne Bank
TOWN
$3.53B
$957K ﹤0.01%
63,297
-8,874
-12% -$131K
MDC
2533
DELISTED
M.D.C. Holdings, Inc.
MDC
$952K ﹤0.01%
49,930
-4,626
-8% -$84.8K
RAVN
2534
DELISTED
Raven Industries Inc
RAVN
$952K ﹤0.01%
38,084
+525
+1% +$12.7K
CBK
2535
DELISTED
Christopher & Banks Corporation
CBK
$951K ﹤0.01%
166,512
-76,584
-32% -$488K
STFC
2536
DELISTED
State Auto Financial Corp
STFC
$951K ﹤0.01%
42,798
-1,129
-3% -$24K
LIOX
2537
DELISTED
Lionbridge Technologies
LIOX
$950K ﹤0.01%
165,292
-8,567
-5% -$43K
III icon
2538
Information Services Group
III
$199M
$947K ﹤0.01%
224,450
-8,656
-4% -$34.6K
TWI icon
2539
Titan International
TWI
$530M
$944K ﹤0.01%
88,813
+53,981
+155% +$556K
TSL
2540
DELISTED
Trina Solar Limited
TSL
$944K ﹤0.01%
101,938
+4,399
+5% +$43.3K
KBAL
2541
DELISTED
Kimball International
KBAL
$943K ﹤0.01%
103,415
-31,068
-23% -$335K
SCLN
2542
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$941K ﹤0.01%
107,443
+6,408
+6% +$51.9K
SRDX
2543
DELISTED
Surmodics
SRDX
$940K ﹤0.01%
42,525
+477
+1% +$10.1K
KCLI
2544
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$938K ﹤0.01%
19,526
+968
+5% +$46.1K
CACC icon
2545
Credit Acceptance
CACC
$5.84B
$935K ﹤0.01%
+6,858
New +$968K
IPGP icon
2546
IPG Photonics
IPGP
$3.57B
$934K ﹤0.01%
12,470
-46
-0.4% -$3.27K
EVR icon
2547
Evercore
EVR
$13.2B
$931K ﹤0.01%
17,785
-5,660
-24% -$283K
MED icon
2548
Medifast
MED
$108M
$930K ﹤0.01%
27,731
+1,178
+4% +$36.7K
WNS
2549
DELISTED
WNS Holdings
WNS
$930K ﹤0.01%
45,023
+9,139
+25% +$191K
DNKN
2550
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$930K ﹤0.01%
21,814
-1,581
-7% -$72.4K
100 101
102
103 104

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MCM
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PSUF
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SCC
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BAM
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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.