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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
FRP
2776
DELISTED
Fairpoint Communications, Inc.
FRP
$675K ﹤0.01%
47,525
+2,400
+5% +$35.3K
CMPR icon
2777
Cimpress
CMPR
$2.43B
$673K ﹤0.01%
+8,992
New +$584K
MDRX
2778
DELISTED
Veradigm Inc. Common Stock
MDRX
$673K ﹤0.01%
52,703
+1,523
+3% +$19.4K
QLTY
2779
DELISTED
QUALITY DISTR INC FLA
QLTY
$673K ﹤0.01%
63,262
-1,241
-2% -$14.1K
ACI
2780
DELISTED
ARCH COAL, INC.
ACI
$672K ﹤0.01%
37,744
+12,032
+47% +$243K
KRA
2781
DELISTED
Kraton Corporation
KRA
$670K ﹤0.01%
32,214
+4,594
+17% +$84.4K
PRFT
2782
DELISTED
Perficient Inc
PRFT
$669K ﹤0.01%
35,917
+2,845
+9% +$47.2K
AMC icon
2783
AMC Entertainment Holdings
AMC
$2.38B
$668K ﹤0.01%
+2,552
New +$630K
AP icon
2784
Ampco-Pittsburgh
AP
$167M
$667K ﹤0.01%
34,649
-423
-1% -$8.11K
LDR
2785
DELISTED
Landauer Inc
LDR
$666K ﹤0.01%
19,494
+2,923
+18% +$99.6K
MTH icon
2786
Meritage Homes
MTH
$4.89B
$664K ﹤0.01%
36,876
-9,594
-21% -$175K
DMB
2787
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$662K ﹤0.01%
54,374
+820
+2% +$9.92K
WT icon
2788
WisdomTree
WT
$2.97B
$662K ﹤0.01%
42,231
+16,579
+65% +$231K
NXP icon
2789
Nuveen Select Tax-Free Income Portfolio
NXP
$899M
$661K ﹤0.01%
46,332
+568
+1% +$7.94K
ASR icon
2790
Grupo Aeroportuario del Sureste
ASR
$8.14B
$659K ﹤0.01%
+4,999
New +$648K
BRC icon
2791
Brady Corp
BRC
$4.6B
$659K ﹤0.01%
24,118
-19,150
-44% -$465K
FLY
2792
DELISTED
Fly Leasing Limited
FLY
$655K ﹤0.01%
49,800
-1,595
-3% -$20.5K
CASS icon
2793
Cass Information Systems
CASS
$720M
$654K ﹤0.01%
16,214
-244
-1% -$8.63K
WMC
2794
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$653K ﹤0.01%
4,442
+2,580
+139% +$385K
KTOS icon
2795
Kratos Defense & Security Solutions
KTOS
$9.12B
$649K ﹤0.01%
129,370
+13,809
+12% +$78.1K
KYTH
2796
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$649K ﹤0.01%
18,728
+269
+1% +$9.39K
ROS
2797
DELISTED
ROSTELEKOM
ROS
$649K ﹤0.01%
71,424
-1,940
-3% -$17.6K
RNG icon
2798
RingCentral
RNG
$4.77B
$648K ﹤0.01%
43,445
-15,870
-27% -$199K
BBOX
2799
DELISTED
Black Box Corp
BBOX
$647K ﹤0.01%
27,083
+6,764
+33% +$156K
ISG.CL
2800
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$646K ﹤0.01%
25,558
+657
+3% +$16.6K
110 111
112
113 114

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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.