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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
MLR icon
2826
Miller Industries
MLR
$586M
$617K ﹤0.01%
29,670
-205
-0.7% -$3.83K
RST
2827
DELISTED
ROSETTA STONE INC
RST
$617K ﹤0.01%
63,219
+1,323
+2% +$12.4K
AMWD
2828
DELISTED
American Woodmark
AMWD
$616K ﹤0.01%
15,237
-5,199
-25% -$205K
REXR icon
2829
Rexford Industrial Realty
REXR
$8.64B
$616K ﹤0.01%
39,233
-4,407
-10% -$66.3K
JPM.PRA.CL
2830
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$616K ﹤0.01%
25,979
+823
+3% +$19.1K
LTXB
2831
DELISTED
LegacyTexas Financial Group Inc
LTXB
$615K ﹤0.01%
25,792
-5,385
-17% -$133K
LPSN icon
2832
LivePerson
LPSN
$22.4M
$614K ﹤0.01%
2,901
+580
+25% +$119K
PTCT icon
2833
PTC Therapeutics
PTCT
$6.09B
$614K ﹤0.01%
11,860
+905
+8% +$39.8K
MS.PRE icon
2834
Morgan Stanley Series E Preferred Stock
MS.PRE
$876M
$613K ﹤0.01%
22,251
+6,584
+42% +$180K
OPY icon
2835
Oppenheimer Holdings
OPY
$1.18B
$611K ﹤0.01%
26,298
-23
-0.1% -$525
REXX
2836
DELISTED
Rex Energy Corporation
REXX
$606K ﹤0.01%
11,877
+8,631
+266% +$663K
CAE icon
2837
CAE Inc. Common Shares
CAE
$8.46B
$603K ﹤0.01%
46,334
+11,535
+33% +$149K
OXSQ icon
2838
Oxford Square Capital
OXSQ
$147M
$601K ﹤0.01%
79,801
-444
-0.6% -$3.73K
VZA.CL
2839
DELISTED
Verizon Communications Inc.
VZA.CL
$601K ﹤0.01%
22,939
+566
+3% +$14.7K
GS.PRK
2840
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$600K ﹤0.01%
23,157
+478
+2% +$12.2K
FF icon
2841
Future Fuel
FF
$204M
$599K ﹤0.01%
46,028
+9,149
+25% +$113K
BITA
2842
DELISTED
Bitauto Holdings Limited
BITA
$599K ﹤0.01%
+8,510
New +$654K
JTD
2843
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$598K ﹤0.01%
+37,015
New +$577K
GEH.CL
2844
DELISTED
General Electric Capital Corp.
GEH.CL
$598K ﹤0.01%
24,113
+542
+2% +$13.3K
CAC icon
2845
Camden National
CAC
$983M
$597K ﹤0.01%
22,482
+2,119
+10% +$53.5K
GEB.CL
2846
DELISTED
General Electric Capital Corp
GEB.CL
$596K ﹤0.01%
24,069
+553
+2% +$13.6K
HWCC
2847
DELISTED
Houston Wire & Cable Company
HWCC
$595K ﹤0.01%
49,788
-225
-0.4% -$2.82K
TLYS icon
2848
Tilly's
TLYS
$118M
$594K ﹤0.01%
61,249
-7,607
-11% -$58.7K
TC
2849
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$594K ﹤0.01%
355,684
-17,853
-5% -$32.6K
BTA
2850
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$593K ﹤0.01%
52,458
+674
+1% +$7.59K
112 113
114
115 116

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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.