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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
SGI
1326
Somnigroup International
SGI
$15.3B
$4M 0.01%
291,136
+2,500
+0.9% +$34.1K
BERY
1327
DELISTED
Berry Global Group, Inc.
BERY
$3.99M 0.01%
137,657
-6,221
-4% -$156K
RAMP icon
1328
LiveRamp
RAMP
$2.3B
$3.98M 0.01%
196,440
+47,430
+32% +$886K
SF
1329
Stifel
SF
$12.5B
$3.98M 0.01%
175,469
+29,487
+20% +$624K
BOKF icon
1330
BOK Financial
BOKF
$8.58B
$3.97M 0.01%
66,134
+13,889
+27% +$897K
SNP
1331
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.96M 0.01%
48,927
-834
-2% -$69.2K
AKS
1332
DELISTED
AK Steel Holding Corp
AKS
$3.96M 0.01%
667,084
-58,658
-8% -$369K
OB
1333
DELISTED
Onebeacon Insurance Group Ltd
OB
$3.96M 0.01%
244,593
-9,380
-4% -$150K
MLM icon
1334
Martin Marietta Materials
MLM
$34.3B
$3.95M 0.01%
35,815
-137
-0.4% -$16.2K
ROL icon
1335
Rollins
ROL
$18.8B
$3.95M 0.01%
402,897
+8,046
+2% +$75.2K
KS
1336
DELISTED
KapStone Paper and Pack Corp.
KS
$3.95M 0.01%
134,778
+6,850
+5% +$199K
NRF
1337
DELISTED
NorthStar Realty Finance Corp.
NRF
$3.95M 0.01%
112,356
-19,457
-15% -$693K
NXZ
1338
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$3.95M 0.01%
279,926
+5,134
+2% +$72.2K
NYT icon
1339
New York Times
NYT
$11.7B
$3.95M 0.01%
298,612
-57,055
-16% -$734K
TRAK
1340
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$3.94M 0.01%
89,030
+772
+0.9% +$34.4K
CDP icon
1341
COPT Defense Properties
CDP
$4.34B
$3.94M 0.01%
138,899
+2,617
+2% +$72K
PCY icon
1342
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
$3.94M 0.01%
139,960
+2,052
+1% +$58.7K
AYR
1343
DELISTED
Aircastle Ltd
AYR
$3.94M 0.01%
184,314
-14,769
-7% -$287K
WP
1344
DELISTED
Worldpay, Inc.
WP
$3.94M 0.01%
116,054
-4,480
-4% -$145K
TD icon
1345
Toronto Dominion Bank
TD
$198B
$3.93M 0.01%
82,276
+11,197
+16% +$540K
GRPN icon
1346
Groupon
GRPN
$1.05B
$3.92M 0.01%
23,744
+3,259
+16% +$463K
MOG.A icon
1347
Moog Inc Class A
MOG.A
$13.2B
$3.92M 0.01%
52,924
+1,918
+4% +$139K
AIN icon
1348
Albany International
AIN
$2.16B
$3.92M 0.01%
103,049
-39,867
-28% -$1.44M
FAF icon
1349
First American
FAF
$7.79B
$3.92M 0.01%
115,482
-15,478
-12% -$474K
SYKE
1350
DELISTED
SYKES Enterprises Inc
SYKE
$3.91M 0.01%
166,705
+34,495
+26% +$771K
52 53
54
55 56

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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.