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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
RNDY
1876
DELISTED
ROUNDYS INC COM STK
RNDY
$2.23M ﹤0.01%
460,925
+15,647
+4% +$57.8K
LDL
1877
DELISTED
Lydall, Inc.
LDL
$2.23M ﹤0.01%
67,881
+184
+0.3% +$5.32K
LTC
1878
LTC Properties
LTC
$2.14B
$2.23M ﹤0.01%
51,582
+2,073
+4% +$84.8K
SFNC icon
1879
Simmons First National
SFNC
$3.39B
$2.22M ﹤0.01%
109,310
-8,524
-7% -$171K
MGRC icon
1880
McGrath RentCorp
MGRC
$2.95B
$2.22M ﹤0.01%
61,921
+4
+0% +$142
VSI
1881
DELISTED
Vitamin Shoppe Inc.
VSI
$2.22M ﹤0.01%
45,627
+12,569
+38% +$577K
STGW icon
1882
Stagwell
STGW
$1.98B
$2.21M ﹤0.01%
97,474
-24,866
-20% -$520K
FULT icon
1883
Fulton Financial
FULT
$4.73B
$2.21M ﹤0.01%
179,100
+43,073
+32% +$507K
INFA
1884
DELISTED
INFORMATICA CORP
INFA
$2.21M ﹤0.01%
58,068
+341
+0.6% +$12.2K
MKTX icon
1885
MarketAxess Holdings
MKTX
$4.34B
$2.21M ﹤0.01%
30,864
+2,358
+8% +$155K
HHS icon
1886
Harte-Hanks
HHS
$16.3M
$2.21M ﹤0.01%
28,578
-3,126
-10% -$204K
RDN icon
1887
Radian Group
RDN
$5.22B
$2.21M ﹤0.01%
132,294
+14,635
+12% +$236K
CMD
1888
DELISTED
Cantel Medical Corporation
CMD
$2.21M ﹤0.01%
51,043
+3,044
+6% +$124K
UNF icon
1889
Unifirst Corp
UNF
$5.43B
$2.21M ﹤0.01%
18,175
-4,273
-19% -$466K
NUS icon
1890
Nu Skin
NUS
$255M
$2.21M ﹤0.01%
50,484
+4,702
+10% +$208K
GFIG
1891
DELISTED
GFI GROUP INC
GFIG
$2.21M ﹤0.01%
404,823
-37,372
-8% -$196K
GTI
1892
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$2.2M ﹤0.01%
435,078
+187,230
+76% +$821K
JFR icon
1893
Nuveen Floating Rate Income Fund
JFR
$1.24B
$2.2M ﹤0.01%
200,061
+187
+0.1% +$2.06K
URBN icon
1894
Urban Outfitters
URBN
$6.44B
$2.2M ﹤0.01%
62,584
-72,837
-54% -$2.36M
BSFT
1895
DELISTED
BroadSoft, Inc.
BSFT
$2.2M ﹤0.01%
75,781
+23,510
+45% +$594K
SUBC
1896
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$2.2M ﹤0.01%
213,621
+162,132
+315% +$1.67M
SPXX icon
1897
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$2.19M ﹤0.01%
153,512
+127,440
+489% +$1.81M
NNC
1898
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.19M ﹤0.01%
168,623
– –
AF
1899
DELISTED
Astoria Financial Corporation
AF
$2.19M ﹤0.01%
164,027
-30,290
-16% -$392K
KPN
1900
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$2.19M ﹤0.01%
705,658
+115,978
+20% +$360K
74 75
76
77 78

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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.