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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
RPXC
2301
DELISTED
RPX Corporation
RPXC
$1.29M ﹤0.01%
93,825
-13,482
-13% -$187K
SBGI icon
2302
Sinclair Inc
SBGI
$1.03B
$1.29M ﹤0.01%
47,105
-1,978
-4% -$53.9K
MTZ icon
2303
MasTec
MTZ
$22.8B
$1.29M ﹤0.01%
56,988
-7,821
-12% -$193K
PRLB icon
2304
Protolabs
PRLB
$1.7B
$1.29M ﹤0.01%
19,148
+6
+0% +$394
SCL icon
2305
Stepan Co
SCL
$1.4B
$1.29M ﹤0.01%
32,079
+1,471
+5% +$62.5K
EWT icon
2306
iShares MSCI Taiwan ETF
EWT
$9.14B
$1.28M ﹤0.01%
42,420
+5,818
+16% +$179K
ELP
2307
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.28M ﹤0.01%
243,100
-57,330
-19% -$309K
AAIC
2308
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.28M ﹤0.01%
48,146
-8,023
-14% -$217K
PLOW icon
2309
Douglas Dynamics
PLOW
$1,000M
$1.28M ﹤0.01%
59,731
+8,307
+16% +$178K
BUSE icon
2310
First Busey Corp
BUSE
$2.62B
$1.28M ﹤0.01%
65,448
-449
-0.7% -$8.43K
SEB icon
2311
Seaboard Corp
SEB
$4.31B
$1.28M ﹤0.01%
+304
New +$1.02M
NQS
2312
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.28M ﹤0.01%
91,421
+2,994
+3% +$41.4K
SEP
2313
DELISTED
Spectra Engy Parters Lp
SEP
$1.27M ﹤0.01%
+22,362
New +$1.21M
DXB.CL
2314
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.27M ﹤0.01%
48,519
+1,342
+3% +$35K
NNBR icon
2315
NN Inc
NNBR
$241M
$1.27M ﹤0.01%
61,659
-14,602
-19% -$314K
IVW icon
2316
iShares S&P 500 Growth ETF
IVW
$70.8B
$1.27M ﹤0.01%
+45,388
New +$1.24M
ALU
2317
DELISTED
Alcatel-Lucent
ALU
$1.26M ﹤0.01%
355,474
+174,125
+96% +$543K
MYRG icon
2318
MYR Group
MYRG
$4.93B
$1.26M ﹤0.01%
45,996
-306
-0.7% -$7.88K
AUD
2319
DELISTED
Audacy, Inc.
AUD
$1.26M ﹤0.01%
103,496
-7,648
-7% -$77.5K
EVRI
2320
DELISTED
Everi Holdings
EVRI
$1.26M ﹤0.01%
175,984
-8,670
-5% -$61K
OLP
2321
One Liberty Properties
OLP
$548M
$1.26M ﹤0.01%
53,094
+3,166
+6% +$71.5K
GCAP
2322
DELISTED
Gain Capital Holdings, Inc.
GCAP
$1.26M ﹤0.01%
139,357
-11,749
-8% -$95.5K
CHDN icon
2323
Churchill Downs
CHDN
$6.21B
$1.25M ﹤0.01%
79,044
+14,502
+22% +$236K
GSM icon
2324
FerroAtlántica
GSM
$585M
$1.25M ﹤0.01%
72,817
-1,217
-2% -$21.1K
SBY
2325
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.25M ﹤0.01%
75,721
-5,304
-7% -$87.7K
91 92
93
94 95

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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.