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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
TUES
1026
DELISTED
Tuesday Morning Corp
TUES
$5.84M 0.01%
268,995
+885
+0.3% +$18K
MIDD icon
1027
Middleby
MIDD
$6.15B
$5.84M 0.01%
58,889
+35
+0.1% +$3.2K
SEM
1028
DELISTED
Select Medical
SEM
$5.83M 0.01%
751,029
+267,871
+55% +$1.95M
ERIE icon
1029
Erie Indemnity
ERIE
$11.9B
$5.82M 0.01%
64,124
+14,133
+28% +$1.2M
ANF icon
1030
Abercrombie & Fitch
ANF
$4.41B
$5.81M 0.01%
202,949
+40,517
+25% +$1.24M
CXO
1031
DELISTED
CONCHO RESOURCES INC.
CXO
$5.8M 0.01%
58,165
+10,580
+22% +$1.11M
NQI
1032
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$5.79M 0.01%
438,984
+15,723
+4% +$206K
ARCC icon
1033
Ares Capital
ARCC
$13.6B
$5.78M 0.01%
370,395
+10,856
+3% +$173K
ALGN icon
1034
Align Technology
ALGN
$12B
$5.78M 0.01%
103,321
+5,416
+6% +$286K
YPF icon
1035
YPF
YPF
$20B
$5.77M 0.01%
218,047
+4,363
+2% +$135K
AMTD
1036
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.75M 0.01%
160,778
-13,689
-8% -$464K
TCF
1037
DELISTED
TCF Financial Corporation
TCF
$5.75M 0.01%
362,057
+42,741
+13% +$657K
HLT icon
1038
Hilton Worldwide
HLT
$75.3B
$5.75M 0.01%
73,471
+34,850
+90% +$2.61M
LECO icon
1039
Lincoln Electric
LECO
$14.1B
$5.74M 0.01%
83,118
-3,399
-4% -$237K
KND
1040
DELISTED
Kindred Healthcare
KND
$5.74M 0.01%
315,463
-66,258
-17% -$1.31M
EWBC icon
1041
East-West Bancorp
EWBC
$17.8B
$5.7M 0.01%
147,317
+13,993
+10% +$507K
HPY
1042
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$5.7M 0.01%
105,691
+5,340
+5% +$281K
AXE
1043
DELISTED
Anixter International Inc
AXE
$5.7M 0.01%
64,420
-560
-0.9% -$47.4K
AKRX
1044
DELISTED
Akorn Inc
AKRX
$5.69M 0.01%
157,298
+26,182
+20% +$1.01M
SPWR
1045
DELISTED
SunPower Corporation Common Stock
SPWR
$5.69M 0.01%
336,502
-96,369
-22% -$1.79M
OA
1046
DELISTED
Orbital ATK, Inc.
OA
$5.69M 0.01%
48,959
-14,503
-23% -$1.69M
ISD
1047
PGIM High Yield Bond Fund
ISD
$418M
$5.68M 0.01%
340,634
+33,281
+11% +$547K
RIG icon
1048
Transocean
RIG
$5.84B
$5.65M 0.01%
308,304
+72,325
+31% +$1.81M
WCC
1049
WESCO International
WCC
$16.5B
$5.65M 0.01%
74,144
+5,964
+9% +$469K
SITC icon
1050
SITE Centers
SITC
$232M
$5.65M 0.01%
238,799
+28,371
+13% +$654K
40 41
42
43 44

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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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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.