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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
WLL
1351
DELISTED
Whiting Petroleum Corporation
WLL
$3.91M 0.01%
395
+20
+5% +$305K
PRGS icon
1352
Progress Software
PRGS
$1.59B
$3.91M 0.01%
144,669
+52,045
+56% +$1.35M
DHC
1353
Diversified Healthcare Trust
DHC
$2.28B
$3.9M 0.01%
177,966
+20,302
+13% +$445K
WDR
1354
DELISTED
Waddell & Reed Financial, Inc.
WDR
$3.9M 0.01%
78,237
-533
-0.7% -$25.4K
SLXP
1355
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$3.89M 0.01%
33,827
-12,193
-26% -$1.48M
SAVE
1356
DELISTED
Spirit Airlines, Inc.
SAVE
$3.89M 0.01%
51,420
+23,624
+85% +$1.69M
ELS icon
1357
Equity Lifestyle Properties
ELS
$12.6B
$3.88M 0.01%
150,730
+16,784
+13% +$404K
AAUK
1358
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$3.88M 0.01%
425,985
-7,937
-2% -$72.3K
EOD
1359
Allspring Global Dividend Opportunity Fund
EOD
$276M
$3.87M 0.01%
517,097
+108,056
+26% +$841K
DRYS
1360
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
SAFM
1361
DELISTED
Sanderson Farms Inc
SAFM
$3.87M 0.01%
46,065
-335
-0.7% -$28.9K
SIX
1362
DELISTED
Six Flags Entertainment Corp.
SIX
$3.86M 0.01%
89,538
-15,435
-15% -$607K
MCRL
1363
DELISTED
MICREL INC
MCRL
$3.86M 0.01%
266,265
+27,334
+11% +$346K
CNMD icon
1364
CONMED
CNMD
$1.31B
$3.86M 0.01%
85,771
+5,000
+6% +$210K
NMO
1365
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$3.85M 0.01%
282,812
+7,002
+3% +$94.3K
DBRG icon
1366
DigitalBridge
DBRG
$2.93B
$3.85M 0.01%
42,661
+1,639
+4% +$130K
ARIA
1367
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$3.85M 0.01%
559,620
-26,121
-4% -$163K
WGL
1368
DELISTED
Wgl Holdings
WGL
$3.84M 0.01%
70,283
-4,568
-6% -$221K
ALKS icon
1369
Alkermes
ALKS
$8.79B
$3.83M 0.01%
65,412
+3,766
+6% +$192K
HLIT icon
1370
Harmonic Inc
HLIT
$1.23B
$3.83M 0.01%
546,282
+4,612
+0.9% +$30.8K
BIT icon
1371
BlackRock Multi-Sector Income Trust
BIT
$696M
$3.83M 0.01%
228,163
+6,569
+3% +$115K
LSI
1372
DELISTED
Life Storage, Inc.
LSI
$3.81M 0.01%
65,603
+12,515
+24% +$696K
WOOF
1373
DELISTED
VCA Inc.
WOOF
$3.81M 0.01%
78,211
-4,981
-6% -$224K
CRH icon
1374
CRH
CRH
$68.7B
$3.81M 0.01%
158,790
+38,100
+32% +$863K
SMCI icon
1375
Super Micro Computer
SMCI
$19.3B
$3.81M 0.01%
1,092,930
+27,610
+3% +$86.2K
53 54
55
56 57

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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.