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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
ARDC
2326
Are Dynamic Credit Allocation Fund
ARDC
$295M
$1.25M ﹤0.01%
79,017
+1,157
+1% +$19.1K
MPAA icon
2327
Motorcar Parts of America
MPAA
$265M
$1.25M ﹤0.01%
40,167
-580
-1% -$17.5K
AMH icon
2328
American Homes 4 Rent
AMH
$12.1B
$1.25M ﹤0.01%
73,269
+25,763
+54% +$441K
PENN icon
2329
PENN Entertainment
PENN
$2.82B
$1.25M ﹤0.01%
90,648
+63,505
+234% +$822K
SABA
2330
Saba Capital Income & Opportunities Fund II
SABA
$224M
$1.24M ﹤0.01%
86,493
– –
MYE icon
2331
Myers Industries
MYE
$1.22B
$1.24M ﹤0.01%
70,652
-336
-0.5% -$5.44K
SHOR
2332
DELISTED
ShoreTel, Inc.
SHOR
$1.24M ﹤0.01%
169,001
-28,723
-15% -$213K
COHR icon
2333
Coherent
COHR
$44.6B
$1.24M ﹤0.01%
90,560
+37,602
+71% +$489K
NYRT
2334
DELISTED
New York REIT, Inc.
NYRT
$1.24M ﹤0.01%
11,673
+8,126
+229% +$884K
PRIM icon
2335
Primoris Services
PRIM
$4.15B
$1.23M ﹤0.01%
52,920
-4,889
-8% -$122K
OTEX icon
2336
Open Text
OTEX
$6.2B
$1.23M ﹤0.01%
42,194
-312
-0.7% -$8.85K
HTO
2337
H2O America
HTO
$2.68B
$1.23M ﹤0.01%
38,236
-274
-0.7% -$8.24K
TFM
2338
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.23M ﹤0.01%
29,798
+65
+0.2% +$2.47K
ADUS icon
2339
Addus HomeCare
ADUS
$2.24B
$1.22M ﹤0.01%
50,451
-11,488
-19% -$242K
RPAI
2340
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$1.22M ﹤0.01%
73,346
+14,670
+25% +$231K
ALX
2341
Alexander's
ALX
$1.35B
$1.22M ﹤0.01%
+2,795
New +$1.16M
TSRO
2342
DELISTED
TESARO, Inc.
TSRO
$1.22M ﹤0.01%
32,785
+425
+1% +$13.1K
GLNG icon
2343
Golar LNG
GLNG
$4.95B
$1.22M ﹤0.01%
33,357
-188
-0.6% -$8.93K
PDT
2344
John Hancock Premium Dividend Fund
PDT
$636M
$1.22M ﹤0.01%
88,536
+2,543
+3% +$34.7K
TCBK icon
2345
TriCo Bancshares
TCBK
$1.86B
$1.22M ﹤0.01%
49,286
-1,881
-4% -$46.2K
HTWR
2346
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$1.22M ﹤0.01%
+16,577
New +$1.26M
DAKT icon
2347
Daktronics
DAKT
$928M
$1.21M ﹤0.01%
96,780
+544
+0.6% +$6.85K
BANF icon
2348
BancFirst
BANF
$3.84B
$1.21M ﹤0.01%
38,066
+534
+1% +$17.2K
IRBT
2349
DELISTED
iRobot
IRBT
$1.21M ﹤0.01%
34,723
-1,993
-5% -$68.4K
LXU icon
2350
LSB Industries
LXU
$840M
$1.21M ﹤0.01%
49,834
-2,552
-5% -$65.3K
92 93
94
95 96

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MCM
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PSUF
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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.