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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
IBOC icon
2376
International Bancshares
IBOC
$4.83B
$1.18M ﹤0.01%
44,370
-3,579
-7% -$92.1K
MDSO
2377
DELISTED
Medidata Solutions, Inc.
MDSO
$1.18M ﹤0.01%
24,642
+1,328
+6% +$57.5K
GAME
2378
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$1.18M ﹤0.01%
207,205
-67,047
-24% -$428K
IPHI
2379
DELISTED
INPHI CORPORATION
IPHI
$1.18M ﹤0.01%
63,610
-957
-1% -$14K
DGI
2380
DELISTED
DigitalGlobe Inc.
DGI
$1.18M ﹤0.01%
37,968
-15,829
-29% -$445K
LCI
2381
DELISTED
Lannett Company, Inc.
LCI
$1.17M ﹤0.01%
6,841
-881
-11% -$164K
MODV
2382
DELISTED
ModivCare
MODV
$1.17M ﹤0.01%
32,165
-16,454
-34% -$645K
FTK icon
2383
Flotek Industries
FTK
$856M
$1.17M ﹤0.01%
10,399
+1,964
+23% +$243K
TAST
2384
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.17M ﹤0.01%
153,273
+8,912
+6% +$66.5K
AEH.CL
2385
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.17M ﹤0.01%
45,850
+1,218
+3% +$31K
CLVS
2386
DELISTED
Clovis Oncology, Inc.
CLVS
$1.17M ﹤0.01%
20,856
+478
+2% +$25.1K
W icon
2387
Wayfair
W
$12.5B
$1.17M ﹤0.01%
+58,800
New +$1.41M
UMC icon
2388
United Microelectronic
UMC
$43.6B
$1.16M ﹤0.01%
511,355
+10,475
+2% +$22.3K
DWRE
2389
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$1.16M ﹤0.01%
20,180
+1,246
+7% +$70.1K
BAC.PRW.CL
2390
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.16M ﹤0.01%
45,366
+33,831
+293% +$854K
MSEX icon
2391
Middlesex Water
MSEX
$1.08B
$1.16M ﹤0.01%
50,180
+5,832
+13% +$127K
MN
2392
DELISTED
MANNING & NAPIER, INC.
MN
$1.16M ﹤0.01%
83,580
+78
+0.1% +$1.18K
LEE icon
2393
Lee Enterprises
LEE
$177M
$1.15M ﹤0.01%
31,358
+392
+1% +$13.7K
ACWI icon
2394
iShares MSCI ACWI ETF
ACWI
$32.5B
$1.15M ﹤0.01%
19,710
+6,921
+54% +$407K
IO
2395
DELISTED
ION Geophysical Corporation
IO
$1.15M ﹤0.01%
27,931
+13,840
+98% +$544K
HMSY
2396
DELISTED
HMS Holdings Corp.
HMSY
$1.15M ﹤0.01%
54,385
-6,494
-11% -$136K
ACP
2397
abrdn Income Credit Strategies Fund
ACP
$631M
$1.15M ﹤0.01%
78,567
+79
+0.1% +$1.22K
SASR
2398
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.15M ﹤0.01%
44,061
-5,931
-12% -$145K
ANR
2399
DELISTED
Alpha Natural Resources Inc
ANR
$1.15M ﹤0.01%
688,108
+299,347
+77% +$609K
ASCMA
2400
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.15M ﹤0.01%
21,661
-1,438
-6% -$82.8K
94 95
96
97 98

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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.