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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
HWKN icon
2751
Hawkins
HWKN
$2.99B
$702K ﹤0.01%
32,418
-860
-3% -$16.7K
TRLA
2752
DELISTED
TRULIA INC (DEL)
TRLA
$702K ﹤0.01%
15,252
-2,044
-12% -$95.9K
MHR
2753
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$702K ﹤0.01%
223,522
+45,043
+25% +$192K
PGNX
2754
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$701K ﹤0.01%
92,729
-50,152
-35% -$300K
TAL icon
2755
TAL Education Group
TAL
$5.79B
$700K ﹤0.01%
149,502
-4,326
-3% -$22.7K
HRG
2756
DELISTED
HRG Group, Inc.
HRG
$698K ﹤0.01%
49,275
+3,563
+8% +$47.1K
CALX icon
2757
Calix
CALX
$2.34B
$694K ﹤0.01%
69,281
+77
+0.1% +$767
LL
2758
DELISTED
LL Flooring Holdings, Inc.
LL
$694K ﹤0.01%
+10,464
New +$606K
TVPT
2759
DELISTED
Travelport Worldwide Limited
TVPT
$693K ﹤0.01%
+38,481
New +$602K
LRN icon
2760
Stride
LRN
$4.08B
$690K ﹤0.01%
58,099
+22,812
+65% +$298K
MCRI icon
2761
Monarch Casino & Resort
MCRI
$2.2B
$690K ﹤0.01%
41,612
-4,620
-10% -$70.1K
PNNT
2762
Pennant Park Investment Corp
PNNT
$221M
$690K ﹤0.01%
72,388
+1,363
+2% +$14.3K
GEVA
2763
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
$688K ﹤0.01%
+7,419
New +$585K
ESLT icon
2764
Elbit Systems
ESLT
$38.4B
$684K ﹤0.01%
11,257
-1,684
-13% -$100K
GIC icon
2765
Global Industrial
GIC
$1.39B
$684K ﹤0.01%
50,638
-1,543
-3% -$21.3K
COR
2766
DELISTED
Coresite Realty Corporation
COR
$682K ﹤0.01%
17,457
+2,912
+20% +$107K
HTLF
2767
DELISTED
Heartland Financial USA, Inc.
HTLF
$680K ﹤0.01%
25,104
+288
+1% +$7.37K
NGLS
2768
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$679K ﹤0.01%
14,180
+49
+0.3% +$2.76K
BRK.A icon
2769
Berkshire Hathaway Class A
BRK.A
$1.1T
$678K ﹤0.01%
+3
New +$649K
FRPT icon
2770
Freshpet
FRPT
$3.01B
$676K ﹤0.01%
+39,614
New +$683K
NOG icon
2771
Northern Oil and Gas
NOG
$2.16B
$676K ﹤0.01%
11,969
+7,430
+164% +$713K
PSF icon
2772
Cohen & Steers Select Preferred & Income Fund
PSF
$234M
$676K ﹤0.01%
26,301
-467
-2% -$12.2K
STT.PRE.CL
2773
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$676K ﹤0.01%
+26,765
New +$668K
CNR
2774
DELISTED
Cornerstone Building Brands, Inc.
CNR
$675K ﹤0.01%
36,435
-6,864
-16% -$128K
AVIV
2775
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
$675K ﹤0.01%
19,587
+4,111
+27% +$131K
109 110
111
112 113

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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.