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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
NEE.PRI
3151
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$329K ﹤0.01%
14,457
+345
+2% +$7.77K
MS.PRF icon
3152
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$328K ﹤0.01%
12,317
+394
+3% +$10.5K
EWH icon
3153
iShares MSCI Hong Kong ETF
EWH
$1.23B
$327K ﹤0.01%
15,924
– –
RSH
3154
DELISTED
RADIOSHACK CORP
RSH
$327K ﹤0.01%
884,255
-33,702
-4% -$25.5K
REN
3155
DELISTED
Resolute Energy Corporaton
REN
$327K ﹤0.01%
49,525
+33,337
+206% +$476K
NGHC
3156
DELISTED
National General Holdings Corp
NGHC
$326K ﹤0.01%
+17,525
New +$325K
FBNK
3157
DELISTED
First Connecticut Bancorp, Inc
FBNK
$326K ﹤0.01%
20,006
+950
+5% +$14.7K
HOFT icon
3158
Hooker Furnishings Corp
HOFT
$149M
$325K ﹤0.01%
18,943
-1,184
-6% -$18.4K
UMH
3159
UMH Properties
UMH
$1.32B
$325K ﹤0.01%
34,027
-7,916
-19% -$76.2K
RTEC
3160
DELISTED
Rudolph Technologies Inc
RTEC
$324K ﹤0.01%
31,638
+6,689
+27% +$61.5K
ZU
3161
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$324K ﹤0.01%
13,848
-11,323
-45% -$347K
BAK icon
3162
Braskem
BAK
$972M
$322K ﹤0.01%
24,905
+11,178
+81% +$156K
MCHX icon
3163
Marchex
MCHX
$79.3M
$322K ﹤0.01%
70,155
-556
-0.8% -$2.19K
DZSI
3164
DELISTED
DZS Inc. Common Stock
DZSI
$322K ﹤0.01%
36,371
– –
ELLI
3165
DELISTED
Ellie Mae Inc
ELLI
$322K ﹤0.01%
+7,985
New +$309K
BB icon
3166
BlackBerry
BB
$4.93B
$321K ﹤0.01%
29,273
+3,738
+15% +$38.3K
MESG
3167
DELISTED
XURA INC COM (DE)
MESG
$321K ﹤0.01%
17,090
-131
-0.8% -$2.65K
BWX icon
3168
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$320K ﹤0.01%
+11,566
New +$328K
BCIC
3169
BCP Investment Corp
BCIC
$88.1M
$320K ﹤0.01%
4,685
-60
-1% -$4.52K
TCF.PRB.CL
3170
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$319K ﹤0.01%
12,191
+318
+3% +$8.44K
ATRC icon
3171
AtriCure
ATRC
$1.89B
$318K ﹤0.01%
15,948
– –
CRMT icon
3172
America's Car Mart
CRMT
$27.9M
$318K ﹤0.01%
+5,963
New +$281K
GAIN icon
3173
Gladstone Investment Corp
GAIN
$648M
$318K ﹤0.01%
+45,389
New +$326K
WEYS icon
3174
Weyco Group
WEYS
$368M
$318K ﹤0.01%
10,733
-141
-1% -$3.93K
PE
3175
DELISTED
PARSLEY ENERGY INC
PE
$318K ﹤0.01%
+19,918
New +$323K
125 126
127
128 129

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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.