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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
GSH
3276
DELISTED
Guangshen Railway Co. Ltd
GSH
$262K ﹤0.01%
10,858
+251
+2% +$5.37K
MIC
3277
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$261K ﹤0.01%
+3,667
New +$250K
YGE
3278
DELISTED
Yingli Green Energy Holding Comp
YGE
$261K ﹤0.01%
11,092
+1,648
+17% +$44K
MDXG icon
3279
MiMedx Group
MDXG
$626M
$260K ﹤0.01%
22,558
-847
-4% -$8.37K
REG.PRF.CL
3280
DELISTED
Regency Centers Corporation
REG.PRF.CL
$260K ﹤0.01%
+10,259
New +$264K
FXZ icon
3281
First Trust Materials AlphaDEX Fund
FXZ
$378M
$259K ﹤0.01%
8,199
-1,016,252
-99% -$31.9M
KONA
3282
DELISTED
Kona Grill, Inc.
KONA
$259K ﹤0.01%
+11,216
New +$242K
SAAS
3283
DELISTED
inContact, Inc.
SAAS
$259K ﹤0.01%
29,417
+4,625
+19% +$38.8K
MNTA
3284
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$258K ﹤0.01%
21,457
+2,719
+15% +$31.1K
KEM
3285
DELISTED
KEMET Corporation
KEM
$257K ﹤0.01%
61,299
-6,219
-9% -$26.2K
PSB.PRS.CL
3286
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$256K ﹤0.01%
+10,034
New +$257K
PFSI icon
3287
PennyMac Financial
PFSI
$4.38B
$255K ﹤0.01%
14,754
-9,751
-40% -$156K
NHS
3288
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$254K ﹤0.01%
20,674
-213
-1% -$2.69K
MEN
3289
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$254K ﹤0.01%
22,249
-9,524
-30% -$108K
MITL
3290
DELISTED
Mitel Networks Corporation
MITL
$254K ﹤0.01%
23,748
-37,816
-61% -$362K
DCOM icon
3291
Dime Commercial Bancshares
DCOM
$1.75B
$253K ﹤0.01%
+9,473
New +$242K
IBCA
3292
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
$253K ﹤0.01%
25,171
-38
-0.2% -$373
CTRE icon
3293
CareTrust REIT
CTRE
$10.2B
$252K ﹤0.01%
+20,416
New +$300K
TBF icon
3294
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
$252K ﹤0.01%
+10,032
New +$265K
MKC.V icon
3295
McCormick & Company Voting
MKC.V
$13.6B
$251K ﹤0.01%
+6,602
New +$235K
RGEN icon
3296
Repligen
RGEN
$7.44B
$251K ﹤0.01%
+12,671
New +$283K
TLMR
3297
DELISTED
TALMER BANCORP INC (MI)
TLMR
$251K ﹤0.01%
17,845
+6,353
+55% +$88.9K
ADEP
3298
DELISTED
Adept Technology Inc
ADEP
$251K ﹤0.01%
28,947
– –
BSRR icon
3299
Sierra Bancorp
BSRR
$548M
$250K ﹤0.01%
14,217
-5
-0% -$84
IHI icon
3300
iShares US Medical Devices ETF
IHI
$2.99B
$250K ﹤0.01%
+13,272
New +$239K
130 131
132
133 134

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MCM
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PSUF
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IA
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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.