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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
KEYW
3301
DELISTED
The KEYW Holding Corporation
KEYW
$250K ﹤0.01%
24,076
-21,499
-47% -$223K
ARPI
3302
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$249K ﹤0.01%
14,145
-5,666
-29% -$102K
MODN
3303
DELISTED
MODEL N, INC.
MODN
$248K ﹤0.01%
23,397
-423
-2% -$4.28K
MILL
3304
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$247K ﹤0.01%
197,840
-9,394
-5% -$26.1K
CTY
3305
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$247K ﹤0.01%
10,246
-1,896
-16% -$45.2K
VNO.PRJ
3306
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$247K ﹤0.01%
+9,346
New +$249K
PZN
3307
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$246K ﹤0.01%
25,987
-1,370
-5% -$12.9K
CETV
3308
DELISTED
Central European Media Enterprises Ltd
CETV
$246K ﹤0.01%
76,764
+56,043
+270% +$144K
AXS.PRD.CL
3309
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$246K ﹤0.01%
10,551
+404
+4% +$9.29K
MHO icon
3310
M/I Homes
MHO
$3.83B
$245K ﹤0.01%
+10,662
New +$232K
VNCE icon
3311
Vince Holding Corp
VNCE
$76.2M
$244K ﹤0.01%
934
-777
-45% -$247K
CTW.CL
3312
DELISTED
Qwest Corporation
CTW.CL
$244K ﹤0.01%
9,058
-1,778
-16% -$47.5K
FLXS icon
3313
Flexsteel Industries
FLXS
$306M
$243K ﹤0.01%
+7,520
New +$247K
PWE
3314
DELISTED
Penn West Energy Petroleum Ltd
PWE
$243K ﹤0.01%
116,951
+100,036
+591% +$394K
PSB.PRU.CL
3315
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$242K ﹤0.01%
+10,189
New +$239K
STV
3316
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$242K ﹤0.01%
89,285
– –
VTRB
3317
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$242K ﹤0.01%
+9,809
New +$240K
SN
3318
DELISTED
Sanchez Energy Corporation
SN
$240K ﹤0.01%
25,857
+7,472
+41% +$112K
AFQ.CL
3319
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$239K ﹤0.01%
+9,215
New +$242K
CTO
3320
CTO Realty Growth
CTO
$743M
$237K ﹤0.01%
+15,650
New +$220K
HALO icon
3321
Halozyme
HALO
$9.72B
$237K ﹤0.01%
24,536
-312
-1% -$2.77K
MTA
3322
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$235K ﹤0.01%
37,300
– –
AED.CL
3323
DELISTED
Aegon NV
AED.CL
$234K ﹤0.01%
+9,192
New +$234K
SNMX
3324
DELISTED
Senomyx, Inc.
SNMX
$234K ﹤0.01%
39,017
-152
-0.4% -$976
GDF
3325
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$234K ﹤0.01%
+23,859
New +$239K
131 132
133
134 135

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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.