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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
BLDR icon
3351
Builders FirstSource
BLDR
$7.84B
$219K ﹤0.01%
31,914
-1,148
-3% -$6.86K
BHBK
3352
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$219K ﹤0.01%
+16,142
New +$215K
SSNI
3353
DELISTED
Silver Spring Networks, Inc.
SSNI
$219K ﹤0.01%
26,013
+4,190
+19% +$34.5K
C.PRJ
3354
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$219K ﹤0.01%
+8,064
New +$219K
FSAM
3355
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$218K ﹤0.01%
+15,632
New +$217K
CLNE icon
3356
Clean Energy Fuels
CLNE
$447M
$215K ﹤0.01%
43,124
+32,688
+313% +$197K
VIVS
3357
VivoSim Labs
VIVS
$1.46M
$215K ﹤0.01%
+124
New +$191K
HGH
3358
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$215K ﹤0.01%
+7,179
New +$216K
AVHI
3359
DELISTED
A V Homes, Inc.
AVHI
$214K ﹤0.01%
14,708
+1,386
+10% +$20.2K
BXE
3360
DELISTED
Bellatrix Exploration Ltd.
BXE
$214K ﹤0.01%
11,746
-4,600
-28% -$102K
RALY
3361
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$214K ﹤0.01%
18,862
-37,339
-66% -$387K
VUG icon
3362
Vanguard Growth ETF
VUG
$216B
$213K ﹤0.01%
+12,252
New +$208K
DGAS
3363
DELISTED
Delta Natural Gas Co Inc
DGAS
$213K ﹤0.01%
10,008
-1,331
-12% -$27.7K
ACET
3364
DELISTED
Aceto Corp
ACET
$212K ﹤0.01%
+9,786
New +$205K
IRT icon
3365
Independence Realty Trust
IRT
$3.92B
$211K ﹤0.01%
+22,696
New +$216K
CYOU
3366
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$210K ﹤0.01%
7,665
-22,085
-74% -$495K
CLFD icon
3367
Clearfield
CLFD
$421M
$208K ﹤0.01%
16,936
– –
MIND icon
3368
MIND Technology
MIND
$50.4M
$208K ﹤0.01%
3,515
-245
-7% -$21.2K
EMWP
3369
DELISTED
Eros Media World PLC
EMWP
$208K ﹤0.01%
+492
New +$187K
MER.PRK
3370
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$207K ﹤0.01%
8,163
-5,209
-39% -$132K
VNO.PRL icon
3371
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
$207K ﹤0.01%
+8,980
New +$210K
IPLDP
3372
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$207K ﹤0.01%
+8,264
New +$207K
WSTL
3373
DELISTED
Westell Technologies Inc
WSTL
$207K ﹤0.01%
34,576
-223
-0.6% -$1.28K
JD icon
3374
JD.com
JD
$40.8B
$206K ﹤0.01%
+8,914
New +$220K
OTE
3375
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$206K ﹤0.01%
38,513
+314
+0.8% +$1.68K
133 134
135
136 137

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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.