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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
HOV icon
3401
Hovnanian Enterprises
HOV
$785M
$194K ﹤0.01%
1,881
-33
-2% -$3.23K
IMMU
3402
DELISTED
Immunomedics Inc
IMMU
$194K ﹤0.01%
40,319
– –
INWK
3403
DELISTED
InnerWorkings, Inc.
INWK
$193K ﹤0.01%
24,761
-4,118
-14% -$32.8K
DHT icon
3404
DHT Holdings
DHT
$2.97B
$187K ﹤0.01%
25,633
+5,615
+28% +$35.6K
CZZ
3405
DELISTED
Cosan Limited
CZZ
$185K ﹤0.01%
23,924
-22,074
-48% -$203K
KCG
3406
DELISTED
KCG Holdings, Inc.
KCG
$185K ﹤0.01%
15,869
+3,374
+27% +$37.1K
GBNK
3407
DELISTED
Guaranty Bancorp
GBNK
$184K ﹤0.01%
12,759
-1,428
-10% -$21.1K
INVA icon
3408
Innoviva
INVA
$1.58B
$183K ﹤0.01%
12,917
-453
-3% -$6.81K
BV
3409
DELISTED
Bazaarvoice, Inc.
BV
$183K ﹤0.01%
22,810
-4,070
-15% -$30.3K
COVS
3410
DELISTED
Covisint Corporation
COVS
$183K ﹤0.01%
69,174
+58,047
+522% +$166K
POWR
3411
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$182K ﹤0.01%
15,615
+3,635
+30% +$37.7K
RMT
3412
Royce Micro-Cap Trust
RMT
$736M
$179K ﹤0.01%
17,807
+209
+1% +$2.39K
CTT
3413
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$179K ﹤0.01%
+15,818
New +$176K
CIK
3414
Credit Suisse Asset Management Income Fund
CIK
$133M
$178K ﹤0.01%
+53,956
New +$181K
TSYS
3415
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$177K ﹤0.01%
56,608
+45,827
+425% +$136K
GEG icon
3416
Great Elm Group
GEG
$68.4M
$175K ﹤0.01%
14,590
-27
-0.2% -$461
SQNM
3417
DELISTED
SEQUENOM INC NEW
SQNM
$175K ﹤0.01%
47,422
+28,385
+149% +$92K
FXCB
3418
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$175K ﹤0.01%
10,489
+257
+3% +$4.25K
SFXE
3419
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$174K ﹤0.01%
38,434
+13,457
+54% +$61.4K
PRMW
3420
DELISTED
Primo Water Corporation
PRMW
$172K ﹤0.01%
24,956
-49,455
-66% -$325K
XBKS
3421
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$172K ﹤0.01%
10,241
+3,030
+42% +$49.8K
MFIN icon
3422
Medallion Financial
MFIN
$226M
$169K ﹤0.01%
16,907
-702
-4% -$7.66K
MM
3423
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$169K ﹤0.01%
105,451
+43,565
+70% +$77.2K
CORT icon
3424
Corcept Therapeutics
CORT
$10.2B
$168K ﹤0.01%
55,919
+663
+1% +$2.02K
HMY icon
3425
Harmony Gold Mining
HMY
$9.92B
$168K ﹤0.01%
+88,942
New +$163K
135 136
137
138 139

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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.