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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
FBIO icon
3451
Fortress Biotech
FBIO
$111M
$144K ﹤0.01%
3,939
-238
-6% -$7.01K
NGD
3452
DELISTED
New Gold Inc
NGD
$144K ﹤0.01%
33,580
+8,458
+34% +$36.2K
RMTI icon
3453
Rockwell Medical
RMTI
$26.2M
$144K ﹤0.01%
128
– –
HTBK
3454
DELISTED
Heritage Commerce
HTBK
$143K ﹤0.01%
16,185
-1,622
-9% -$13.9K
AKH
3455
DELISTED
AIR France-KLM
AKH
$142K ﹤0.01%
14,996
+648
+5% +$6.14K
TAHO
3456
DELISTED
Tahoe Resources Inc
TAHO
$140K ﹤0.01%
10,083
-4,666
-32% -$78.6K
ALTO icon
3457
Alto Ingredients
ALTO
$360M
$139K ﹤0.01%
13,486
-14,309
-51% -$175K
VIRX
3458
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$135K ﹤0.01%
252
-43
-15% -$19.4K
RYZ
3459
Ryerson Holding Corp
RYZ
$1.6B
$133K ﹤0.01%
+13,374
New +$151K
JIVE
3460
DELISTED
Jive Software, Inc.
JIVE
$133K ﹤0.01%
21,979
-10,581
-32% -$63.3K
JMI
3461
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$133K ﹤0.01%
12,782
-5,509
-30% -$67.2K
ARRY
3462
DELISTED
Array Biopharma Inc
ARRY
$131K ﹤0.01%
27,757
-908
-3% -$3.59K
QUIK icon
3463
QuickLogic
QUIK
$224M
$130K ﹤0.01%
2,963
-32
-1% -$1.32K
MNKD icon
3464
MannKind Corp
MNKD
$1.28B
$129K ﹤0.01%
4,949
-1,445
-23% -$40.8K
CRWN
3465
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$128K ﹤0.01%
36,064
-2,942
-8% -$9.97K
HEOP
3466
DELISTED
Heritage Oaks Bancorp
HEOP
$127K ﹤0.01%
15,089
+3,745
+33% +$28.6K
SOL
3467
DELISTED
Emeren Group
SOL
$126K ﹤0.01%
17,922
+9,783
+120% +$99.8K
ADNC
3468
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
$126K ﹤0.01%
+28,588
New +$138K
ENTR
3469
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$125K ﹤0.01%
49,482
+8,154
+20% +$19.8K
ANGI icon
3470
Angi Inc
ANGI
$224M
$123K ﹤0.01%
1,971
-658
-25% -$44K
ICA
3471
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$123K ﹤0.01%
24,978
-1,121
-4% -$6.76K
TIPT icon
3472
Tiptree Inc
TIPT
$668M
$121K ﹤0.01%
14,900
-2,977
-17% -$22.9K
SALM
3473
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$121K ﹤0.01%
15,532
+341
+2% +$2.61K
MOBL
3474
DELISTED
MobileIron, Inc.
MOBL
$120K ﹤0.01%
+12,074
New +$114K
HK
3475
DELISTED
Halcon Resources Corporation
HK
$120K ﹤0.01%
392
-180
-31% -$83.3K
137 138
139
140 141

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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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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.