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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
EXAR
3476
DELISTED
Exar Corporation
EXAR
$119K ﹤0.01%
11,628
-34,149
-75% -$316K
PKT
3477
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
$119K ﹤0.01%
+16,617
New +$119K
CYTK icon
3478
Cytokinetics
CYTK
$11B
$118K ﹤0.01%
+14,730
New +$63.2K
MPO
3479
DELISTED
MIDSTATES PETE CO INC COM NEW
MPO
$117K ﹤0.01%
7,728
-336
-4% -$8.84K
TPLM
3480
DELISTED
Triangle Petroleum Corporation
TPLM
$115K ﹤0.01%
24,112
-11,541
-32% -$77.2K
CWCO icon
3481
Consolidated Water Co
CWCO
$469M
$110K ﹤0.01%
10,335
-2,058
-17% -$23.6K
EPM icon
3482
Evolution Petroleum
EPM
$137M
$107K ﹤0.01%
+14,356
New +$120K
TLRA
3483
DELISTED
Telaria, Inc.
TLRA
$107K ﹤0.01%
37,344
+9,686
+35% +$24.3K
JASO
3484
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$106K ﹤0.01%
+12,995
New +$108K
VIMC
3485
DELISTED
VIMICRO INTERNATIONAL CORP ADR (KY)
VIMC
$106K ﹤0.01%
17,722
+2,670
+18% +$21.9K
MCGC
3486
DELISTED
MCG CAP CORP
MCGC
$105K ﹤0.01%
27,476
-3,849
-12% -$13.8K
ACTS
3487
DELISTED
Actions Semiconductor Co
ACTS
$104K ﹤0.01%
53,603
+2,239
+4% +$4.2K
GYRE icon
3488
Gyre Therapeutics
GYRE
$662M
$103K ﹤0.01%
50
-1
-2% -$1.93K
COWN
3489
DELISTED
Cowen Inc. Class A Common Stock
COWN
$102K ﹤0.01%
5,307
+803
+18% +$13.4K
CYNI
3490
DELISTED
CYAN INC COM
CYNI
$102K ﹤0.01%
40,631
+22,936
+130% +$62.8K
LITB
3491
LightInTheBox
LITB
$59M
$100K ﹤0.01%
+2,637
New +$103K
VVUS
3492
DELISTED
Vivus Inc
VVUS
$100K ﹤0.01%
3,468
-6,271
-64% -$204K
CNTY icon
3493
Century Casinos
CNTY
$32.9M
$99K ﹤0.01%
19,593
– –
OIIM
3494
DELISTED
02Micro International
OIIM
$99K ﹤0.01%
41,390
+3,319
+9% +$7.13K
YUME
3495
DELISTED
YuMe, Inc.
YUME
$99K ﹤0.01%
+19,580
New +$98.4K
PGS
3496
DELISTED
PETROLEUM GE0-SVCS ASA SPON ADR NEW
PGS
$97K ﹤0.01%
+17,497
New +$97K
CCM
3497
Concord Medical Services
CCM
$18.7M
$96K ﹤0.01%
1,504
+113
+8% +$7.83K
MRIN
3498
DELISTED
Marin Software
MRIN
$96K ﹤0.01%
271
-342
-56% -$123K
MPX
3499
DELISTED
Marine Products Corp
MPX
$95K ﹤0.01%
11,200
-4
-0% -$30
DXM
3500
DELISTED
DEX MEDIA INC NEW COM STK (DE)
DXM
$94K ﹤0.01%
10,494
-1,234
-11% -$10.6K
138 139
140
141 142

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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.