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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
ERII icon
3501
Energy Recovery
ERII
$434M
$92K ﹤0.01%
17,542
-49,018
-74% -$222K
ANV
3502
DELISTED
Allied Nevada Gold Corp
ANV
$90K ﹤0.01%
103,670
-103,078
-50% -$171K
SBSW icon
3503
Sibanye-Stillwater
SBSW
$5.92B
$88K ﹤0.01%
12,263
-8,844
-42% -$63.9K
TAT
3504
DELISTED
TransAtlantic Petroleum LTD.
TAT
$87K ﹤0.01%
16,206
+3,537
+28% +$24.7K
SZYM
3505
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$86K ﹤0.01%
33,497
-17,621
-34% -$77.1K
VHI icon
3506
Valhi
VHI
$385M
$85K ﹤0.01%
1,099
+129
+13% +$8.98K
EGIO
3507
DELISTED
Edgio, Inc. Common Stock
EGIO
$85K ﹤0.01%
770
+38
+5% +$3.89K
SPNS
3508
DELISTED
Sapiens International
SPNS
$84K ﹤0.01%
11,358
+1,139
+11% +$8.52K
BIOL
3509
DELISTED
Biolase, Inc.
BIOL
$84K ﹤0.01%
3
– –
CNCO
3510
DELISTED
Cencosud S.A.
CNCO
$84K ﹤0.01%
+10,955
New +$88.5K
ARNA
3511
DELISTED
Arena Pharmaceuticals Inc
ARNA
$83K ﹤0.01%
2,382
-192
-7% -$7.79K
CGG
3512
DELISTED
CGG
CGG
$81K ﹤0.01%
427
-56
-12% -$14.1K
GAIA icon
3513
Gaia
GAIA
$47.3M
$78K ﹤0.01%
10,912
+11
+0.1% +$80
CCXI
3514
DELISTED
ChemoCentryx, Inc.
CCXI
$77K ﹤0.01%
11,334
-25,074
-69% -$133K
SPWH icon
3515
Sportsman's Warehouse
SPWH
$43.7M
$75K ﹤0.01%
+10,178
New +$73.2K
LTS
3516
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$72K ﹤0.01%
18,227
+1,538
+9% +$6.08K
LBMH
3517
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$72K ﹤0.01%
24,964
-722
-3% -$2.04K
MR
3518
DELISTED
Montage Resources Corporation Common Stock
MR
$71K ﹤0.01%
+675
New +$112K
FWM
3519
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$71K ﹤0.01%
22,561
-17,834
-44% -$53.1K
VRS
3520
DELISTED
VERSO CORP COM STK (DE)
VRS
$71K ﹤0.01%
20,558
-3,894
-16% -$11.3K
UNIS
3521
DELISTED
Unilife Corporation
UNIS
$68K ﹤0.01%
2,032
-51
-2% -$1.62K
FXEN
3522
DELISTED
FX ENERGY INC
FXEN
$61K ﹤0.01%
+39,132
New +$96.3K
FST
3523
DELISTED
FOREST OIL CORPORATION
FST
$61K ﹤0.01%
277,165
-48,236
-15% -$40.4K
DAC icon
3524
Danaos Corp
DAC
$2.55B
$58K ﹤0.01%
751
-3
-0.4% -$226
HNR
3525
DELISTED
Harvest Natural Resources
HNR
$58K ﹤0.01%
+8,073
New +$88.9K
139 140
141
142 143

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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.