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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
PEGI
2801
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$646K ﹤0.01%
26,202
+8,316
+46% +$225K
AXAS
2802
DELISTED
Abraxas Petroleum Corp
AXAS
$645K ﹤0.01%
10,964
+215
+2% +$15.8K
IIP
2803
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$645K ﹤0.01%
81,057
+320
+0.4% +$2.55K
THR
2804
DELISTED
Thermon Group Holdings
THR
$643K ﹤0.01%
26,570
-243
-0.9% -$5.78K
FHY
2805
DELISTED
First Trust Strategic High
FHY
$638K ﹤0.01%
44,032
-171
-0.4% -$2.56K
BAC.PRI.CL
2806
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$637K ﹤0.01%
24,271
-4,162
-15% -$108K
ACH
2807
DELISTED
Alum Corp of China Ltd
ACH
$634K ﹤0.01%
55,066
+5,130
+10% +$55.5K
TNK icon
2808
Teekay Tankers
TNK
$2.67B
$633K ﹤0.01%
15,646
-3,273
-17% -$112K
STCN
2809
DELISTED
Steel Connect, Inc. Common Stock
STCN
$633K ﹤0.01%
18,092
+144
+0.8% +$4.51K
VLGEA icon
2810
Village Super Market
VLGEA
$648M
$632K ﹤0.01%
23,080
+679
+3% +$17.1K
REMY
2811
DELISTED
REMY INTL INC NEW COMMON
REMY
$631K ﹤0.01%
30,152
+9,763
+48% +$181K
HYB
2812
DELISTED
New America High Income Fund, Inc.
HYB
$630K ﹤0.01%
70,515
-1,064
-1% -$9.9K
FCBC icon
2813
First Community Bankshares
FCBC
$918M
$628K ﹤0.01%
38,136
-4,519
-11% -$71.3K
HFWA icon
2814
Heritage Financial
HFWA
$1.23B
$627K ﹤0.01%
35,722
-1,282
-3% -$22K
PRH
2815
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$627K ﹤0.01%
25,118
+614
+3% +$15.2K
WNEB icon
2816
Western New England Bancorp
WNEB
$294M
$626K ﹤0.01%
85,235
-2,926
-3% -$21K
TBRG
2817
DELISTED
TruBridge
TBRG
$625K ﹤0.01%
+10,294
New +$625K
GHY
2818
PGIM Global High Yield Fund
GHY
$479M
$624K ﹤0.01%
+39,166
New +$631K
LDP icon
2819
Cohen & Steers Duration Preferred & Income Fund
LDP
$600M
$622K ﹤0.01%
27,449
+487
+2% +$11.7K
RNET
2820
DELISTED
RigNet, Inc.
RNET
$622K ﹤0.01%
15,167
-5,576
-27% -$230K
TNAV
2821
DELISTED
Telenav Inc.
TNAV
$622K ﹤0.01%
93,228
+15,568
+20% +$102K
SWBI icon
2822
Smith & Wesson
SWBI
$660M
$620K ﹤0.01%
85,118
+28,513
+50% +$214K
TESS
2823
DELISTED
Tessco Technologies Inc
TESS
$620K ﹤0.01%
21,366
-234
-1% -$6.94K
AOSL icon
2824
Alpha and Omega Semiconductor
AOSL
$867M
$619K ﹤0.01%
69,983
-1,147
-2% -$10.3K
TU icon
2825
Telus
TU
$16.7B
$618K ﹤0.01%
34,304
+8,248
+32% +$149K
111 112
113
114 115

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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.