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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
ORIG
3001
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$442K ﹤0.01%
5
+2
+67% +$225K
MCHI icon
3002
iShares MSCI China ETF
MCHI
$6.14B
$441K ﹤0.01%
8,772
-5,296
-38% -$257K
VRA icon
3003
Vera Bradley
VRA
$106M
$440K ﹤0.01%
21,595
-5,003
-19% -$108K
PTLA
3004
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$440K ﹤0.01%
15,528
-7,207
-32% -$200K
PSA.PRT.CL
3005
DELISTED
Public Storage
PSA.PRT.CL
$439K ﹤0.01%
17,745
+402
+2% +$9.99K
SCZ icon
3006
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$437K ﹤0.01%
+9,345
New +$441K
ARWR icon
3007
Arrowhead Research
ARWR
$12B
$436K ﹤0.01%
59,085
+42,790
+263% +$291K
NATR icon
3008
Nature's Sunshine
NATR
$362M
$436K ﹤0.01%
29,428
-249
-0.8% -$3.69K
STT.PRD
3009
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$436K ﹤0.01%
16,842
+4,963
+42% +$129K
REGI
3010
DELISTED
Renewable Energy Group, Inc.
REGI
$436K ﹤0.01%
44,919
+801
+2% +$7.98K
CPSS icon
3011
Consumer Portfolio Services
CPSS
$201M
$435K ﹤0.01%
59,069
+223
+0.4% +$1.59K
RF.PRB
3012
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$435K ﹤0.01%
17,151
+398
+2% +$10.1K
OPK icon
3013
Opko Health
OPK
$936M
$434K ﹤0.01%
43,397
+7,007
+19% +$60K
INKM icon
3014
State Street Income Allocation ETF
INKM
$72M
$431K ﹤0.01%
+13,413
New +$431K
PFBC icon
3015
Preferred Bank
PFBC
$1.23B
$429K ﹤0.01%
15,399
-511
-3% -$13K
CHW
3016
Calamos Global Dynamic Income Fund
CHW
$538M
$428K ﹤0.01%
46,394
-65
-0.1% -$573
LAB icon
3017
Standard BioTools
LAB
$303M
$428K ﹤0.01%
+12,691
New +$359K
JOYY
3018
JOYY Inc
JOYY
$3.77B
$427K ﹤0.01%
+6,853
New +$500K
EXAC
3019
DELISTED
Exactech Inc
EXAC
$427K ﹤0.01%
18,124
+466
+3% +$10.3K
SCHW.PRB.CL
3020
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$426K ﹤0.01%
16,628
+383
+2% +$9.72K
TCRT icon
3021
Alaunos Therapeutics
TCRT
$4.71M
$423K ﹤0.01%
556
+2
+0.4% +$1.06K
AEK.CL
3022
DELISTED
Aegon NV
AEK.CL
$423K ﹤0.01%
15,053
+354
+2% +$10K
WPM icon
3023
Wheaton Precious Metals
WPM
$50.9B
$421K ﹤0.01%
20,696
-1,838
-8% -$36.5K
MXWL
3024
DELISTED
Maxwell Technologies Inc
MXWL
$421K ﹤0.01%
46,135
+13,362
+41% +$130K
KPTI icon
3025
Karyopharm Therapeutics
KPTI
$161M
$419K ﹤0.01%
+747
New +$424K
119 120
121
122 123

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MCM
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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.