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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
MFM
3026
Aberdeen Municipal Income Fund
MFM
$222M
$419K ﹤0.01%
63,170
+1,082
+2% +$7.11K
AVTA
3027
DELISTED
Avantax, Inc. Common Stock
AVTA
$418K ﹤0.01%
+30,184
New +$444K
PRE.PRF
3028
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$418K ﹤0.01%
16,904
+355
+2% +$8.77K
GIB icon
3029
CGI
GIB
$14.5B
$417K ﹤0.01%
+10,930
New +$388K
OMAB icon
3030
Grupo Aeroportuario Centro Norte
OMAB
$5.06B
$416K ﹤0.01%
11,451
-944
-8% -$34.9K
BEL
3031
DELISTED
Belmond Ltd.
BEL
$416K ﹤0.01%
33,614
+4,038
+14% +$46K
MACK
3032
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$416K ﹤0.01%
4,676
+2,107
+82% +$153K
SPAB icon
3033
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$415K ﹤0.01%
+14,242
New +$414K
STC icon
3034
Stewart Information Services
STC
$2.02B
$415K ﹤0.01%
11,212
-12,173
-52% -$412K
XLF icon
3035
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$413K ﹤0.01%
19,012
+1,133
+6% +$23.7K
AKO.A icon
3036
Embotelladora Andina Series A
AKO.A
$3.59B
$412K ﹤0.01%
28,835
-3,128
-10% -$47.6K
XOOM
3037
DELISTED
XOOM CORP COM
XOOM
$412K ﹤0.01%
+23,544
New +$391K
ARTNA icon
3038
Artesian Resources
ARTNA
$355M
$411K ﹤0.01%
18,196
-862
-5% -$18.7K
GST
3039
DELISTED
Gastar Exploration Inc.
GST
$411K ﹤0.01%
170,510
-131,795
-44% -$481K
C.PRN icon
3040
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.56B
$410K ﹤0.01%
15,443
+444
+3% +$11.8K
INSM icon
3041
Insmed
INSM
$22.7B
$410K ﹤0.01%
26,535
-1,766
-6% -$25.1K
NMBL
3042
DELISTED
Nimble Storage, Inc.
NMBL
$410K ﹤0.01%
14,917
-192
-1% -$5.1K
LION
3043
DELISTED
Fidelity Southern Corporation
LION
$409K ﹤0.01%
25,385
-4,164
-14% -$63.1K
JPM.PRB.CL
3044
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$409K ﹤0.01%
15,497
+314
+2% +$8.17K
NKSH icon
3045
National Bankshares
NKSH
$244M
$408K ﹤0.01%
+13,438
New +$403K
MTSN
3046
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$407K ﹤0.01%
119,727
-2,605
-2% -$7.03K
AGX icon
3047
Argan
AGX
$7.61B
$406K ﹤0.01%
12,079
-208
-2% -$6.81K
NAT icon
3048
Nordic American Tanker
NAT
$1.37B
$406K ﹤0.01%
40,599
-126,989
-76% -$1.09M
MBB icon
3049
iShares MBS ETF
MBB
$39.1B
$405K ﹤0.01%
+3,701
New +$404K
SRCI
3050
DELISTED
SRC Energy Inc
SRCI
$405K ﹤0.01%
32,281
+10,259
+47% +$116K
120 121
122
123 124

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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.