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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
NBHC icon
3251
National Bank Holdings
NBHC
$1.89B
$276K ﹤0.01%
14,245
-7,495
-34% -$144K
STML
3252
DELISTED
Stemline Therapeutics, Inc.
STML
$276K ﹤0.01%
+16,150
New +$233K
PSA.PRR
3253
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$276K ﹤0.01%
10,613
+316
+3% +$8.22K
ARH.PRC.CL
3254
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$275K ﹤0.01%
+10,211
New +$270K
RBS.PRN
3255
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$275K ﹤0.01%
11,104
+324
+3% +$7.96K
EGHT icon
3256
8x8 Inc
EGHT
$262M
$274K ﹤0.01%
29,888
-6,045
-17% -$46.3K
PGN
3257
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$274K ﹤0.01%
98,905
+60,770
+159% +$267K
CVEO icon
3258
Civeo
CVEO
$377M
$272K ﹤0.01%
5,509
+1,872
+51% +$233K
ATRI
3259
DELISTED
Atrion Corp
ATRI
$272K ﹤0.01%
+800
New +$260K
OTIC
3260
DELISTED
Otonomy, Inc.
OTIC
$272K ﹤0.01%
+8,157
New +$219K
SHV icon
3261
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$270K ﹤0.01%
+2,449
New +$270K
WIX icon
3262
WIX.com
WIX
$2.36B
$269K ﹤0.01%
+12,814
New +$244K
BMRC icon
3263
Bank of Marin Bancorp
BMRC
$491M
$268K ﹤0.01%
+10,180
New +$253K
VGK icon
3264
Vanguard FTSE Europe ETF
VGK
$30.1B
$268K ﹤0.01%
+5,116
New +$274K
BREW
3265
DELISTED
Craft Brew Alliance, Inc.
BREW
$268K ﹤0.01%
20,098
-752
-4% -$10.9K
CTX.CL
3266
DELISTED
Qwest Corporation
CTX.CL
$268K ﹤0.01%
+10,275
New +$266K
CVCO icon
3267
Cavco Industries
CVCO
$4.46B
$267K ﹤0.01%
+3,367
New +$247K
VXF icon
3268
Vanguard Extended Market ETF
VXF
$30.5B
$267K ﹤0.01%
+3,047
New +$261K
KIM.PRK.CL
3269
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$266K ﹤0.01%
11,019
+308
+3% +$7.36K
AAMC
3270
DELISTED
Altisource Asset Management Corp
AAMC
$265K ﹤0.01%
+1,454
New +$449K
XENT
3271
DELISTED
Intersect ENT, Inc
XENT
$265K ﹤0.01%
14,304
+233
+2% +$4.19K
VNO.PRK
3272
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$265K ﹤0.01%
11,001
+338
+3% +$8.22K
AMRC icon
3273
Ameresco
AMRC
$1.12B
$264K ﹤0.01%
37,652
+921
+3% +$6.97K
INO icon
3274
Inovio Pharmaceuticals
INO
$79.4M
$264K ﹤0.01%
2,399
-88
-4% -$10.8K
EIGI
3275
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$263K ﹤0.01%
14,282
-906
-6% -$14.9K
129 130
131
132 133

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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.