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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
GPX
3326
DELISTED
GP Strategies Corp.
GPX
$233K ﹤0.01%
+6,877
New +$212K
SGNT
3327
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$233K ﹤0.01%
9,282
-2,721
-23% -$79.8K
RICE
3328
DELISTED
Rice Energy Inc.
RICE
$232K ﹤0.01%
+11,075
New +$275K
AEM icon
3329
Agnico Eagle Mines
AEM
$72.6B
$231K ﹤0.01%
9,266
-3,044
-25% -$79.3K
CVGI icon
3330
Commercial Vehicle Group
CVGI
$157M
$231K ﹤0.01%
34,616
-11,357
-25% -$73.1K
PTX
3331
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$231K ﹤0.01%
2,461
-128
-5% -$12.2K
BBQ
3332
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$229K ﹤0.01%
+8,713
New +$226K
LF
3333
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$229K ﹤0.01%
48,575
+14,939
+44% +$79.2K
KIM.PRH
3334
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$229K ﹤0.01%
+8,920
New +$234K
CMRX
3335
DELISTED
Chimerix, Inc.
CMRX
$227K ﹤0.01%
+5,633
New +$191K
NPT
3336
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$227K ﹤0.01%
17,134
-14,373
-46% -$189K
ASC icon
3337
Ardmore Shipping
ASC
$678M
$226K ﹤0.01%
+18,917
New +$196K
TUBE
3338
DELISTED
TubeMogul, Inc.
TUBE
$226K ﹤0.01%
+10,042
New +$162K
IMOS
3339
ChipMOS TECHNOLOGIES
IMOS
$1.92B
$225K ﹤0.01%
8,760
-14,665
-63% -$351K
ASXC
3340
DELISTED
Asensus Surgical, Inc.
ASXC
$225K ﹤0.01%
5,953
+1,573
+36% +$64.9K
GWPH
3341
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$225K ﹤0.01%
+3,328
New +$243K
BBDO icon
3342
Banco Bradesco
BBDO
$33.9B
$222K ﹤0.01%
+36,214
New +$239K
IJT icon
3343
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.22B
$222K ﹤0.01%
+3,628
New +$213K
SRPT icon
3344
Sarepta Therapeutics
SRPT
$1.66B
$222K ﹤0.01%
+15,334
New +$260K
AMPE
3345
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$222K ﹤0.01%
215
-96
-31% -$103K
LUB
3346
DELISTED
Luby's Inc.
LUB
$222K ﹤0.01%
48,887
-2,703
-5% -$13.2K
EZT
3347
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$222K ﹤0.01%
+8,371
New +$214K
SPP
3348
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$222K ﹤0.01%
62,398
– –
QADA
3349
DELISTED
QAD Inc.
QADA
$222K ﹤0.01%
+9,814
New +$199K
ATLO icon
3350
AMES National
ATLO
$266M
$219K ﹤0.01%
+8,436
New +$205K
132 133
134
135 136

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.