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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
CTIC
3551
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$30K ﹤0.01%
1,283
-1,267
-50% -$29.3K
ZGNX
3552
DELISTED
Zogenix, Inc.
ZGNX
$26K ﹤0.01%
2,368
-11
-0.5% -$109
PT
3553
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
$26K ﹤0.01%
24,619
-13,383
-35% -$21K
HQCL
3554
DELISTED
Hanwha Q CELLS Co., Ltd.
HQCL
$25K ﹤0.01%
+2,287
New +$40.3K
EDMC
3555
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$25K ﹤0.01%
157,139
-13,449
-8% -$11.5K
CHOP
3556
DELISTED
CHINA GERUI ADVANCED MATERIALS GROUP LTD ORD SHS
CHOP
$24K ﹤0.01%
+12,825
New +$29.3K
RXII
3557
DELISTED
GALENA BIOPHARMA INC COM
RXII
$24K ﹤0.01%
16,150
-6,956
-30% -$10.3K
MCP
3558
DELISTED
MOLYCORP INC COM STK
MCP
$22K ﹤0.01%
24,924
-128,491
-84% -$147K
RTK
3559
DELISTED
Rentech, Inc.
RTK
$20K ﹤0.01%
1,599
-323
-17% -$4.58K
FCRE
3560
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
$19K ﹤0.01%
+2,486
New +$37.3K
VRNG
3561
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$8K ﹤0.01%
1,490
-1,697
-53% -$14.4K
VTG
3562
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
$6K ﹤0.01%
12,740
-54,923
-81% -$45.6K
DNDN
3563
DELISTED
DENDREON CORPORATION
DNDN
$5K ﹤0.01%
75,343
-29,496
-28% -$26K
END
3564
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$1K ﹤0.01%
83,745
-800
-0.9% -$163
ALLT icon
3565
Allot
ALLT
$374M
– –
-21,280
Closed -$243K
AVNW icon
3566
Aviat Networks
AVNW
$262M
– –
-67,326
Closed -$727K
BCRX icon
3567
BioCryst Pharmaceuticals
BCRX
$2.37B
– –
-14,960
Closed -$146K
BSBR icon
3568
Santander
BSBR
$39.7B
– –
-1,507,911
Closed -$9.45M
CRNT icon
3569
Ceragon Networks
CRNT
$194M
– –
-13,991
Closed -$33K
DVAX
3570
DELISTED
Dynavax Technologies
DVAX
– –
-3,241
Closed -$46K
AXIA.PR
3571
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
– –
-56,159
Closed -$234K
EVTC icon
3572
Evertec
EVTC
$1.83B
– –
-17,161
Closed -$383K
EWM icon
3573
iShares MSCI Malaysia ETF
EWM
$305M
– –
-5,010
Closed -$309K
FXH icon
3574
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
– –
-591,425
Closed -$33M
FXR icon
3575
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$732M
– –
-1,124,855
Closed -$33M
141 142
143
144 145

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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.