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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
GNE icon
3576
Genie Energy
GNE
$378M
– –
-12,729
Closed -$89K
GOGO icon
3577
Gogo Inc
GOGO
$515M
– –
-13,179
Closed -$222K
GYRO icon
3578
Gyrodyne
GYRO
$12.5M
– –
-2,210
Closed -$123K
HBIO icon
3579
Harvard Bioscience
HBIO
$27.1M
– –
-4,799
Closed -$196K
IDV icon
3580
iShares International Select Dividend ETF
IDV
$8.25B
– –
-63,664
Closed -$2.28M
LXRX icon
3581
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-1,618
Closed -$16K
NVAX icon
3582
Novavax
NVAX
$1.23B
– –
-1,537
Closed -$128K
OCSL icon
3583
Oaktree Specialty Lending
OCSL
$1.03B
– –
-7,533
Closed -$207K
REI icon
3584
Ring Energy
REI
$322M
– –
-16,102
Closed -$237K
SIGA icon
3585
SIGA Technologies
SIGA
$223M
– –
-12,999
Closed -$19K
TLPH icon
3586
Talphera
TLPH
$70.1M
– –
-950
Closed -$104K
TVTX icon
3587
Travere Therapeutics
TVTX
$5.33B
– –
-14,076
Closed -$127K
VHC icon
3588
VirnetX Holding Corp
VHC
$52.3M
– –
-916
Closed -$110K
VLRS
3589
Controladora Vuela Compania de Aviacion
VLRS
$876M
– –
-83,089
Closed -$721K
XIN
3590
DELISTED
Xinyuan Real Estate
XIN
– –
-1,898
Closed -$56K
XOMA
3591
DELISTED
Xoma
XOMA
– –
-1,928
Closed -$162K
ENFY
3592
DELISTED
Enlightify Inc
ENFY
– –
-1,837
Closed -$44K
NETI
3593
DELISTED
Eneti Inc.
NETI
– –
-129
Closed -$84K
CORR
3594
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
– –
-2,501
Closed -$94K
CSLT
3595
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-12,550
Closed -$162K
SPRT
3596
DELISTED
support.com, Inc.
SPRT
– –
-3,541
Closed -$23K
ALSK
3597
DELISTED
Alaska Communications Systems
ALSK
– –
-25,129
Closed -$39K
LEAF
3598
DELISTED
Leaf Group Ltd.
LEAF
– –
-13,861
Closed -$123K
BFYT
3599
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-37,784
Closed -$408K
ENT
3600
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-484
Closed -$136K
142 143
144
145 146

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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.