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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
I
3601
DELISTED
INTELSAT S. A.
I
– –
-13,151
Closed -$225K
IMI
3602
DELISTED
Intermolecular, Inc.
IMI
– –
-41,540
Closed -$96K
RSYS
3603
DELISTED
Radisys Corp
RSYS
– –
-12,903
Closed -$34K
RSPP
3604
DELISTED
RSP Permian, Inc.
RSPP
– –
-22,814
Closed -$583K
ACTA
3605
DELISTED
Actua Corp
ACTA
– –
-11,684
Closed -$187K
BSTG
3606
DELISTED
Biostage, Inc. Common Stock
BSTG
– –
-22,986
Closed -$186K
UNXL
3607
DELISTED
Uni-Pixel, Inc.
UNXL
– –
-10,044
Closed -$64K
CACB
3608
DELISTED
Cascade Bancorp
CACB
– –
-23,424
Closed -$118K
CSI
3609
DELISTED
Cutwater Select Income Fund
CSI
– –
-12,071
Closed -$238K
TBRA
3610
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
– –
-1,121
Closed -$11K
PCO
3611
DELISTED
Pendrell Corporation - Class A
PCO
– –
-18
Closed -$24K
IND.CL
3612
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
– –
-20,048
Closed -$510K
FNFG.PRB
3613
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
– –
-10,231
Closed -$290K
CCSC
3614
DELISTED
COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD ADS CAYMAN ISL
CCSC
– –
-15,052
Closed -$97K
ANAD
3615
DELISTED
ANADIGICS INC
ANAD
– –
-231,824
Closed -$156K
RVLT
3616
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-2,466
Closed -$41K
CSUN
3617
DELISTED
CHINA SUNERGY CO LTD ADS(CAYMAN ISLANDS)
CSUN
– –
-76,695
Closed -$219K
NES
3618
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
– –
-12,636
Closed -$186K
ENVI
3619
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
– –
-33,368
Closed -$61K
CMLP
3620
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
– –
-13,053
Closed -$296K
TECU
3621
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
– –
-83,542
Closed -$359K
AYN
3622
DELISTED
Alliance New York Income Fund
AYN
– –
-33,921
Closed -$425K
ACFN
3623
DELISTED
Acorn Energy Inc
ACFN
– –
-11,623
Closed -$18K
BALT
3624
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
– –
-14,383
Closed -$60K
RCPI
3625
DELISTED
ROCK CREEK PHARMACEUTICALS INC COM STK (DE)
RCPI
– –
-1,042
Closed -$7K
143 144
145
146 147

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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.