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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
CRRS
3626
DELISTED
CORPORATE RESOURCE SERVICES, INC. COMMON STOCK
CRRS
– –
-10,984
Closed -$16K
DRL
3627
DELISTED
DORAL FINANCIAL CORPORATION (NEW)
DRL
– –
-15,839
Closed -$105K
PEOP
3628
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
– –
-17,748
Closed -$355K
FRNK
3629
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
– –
-10,389
Closed -$193K
PIKE
3630
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
– –
-74,369
Closed -$884K
MGAM
3631
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
– –
-58,770
Closed -$2.12M
JLA
3632
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
– –
-676,462
Closed -$8.84M
JSN
3633
DELISTED
NUVEEN EQUITY PREMIUM OPPORTUNITY FUND
JSN
– –
-37,629
Closed -$479K
OABC
3634
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
– –
-18,998
Closed -$494K
CPWR
3635
DELISTED
COMPUWARE CORP
CPWR
– –
-329,267
Closed -$3.36M
PSMI
3636
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
– –
-25,226
Closed -$312K
BKW
3637
DELISTED
BURGER KING WORLDWIDE
BKW
– –
-115,645
Closed -$3.43M
THI
3638
DELISTED
TIM HORTONS INC COM, CANADA
THI
– –
-41,392
Closed -$3.26M
CNVR
3639
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-124,003
Closed -$4.25M
TIBX
3640
DELISTED
TIBCO SOFTWARE INC
TIBX
– –
-79,633
Closed -$1.88M
KOG
3641
DELISTED
KODIAK OIL & GAS CORP
KOG
– –
-80,124
Closed -$1.09M
SMA
3642
DELISTED
SYMMETRY MEDICAL INC
SMA
– –
-88,085
Closed -$889K
CNQR
3643
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
– –
-51,639
Closed -$6.55M
GAGA
3644
DELISTED
LE GAGA HOLDINGS LTD ADS
GAGA
– –
-28,872
Closed -$114K
KMP
3645
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
– –
-836,526
Closed -$78M
KMR
3646
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
– –
-1,616,539
Closed –
EPB
3647
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
– –
-15,146
Closed -$608K
BYI
3648
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
– –
-34,297
Closed -$2.77M
JGT
3649
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
– –
-271,578
Closed -$2.9M
VVTV
3650
DELISTED
VALUEVISION MEDIA INC
VVTV
– –
-357,322
Closed -$1.83M
144 145
146
147 148

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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.