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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
ATHL
3651
DELISTED
ATHLON ENERGY INC COM
ATHL
– –
-40,043
Closed -$2.33M
BNA
3652
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
– –
-358,716
Closed -$3.72M
FUBC
3653
DELISTED
1st United Bancorp (Florida)
FUBC
– –
-10,751
Closed -$92K
TWTC
3654
DELISTED
TW TELECOM INC CL A COM
TWTC
– –
-247,520
Closed -$10.3M
BNNY
3655
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
– –
-15,609
Closed -$716K
URS
3656
DELISTED
URS CORP
URS
– –
-134,574
Closed -$7.75M
ENVE
3657
DELISTED
ENVENTIS CORP COM STK
ENVE
– –
-43,500
Closed -$791K
GTAT
3658
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
– –
-662,204
Closed -$7.17M
MEAS
3659
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
– –
-15,919
Closed -$1.36M
MDCI
3660
DELISTED
MEDICAL ACTION INDS INC
MDCI
– –
-16,264
Closed -$224K
CHDX
3661
DELISTED
CHINDEX INTL INC
CHDX
– –
-25,930
Closed -$622K
HHY
3662
DELISTED
Brookfield High Income Fund Inc.
HHY
– –
-31,587
Closed -$296K
MDTH
3663
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
39,722
– –
BTM
3664
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
– –
-3,016,728
Closed -$2.11M
PRS
3665
DELISTED
PRIMUS GUARANTY LTD
PRS
– –
-15,576
Closed -$27K
BSY
3666
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
– –
-72,624
Closed -$4.19M
AMFI
3667
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
65,641
– –
CBBO
3668
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
26,200
– –
MESA
3669
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3670
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
15,196
– –
UCBH
3671
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
28,845
– –
CHB
3672
DELISTED
CHAMPION ENTERPRISES INC
CHB
$0 ﹤0.01%
40,988
– –
FWLT
3673
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
– –
-39,378
Closed -$1.25M
FIA
3674
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
– –
-286,885
Closed -$2.78M
MOVE
3675
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
– –
-70,250
Closed -$1.47M
144 145 146
147
148

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MCM
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PSUF
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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.