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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
IIIN icon
2576
Insteel Industries
IIIN
$631M
$892K ﹤0.01%
37,817
-7,724
-17% -$172K
WAC
2577
DELISTED
Walter Investment Mgt Corp
WAC
$892K ﹤0.01%
54,009
+9,756
+22% +$188K
MNDT
2578
DELISTED
Mandiant, Inc. Common Stock
MNDT
$891K ﹤0.01%
28,221
-13,549
-32% -$416K
UHT
2579
Universal Health Realty Income Trust
UHT
$627M
$890K ﹤0.01%
18,502
-875
-5% -$41.3K
CMLS
2580
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$890K ﹤0.01%
26,315
+3,323
+14% +$98.9K
TMHC icon
2581
Taylor Morrison
TMHC
$888K ﹤0.01%
46,992
+16,725
+55% +$299K
LAYN
2582
DELISTED
Layne Christensen Co
LAYN
$888K ﹤0.01%
93,095
+7,815
+9% +$63.2K
HCOM
2583
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$887K ﹤0.01%
32,185
+4,994
+18% +$133K
HAFC icon
2584
Hanmi Financial
HAFC
$947M
$884K ﹤0.01%
40,533
-14,041
-26% -$292K
BK.PRC
2585
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$884K ﹤0.01%
38,405
+5,165
+16% +$121K
UTEK
2586
DELISTED
Ultratech Inc.
UTEK
$884K ﹤0.01%
47,631
+24,680
+108% +$479K
ELRC
2587
DELISTED
ELECTRO RENT CORP
ELRC
$883K ﹤0.01%
62,874
+162
+0.3% +$2.33K
GBDC icon
2588
Golub Capital BDC
GBDC
$3.38B
$882K ﹤0.01%
50,240
-209
-0.4% -$3.52K
UVSP icon
2589
Univest Financial
UVSP
$1.24B
$882K ﹤0.01%
43,559
+358
+0.8% +$7.1K
VIVO
2590
DELISTED
Meridian Bioscience Inc
VIVO
$881K ﹤0.01%
53,515
+4,028
+8% +$69.1K
NWPX icon
2591
NWPX Infrastructure Inc
NWPX
$1.22B
$880K ﹤0.01%
29,224
-5,440
-16% -$176K
GSJ.CL
2592
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$879K ﹤0.01%
32,874
+907
+3% +$24.3K
MMSI icon
2593
Merit Medical Systems
MMSI
$4.67B
$878K ﹤0.01%
50,637
+7,579
+18% +$112K
PEBO icon
2594
Peoples Bancorp
PEBO
$1.52B
$875K ﹤0.01%
33,748
-624
-2% -$15.5K
BCS.PR.CL
2595
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$874K ﹤0.01%
34,271
+3,666
+12% +$93.3K
AER icon
2596
AerCap
AER
$24.3B
$872K ﹤0.01%
22,473
-1,032
-4% -$42.6K
CVO
2597
DELISTED
Cenevo, Inc.
CVO
$872K ﹤0.01%
51,917
-656
-1% -$10.9K
IIM icon
2598
Invesco Value Municipal Income Trust
IIM
$590M
$871K ﹤0.01%
53,132
-46,722
-47% -$741K
LBRDA icon
2599
Liberty Broadband Class A
LBRDA
$4.72B
$871K ﹤0.01%
+17,380
New +$859K
OCLR
2600
DELISTED
Oclaro Inc.
OCLR
$871K ﹤0.01%
489,534
+4,399
+0.9% +$7.4K
102 103
104
105 106

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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.