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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
CLF icon
1576
Cleveland-Cliffs
CLF
$6.84B
$3.05M 0.01%
426,726
+245,162
+135% +$2.13M
WRI
1577
DELISTED
Weingarten Realty Investors
WRI
$3.05M 0.01%
87,230
+1,455
+2% +$50.7K
BRKL
1578
DELISTED
Brookline Bancorp
BRKL
$3.04M 0.01%
302,869
+13,562
+5% +$128K
RVBD
1579
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$3.03M 0.01%
148,285
-2,226
-1% -$42.7K
PBH icon
1580
Prestige Consumer Healthcare
PBH
$2.45B
$3.02M 0.01%
87,099
+5,076
+6% +$168K
CRS icon
1581
Carpenter Technology
CRS
$27.8B
$3.02M 0.01%
61,364
+3,362
+6% +$162K
KAI icon
1582
Kadant
KAI
$3.72B
$3.02M 0.01%
70,788
+106
+0.1% +$4.29K
ABCO
1583
DELISTED
Advisory Board Co
ABCO
$3.02M 0.01%
61,580
-862
-1% -$40.6K
TNC icon
1584
Tennant Co
TNC
$1.5B
$3.01M 0.01%
41,748
-579
-1% -$40.3K
NNA
1585
DELISTED
Navios Maritime Acquisition Corporation
NNA
$3.01M 0.01%
55,326
+17,850
+48% +$788K
PDCE
1586
DELISTED
PDC Energy, Inc.
PDCE
$3M 0.01%
72,584
-10,591
-13% -$428K
HMIN
1587
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$2.99M 0.01%
99,681
-17,900
-15% -$530K
CWT icon
1588
California Water Service
CWT
$3.14B
$2.99M 0.01%
121,386
+20,771
+21% +$509K
SAFT icon
1589
Safety Insurance
SAFT
$1.51B
$2.98M 0.01%
46,590
-981
-2% -$58.9K
MTRN icon
1590
Materion
MTRN
$4.36B
$2.98M 0.01%
84,621
-16,930
-17% -$583K
FELE icon
1591
Franklin Electric
FELE
$4.85B
$2.97M 0.01%
79,165
+1,041
+1% +$38.4K
FDML
1592
DELISTED
Federal-Mogul Holdings Corporation
FDML
$2.97M 0.01%
184,609
-16,512
-8% -$254K
BYD icon
1593
Boyd Gaming
BYD
$6.78B
$2.97M 0.01%
232,305
+2,745
+1% +$30.9K
GHL
1594
DELISTED
Greenhill & Co., Inc.
GHL
$2.97M 0.01%
68,071
-4,167
-6% -$185K
ICFI icon
1595
ICF International
ICFI
$1.51B
$2.96M 0.01%
72,326
+1,774
+3% +$65.8K
KNBWY
1596
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$2.96M 0.01%
238,494
+11,642
+5% +$144K
AWAY
1597
DELISTED
HOMEAWAY INC COM
AWAY
$2.95M 0.01%
98,950
+15,567
+19% +$491K
STWD icon
1598
Starwood Property Trust
STWD
$6.18B
$2.94M 0.01%
126,741
+49,732
+65% +$1.14M
PNK
1599
DELISTED
Pinnacle Entertainment Inc.
PNK
$2.94M 0.01%
132,361
-20,255
-13% -$471K
TRGP icon
1600
Targa Resources
TRGP
$56.2B
$2.94M 0.01%
27,736
-19,257
-41% -$2.23M
62 63
64
65 66

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AF
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MCM
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PSUF
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IA
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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.