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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
ADTN icon
1726
Adtran
ADTN
$730M
$2.62M 0.01%
120,317
-14,576
-11% -$299K
PLAB icon
1727
Photronics
PLAB
$1.72B
$2.62M 0.01%
315,697
-3,709
-1% -$31.7K
CAVM
1728
DELISTED
Cavium, Inc.
CAVM
$2.62M 0.01%
42,386
-95
-0.2% -$5.03K
YELL
1729
DELISTED
Yellow Corporation Common Stock
YELL
$2.62M 0.01%
116,442
+49,415
+74% +$1.06M
JCP
1730
DELISTED
J.C. Penney Company, Inc.
JCP
$2.62M 0.01%
403,919
-290,527
-42% -$2.13M
FNSR
1731
DELISTED
Finisar Corp
FNSR
$2.61M 0.01%
134,595
-13,139
-9% -$225K
WPG
1732
DELISTED
Washington Prime Group Inc.
WPG
$2.61M 0.01%
16,845
-5,155
-23% -$798K
TCF
1733
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.61M 0.01%
85,046
-3,557
-4% -$103K
GBX icon
1734
The Greenbrier Companies
GBX
$1.6B
$2.6M 0.01%
48,450
-1,555
-3% -$87.9K
PDLI
1735
DELISTED
PDL BioPharma, Inc.
PDLI
$2.6M 0.01%
336,565
-117,544
-26% -$930K
HL icon
1736
Hecla Mining
HL
$9.76B
$2.59M 0.01%
928,988
+534,262
+135% +$1.32M
NXST icon
1737
Nexstar Media Group
NXST
$5.92B
$2.59M 0.01%
50,052
-22,641
-31% -$1.05M
SFM icon
1738
Sprouts Farmers Market
SFM
$7.31B
$2.59M 0.01%
76,147
+32,855
+76% +$1M
AGO icon
1739
Assured Guaranty
AGO
$3.79B
$2.58M 0.01%
99,443
+5,922
+6% +$143K
RHP icon
1740
Ryman Hospitality Properties
RHP
$8.58B
$2.58M 0.01%
49,016
+10,502
+27% +$523K
CM icon
1741
Canadian Imperial Bank of Commerce
CM
$109B
$2.58M 0.01%
60,759
+8,402
+16% +$372K
UBSI icon
1742
United Bankshares
UBSI
$6.71B
$2.58M 0.01%
68,949
-51,981
-43% -$1.79M
MRC
1743
DELISTED
MRC Global
MRC
$2.58M 0.01%
170,226
+127,022
+294% +$2.47M
CFFN icon
1744
Capitol Federal Financial
CFFN
$1.09B
$2.58M 0.01%
201,737
+8,917
+5% +$112K
MBI icon
1745
MBIA
MBI
$278M
$2.58M 0.01%
270,208
+6,290
+2% +$60.7K
ADVS
1746
DELISTED
Advent Software Inc
ADVS
$2.58M 0.01%
84,088
+6,070
+8% +$194K
COTY icon
1747
Coty
COTY
$2.45B
$2.57M 0.01%
124,326
+62,806
+102% +$1.16M
BGX
1748
Blackstone Long-Short Credit Income Fund
BGX
$136M
$2.56M 0.01%
165,176
+6,080
+4% +$98.3K
PBY
1749
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$2.56M 0.01%
261,236
-18,454
-7% -$171K
RBBN icon
1750
Ribbon Communications
RBBN
$361M
$2.56M 0.01%
129,166
-11,851
-8% -$210K
68 69
70
71 72

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PSUF
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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.