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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
UPM
2076
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$1.74M ﹤0.01%
106,690
-1,338
-1% -$21.9K
EIM
2077
Eaton Vance Municipal Bond Fund
EIM
$494M
$1.74M ﹤0.01%
135,884
+1,447
+1% +$18.4K
LBRDK icon
2078
Liberty Broadband Class C
LBRDK
$4.84B
$1.74M ﹤0.01%
+34,903
New +$1.72M
TTMI icon
2079
TTM Technologies
TTMI
$10.6B
$1.73M ﹤0.01%
230,086
+95,250
+71% +$640K
EXP icon
2080
Eagle Materials
EXP
$6.55B
$1.73M ﹤0.01%
22,783
-4,436
-16% -$375K
YELP icon
2081
Yelp
YELP
$1.53B
$1.73M ﹤0.01%
31,620
-55,397
-64% -$3.27M
THRM icon
2082
Gentherm
THRM
$1.31B
$1.73M ﹤0.01%
47,126
-634
-1% -$24.8K
CWB icon
2083
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.45B
$1.73M ﹤0.01%
36,796
+4,907
+15% +$240K
RDEN
2084
DELISTED
ELIZABETH ARDEN INC
RDEN
$1.72M ﹤0.01%
80,538
+28,595
+55% +$508K
BCO icon
2085
Brink's
BCO
$5.03B
$1.72M ﹤0.01%
70,520
-7,569
-10% -$169K
HF
2086
DELISTED
HFF Inc.
HF
$1.72M ﹤0.01%
47,911
+329
+0.7% +$10.7K
CCRN
2087
DELISTED
Cross Country Healthcare
CCRN
$1.72M ﹤0.01%
137,831
-1,940
-1% -$19.8K
UFPI icon
2088
UFP Industries
UFPI
$4.99B
$1.72M ﹤0.01%
96,939
+1,602
+2% +$26K
AFAM
2089
DELISTED
Almost Family Inc
AFAM
$1.72M ﹤0.01%
59,375
-470
-0.8% -$13.2K
TPH
2090
DELISTED
Tri Pointe Homes
TPH
$1.72M ﹤0.01%
112,626
+51,928
+86% +$740K
JSD
2091
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.72M ﹤0.01%
103,010
+106
+0.1% +$1.8K
UFCS icon
2092
United Fire Group
UFCS
$1.34B
$1.71M ﹤0.01%
57,440
+202
+0.4% +$5.94K
QIHU
2093
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$1.71M ﹤0.01%
29,825
-12,738
-30% -$841K
AROW icon
2094
Arrow Financial
AROW
$660M
$1.71M ﹤0.01%
80,255
-2,446
-3% -$50K
PCRX icon
2095
Pacira BioSciences
PCRX
$1.04B
$1.71M ﹤0.01%
19,243
-1,262
-6% -$119K
NC icon
2096
NACCO Industries
NC
$360M
$1.7M ﹤0.01%
125,462
-13,285
-10% -$171K
MWW
2097
DELISTED
Monster Worldwide Inc
MWW
$1.7M ﹤0.01%
367,175
+18,685
+5% +$82.3K
SWC
2098
DELISTED
Stillwater Mining Co
SWC
$1.69M ﹤0.01%
114,852
-6,812
-6% -$93.5K
HSEB.CL
2099
DELISTED
HSBC Holdings plc
HSEB.CL
$1.69M ﹤0.01%
63,549
+1,728
+3% +$46K
SLH
2100
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$1.69M ﹤0.01%
32,990
-12,659
-28% -$663K
82 83
84
85 86

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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.