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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
CSV icon
2551
Carriage Services
CSV
$648M
$929K ﹤0.01%
44,358
-9,224
-17% -$178K
CLDX icon
2552
Celldex Therapeutics
CLDX
$2.79B
$926K ﹤0.01%
3,382
+792
+31% +$197K
ESI icon
2553
Element Solutions
ESI
$8.89B
$926K ﹤0.01%
39,893
+432
+1% +$10.7K
HYLS icon
2554
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.6B
$926K ﹤0.01%
+18,656
New +$944K
RBS.PRL.CL
2555
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$922K ﹤0.01%
39,162
+1,044
+3% +$24.6K
UTI icon
2556
Universal Technical Institute
UTI
$2.15B
$921K ﹤0.01%
93,645
-1,672
-2% -$17.6K
LBAI
2557
DELISTED
Lakeland Bancorp Inc
LBAI
$921K ﹤0.01%
78,735
-3,969
-5% -$43.5K
JAKK icon
2558
Jakks Pacific
JAKK
$305M
$920K ﹤0.01%
13,532
-936
-6% -$65.7K
EGY icon
2559
Vaalco Energy
EGY
$540M
$919K ﹤0.01%
201,574
-1,442
-0.7% -$9.4K
HTH icon
2560
Hilltop Holdings
HTH
$2.28B
$919K ﹤0.01%
46,054
-17,005
-27% -$349K
GLDD
2561
DELISTED
Great Lakes Dredge & Dock
GLDD
$917K ﹤0.01%
107,164
+1,362
+1% +$9.87K
WAIR
2562
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$915K ﹤0.01%
65,425
+3,329
+5% +$52.8K
MHGC
2563
DELISTED
Morgans Hotel Group Co.
MHGC
$914K ﹤0.01%
116,559
-9,923
-8% -$77.8K
BDSI
2564
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$910K ﹤0.01%
75,702
+12,204
+19% +$185K
GIFI
2565
DELISTED
Gulf Island Fabrication
GIFI
$908K ﹤0.01%
46,821
+9,181
+24% +$182K
NOR
2566
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$907K ﹤0.01%
36,808
+14,159
+63% +$382K
BIRT
2567
DELISTED
Actuate Corp
BIRT
$907K ﹤0.01%
137,404
+4,331
+3% +$20.2K
OSUR icon
2568
OraSure Technologies
OSUR
$277M
$906K ﹤0.01%
89,355
+6,322
+8% +$56.7K
FLWS icon
2569
1-800-Flowers.com
FLWS
$254M
$904K ﹤0.01%
109,748
-35,819
-25% -$290K
JPM.PRD.CL
2570
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$904K ﹤0.01%
37,608
+1,000
+3% +$23.4K
CWST icon
2571
Casella Waste Systems
CWST
$5.79B
$902K ﹤0.01%
223,325
-14,890
-6% -$60.1K
EPAY
2572
DELISTED
Bottomline Technologies Inc
EPAY
$901K ﹤0.01%
35,657
-4,584
-11% -$118K
MTL
2573
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$901K ﹤0.01%
662,842
-76,809
-10% -$122K
TWIN icon
2574
Twin Disc
TWIN
$333M
$897K ﹤0.01%
45,171
-1,963
-4% -$45.7K
CWEN icon
2575
Clearway Energy Class C
CWEN
$4.9B
$894K ﹤0.01%
37,924
+8,796
+30% +$204K
101 102
103
104 105

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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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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.