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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
THOR
2026
DELISTED
THORATEC CORPORATION
THOR
$1.85M ﹤0.01%
57,150
+3,830
+7% +$111K
CTLT
2027
DELISTED
CATALENT, INC.
CTLT
$1.85M ﹤0.01%
66,517
+11,255
+20% +$296K
CVLT icon
2028
Commault Systems
CVLT
$5.02B
$1.85M ﹤0.01%
35,830
+7,867
+28% +$378K
ASX icon
2029
ASE Group
ASX
$69.8B
$1.85M ﹤0.01%
301,986
+88,180
+41% +$538K
CENTA icon
2030
Central Garden & Pet Co Class A
CENTA
$2.42B
$1.85M ﹤0.01%
242,276
-3,407
-1% -$22.7K
GTN icon
2031
Gray Television
GTN
$436M
$1.85M ﹤0.01%
165,192
-63,940
-28% -$612K
ISCA
2032
DELISTED
International Speedway Corp
ISCA
$1.85M ﹤0.01%
58,365
+150
+0.3% +$4.66K
COBZ
2033
DELISTED
CoBiz Financial,Inc
COBZ
$1.85M ﹤0.01%
140,680
-13,251
-9% -$159K
TREE icon
2034
LendingTree
TREE
$561M
$1.84M ﹤0.01%
38,148
-12,308
-24% -$509K
BSV icon
2035
Vanguard Short-Term Bond ETF
BSV
$44.6B
$1.84M ﹤0.01%
23,017
-2,300
-9% -$185K
BBG
2036
DELISTED
Bill Barrett Corp
BBG
$1.84M ﹤0.01%
161,354
+22,384
+16% +$295K
IRF
2037
DELISTED
INTL RECTIFIER CORP
IRF
$1.84M ﹤0.01%
46,031
-8,564
-16% -$340K
MITT
2038
TPG Mortgage Investment Trust
MITT
$230M
$1.83M ﹤0.01%
32,872
+9,754
+42% +$555K
LBY
2039
DELISTED
Libbey, Inc.
LBY
$1.82M ﹤0.01%
57,944
-772
-1% -$22.2K
UNTD
2040
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.82M ﹤0.01%
125,059
+15,556
+14% +$196K
CBF
2041
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$1.82M ﹤0.01%
67,852
+3,102
+5% +$78.4K
MTGE
2042
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$1.82M ﹤0.01%
96,503
+45,085
+88% +$885K
LZB icon
2043
La-Z-Boy
LZB
$1.63B
$1.81M ﹤0.01%
67,592
-5,107
-7% -$121K
UBA
2044
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.81M ﹤0.01%
82,718
+5,556
+7% +$121K
CHA
2045
DELISTED
China Telecom Corporation, LTD
CHA
$1.81M ﹤0.01%
30,798
+136
+0.4% +$8.23K
WSO icon
2046
Watsco Inc
WSO
$12.8B
$1.8M ﹤0.01%
+16,848
New +$1.67M
CSR
2047
Centerspace
CSR
$946M
$1.8M ﹤0.01%
22,056
-414
-2% -$33.7K
TMP icon
2048
Tompkins Financial
TMP
$1.44B
$1.8M ﹤0.01%
32,518
+287
+0.9% +$14.2K
TA
2049
DELISTED
TravelCenters of America LLC
TA
$1.79M ﹤0.01%
28,376
+2,352
+9% +$116K
REV
2050
DELISTED
Revlon, Inc.
REV
$1.78M ﹤0.01%
52,072
-204
-0.4% -$6.78K
80 81
82
83 84

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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.