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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
GEL icon
2976
Genesis Energy
GEL
$1.84B
$464K ﹤0.01%
+10,934
New +$503K
GLRE icon
2977
Greenlight Captial
GLRE
$577M
$464K ﹤0.01%
14,200
+2,869
+25% +$92.4K
TR icon
2978
Tootsie Roll Industries
TR
$3B
$464K ﹤0.01%
21,562
-26,371
-55% -$539K
SODA
2979
DELISTED
SodaStream International Ltd
SODA
$463K ﹤0.01%
+23,032
New +$504K
NATL
2980
DELISTED
National Interstate Corporation
NATL
$463K ﹤0.01%
15,543
+7
+0% +$200
FLIC
2981
DELISTED
First of Long Island Corp
FLIC
$462K ﹤0.01%
24,417
+409
+2% +$6.97K
CAS
2982
DELISTED
A M Castle & Co
CAS
$462K ﹤0.01%
57,923
-4,877
-8% -$35.6K
CNOB icon
2983
Center Bancorp
CNOB
$1.67B
$459K ﹤0.01%
24,169
+12
+0% +$223
BNCN
2984
DELISTED
BNC Bancorp
BNCN
$459K ﹤0.01%
26,685
+30
+0.1% +$506
SNBC
2985
DELISTED
Sun Bancorp Inc
SNBC
$455K ﹤0.01%
23,448
+185
+0.8% +$3.51K
MNR
2986
DELISTED
Monmouth Real Estate Investment Corp
MNR
$449K ﹤0.01%
40,556
+4,550
+13% +$49.9K
CIVI
2987
DELISTED
Civitas Resources
CIVI
$448K ﹤0.01%
167
-138
-45% -$534K
IEH
2988
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$448K ﹤0.01%
16,772
+391
+2% +$10.3K
CDW icon
2989
CDW
CDW
$18.1B
$447K ﹤0.01%
+12,709
New +$411K
BTE icon
2990
Baytex Energy
BTE
$2.91B
$446K ﹤0.01%
+26,878
New +$686K
ENPH icon
2991
Enphase Energy
ENPH
$4.74B
$446K ﹤0.01%
31,208
+17,366
+125% +$217K
LCM
2992
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$446K ﹤0.01%
50,075
-1,428
-3% -$13.1K
CRRC
2993
DELISTED
COURIER CORP
CRRC
$446K ﹤0.01%
29,917
-1,309
-4% -$18.1K
VTSS
2994
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$446K ﹤0.01%
117,935
-369
-0.3% -$1.27K
ESGR
2995
DELISTED
Enstar Group
ESGR
$445K ﹤0.01%
+2,913
New +$422K
KVHI icon
2996
KVH Industries
KVHI
$176M
$445K ﹤0.01%
35,212
+3,996
+13% +$49.2K
VOXX
2997
DELISTED
VOXX International Corporation Class A
VOXX
$444K ﹤0.01%
50,642
-23,088
-31% -$193K
IMGN
2998
DELISTED
Immunogen Inc
IMGN
$444K ﹤0.01%
72,847
-20,405
-22% -$187K
COF.PRC.CL
2999
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$444K ﹤0.01%
18,106
+429
+2% +$10.5K
OFIX icon
3000
Orthofix Medical
OFIX
$506M
$443K ﹤0.01%
14,721
-1,576
-10% -$46.2K
118 119
120
121 122

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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.