We are live on ! Find out more
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
IWC icon
2851
iShares Micro-Cap ETF
IWC
$1.45B
$593K ﹤0.01%
+7,697
New +$559K
VWTR
2852
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$593K ﹤0.01%
31,456
-2,665
-8% -$52.3K
GSF.CL
2853
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$593K ﹤0.01%
22,932
+514
+2% +$13.3K
MS.PRG.CL
2854
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$592K ﹤0.01%
23,224
+4,121
+22% +$105K
CKEC
2855
DELISTED
Carmike Cinemas Inc
CKEC
$592K ﹤0.01%
22,535
-348
-2% -$9.94K
HTB
2856
HomeTrust Bancshares
HTB
$856M
$591K ﹤0.01%
35,449
+4,173
+13% +$64.7K
OUBS
2857
DELISTED
USB AG (NEW)
OUBS
$591K ﹤0.01%
+35,749
New +$622K
ZEUS
2858
DELISTED
Olympic Steel
ZEUS
$589K ﹤0.01%
33,140
-1,184
-3% -$21.5K
BML.PRI.CL
2859
DELISTED
Bank Of America Corporation
BML.PRI.CL
$588K ﹤0.01%
23,262
+511
+2% +$12.8K
KLIC icon
2860
Kulicke & Soffa
KLIC
$4.73B
$587K ﹤0.01%
40,570
-24,219
-37% -$335K
BEBE
2861
DELISTED
Bebe Stores Inc
BEBE
$586K ﹤0.01%
26,739
+3,760
+16% +$91.7K
STN icon
2862
Stantec
STN
$8.23B
$584K ﹤0.01%
21,315
-11,721
-35% -$348K
UFPT icon
2863
UFP Technologies
UFPT
$1.94B
$584K ﹤0.01%
23,744
+490
+2% +$10.9K
ABR icon
2864
Arbor Realty Trust
ABR
$983M
$583K ﹤0.01%
86,051
– –
JDD
2865
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$583K ﹤0.01%
49,510
+13,998
+39% +$167K
ICL icon
2866
ICL Group
ICL
$6.78B
$581K ﹤0.01%
+80,191
New +$561K
GEQ
2867
DELISTED
Gugnheim Eql Wght Enh Eqty In Fd
GEQ
$581K ﹤0.01%
28,437
+863
+3% +$16.8K
AVNR
2868
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$580K ﹤0.01%
34,192
-11,107
-25% -$156K
CEA
2869
DELISTED
China Eastern Airlines
CEA
$578K ﹤0.01%
23,834
-14,485
-38% -$303K
IYR icon
2870
iShares US Real Estate ETF
IYR
$4.78B
$577K ﹤0.01%
+7,508
New +$561K
SNDA icon
2871
Sonida Senior Living
SNDA
$2.05B
$577K ﹤0.01%
1,544
-177
-10% -$62.4K
SPNT icon
2872
SiriusPoint
SPNT
$3.09B
$576K ﹤0.01%
+39,784
New +$582K
EVF
2873
Eaton Vance Senior Income Trust
EVF
$90.1M
$575K ﹤0.01%
92,110
-142
-0.2% -$905
COHU icon
2874
Cohu
COHU
$2B
$574K ﹤0.01%
48,231
-2,742
-5% -$31.2K
GEOS icon
2875
Geospace Technologies
GEOS
$88.7M
$574K ﹤0.01%
+21,668
New +$628K
113 114
115
116 117

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.