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
MTSI icon
3051
MACOM Technology Solutions
MTSI
$20.1B
$404K ﹤0.01%
12,907
+31
+0.2% +$767
O.PRF.CL
3052
DELISTED
Realty Income Corporation
O.PRF.CL
$404K ﹤0.01%
15,426
+359
+2% +$9.53K
LCUT icon
3053
Lifetime Brands
LCUT
$202M
$403K ﹤0.01%
23,415
-19
-0.1% -$303
HOLI
3054
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$402K ﹤0.01%
16,455
-1,000
-6% -$23.7K
RNR.PRE
3055
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$401K ﹤0.01%
17,605
+427
+2% +$9.77K
SPPI
3056
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$397K ﹤0.01%
57,267
+6,401
+13% +$47.1K
DEL
3057
DELISTED
Deltic Timber
DEL
$397K ﹤0.01%
+5,807
New +$379K
BIN
3058
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$397K ﹤0.01%
13,195
-9,661
-42% -$276K
ANAC
3059
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$396K ﹤0.01%
+12,279
New +$369K
STNG icon
3060
Scorpio Tankers
STNG
$3.9B
$395K ﹤0.01%
4,548
-1,595
-26% -$132K
KIM.PRI.CL
3061
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$394K ﹤0.01%
15,701
+329
+2% +$8.32K
GPRO icon
3062
GoPro
GPRO
$119M
$393K ﹤0.01%
+6,211
New +$458K
GHM icon
3063
Graham Corp
GHM
$1.22B
$392K ﹤0.01%
13,613
-361
-3% -$11K
NMIH icon
3064
NMI Holdings
NMIH
$3.27B
$391K ﹤0.01%
+42,867
New +$380K
SHY icon
3065
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$391K ﹤0.01%
+4,627
New +$392K
EBSB
3066
DELISTED
Meridian Bancorp, Inc.
EBSB
$391K ﹤0.01%
34,851
+979
+3% +$10.8K
ODC icon
3067
Oil-Dri
ODC
$1.43B
$390K ﹤0.01%
23,932
+206
+0.9% +$2.98K
PSB.PRT.CL
3068
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$390K ﹤0.01%
15,804
+380
+2% +$9.39K
ESRT icon
3069
Empire State Realty Trust
ESRT
$969M
$389K ﹤0.01%
22,145
+7,674
+53% +$125K
BCOV
3070
DELISTED
Brightcove, Inc.
BCOV
$389K ﹤0.01%
49,973
+39,186
+363% +$248K
ORA icon
3071
Ormat Technologies
ORA
$6.28B
$388K ﹤0.01%
14,286
+360
+3% +$9.86K
ENLK
3072
DELISTED
EnLink Midstream Partners, LP
ENLK
$388K ﹤0.01%
+13,381
New +$386K
NWY
3073
DELISTED
New York & Co Inc
NWY
$386K ﹤0.01%
146,393
-1,871
-1% -$5.19K
AHRT
3074
AH Realty Trust
AHRT
$536M
$383K ﹤0.01%
40,394
-12,974
-24% -$121K
HSBC.PRA
3075
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$383K ﹤0.01%
14,889
+408
+3% +$10.4K
121 122
123
124 125

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.