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
ZNGA
1626
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.89M 0.01%
1,086,683
-27,874
-3% -$70.5K
FMER
1627
DELISTED
FIRSTMERIT CORP
FMER
$2.89M 0.01%
153,021
+30,627
+25% +$551K
PFS icon
1628
Provident Financial Services
PFS
$3.15B
$2.89M 0.01%
159,793
-10,889
-6% -$190K
PIPR icon
1629
Piper Sandler
PIPR
$5.24B
$2.88M 0.01%
198,420
+27,948
+16% +$384K
RMBS icon
1630
Rambus
RMBS
$9.49B
$2.87M 0.01%
258,966
-50,539
-16% -$572K
NTCT icon
1631
NETSCOUT
NTCT
$2.89B
$2.87M 0.01%
78,584
-3,621
-4% -$136K
FCF icon
1632
First Commonwealth Financial
FCF
$2.17B
$2.87M 0.01%
311,149
+729
+0.2% +$6.56K
VECO icon
1633
Veeco
VECO
$2.79B
$2.86M 0.01%
81,983
+579
+0.7% +$20.2K
AIMC
1634
DELISTED
Altra Industrial Motion Corp
AIMC
$2.86M 0.01%
100,617
-2,716
-3% -$80.3K
GLPI icon
1635
Gaming and Leisure Properties
GLPI
$13B
$2.85M 0.01%
97,242
+4,141
+4% +$128K
CUZ icon
1636
Cousins Properties
CUZ
$5.22B
$2.85M 0.01%
88,477
-2,333
-3% -$79.6K
CBU icon
1637
Community Bank
CBU
$3.4B
$2.85M 0.01%
74,722
-2,523
-3% -$92.6K
MPT
1638
Medical Properties Trust
MPT
$2.89B
$2.85M 0.01%
206,693
+23,267
+13% +$312K
WCN
1639
Waste Connections
WCN
$42.7B
$2.85M 0.01%
97,113
-33,660
-26% -$1.06M
CCO icon
1640
Clear Channel Outdoor Holdings
CCO
$1.23B
$2.85M 0.01%
268,632
+7,600
+3% +$59.1K
SAH icon
1641
Sonic Automotive
SAH
$3.31B
$2.84M 0.01%
104,981
+207
+0.2% +$5.23K
BRS
1642
DELISTED
Bristow Group, Inc.
BRS
$2.84M 0.01%
43,144
+6,459
+18% +$436K
CWEI
1643
DELISTED
Clayton Williams Energy, Inc.
CWEI
$2.83M 0.01%
44,397
+4,277
+11% +$312K
GEO icon
1644
The GEO Group
GEO
$4.11B
$2.83M 0.01%
105,204
-20,160
-16% -$526K
MSCI icon
1645
MSCI
MSCI
$42.1B
$2.83M 0.01%
59,662
-2,074
-3% -$97.1K
TRCO
1646
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$2.83M 0.01%
+47,340
New +$2.91M
SID icon
1647
Companhia Siderúrgica Nacional
SID
$1.46B
$2.83M 0.01%
1,358,941
+74,861
+6% +$208K
NPBC
1648
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.83M 0.01%
268,683
+4,476
+2% +$45.2K
CTRN icon
1649
Citi Trends
CTRN
$559M
$2.83M 0.01%
111,864
-11,857
-10% -$271K
EGBN icon
1650
Eagle Bancorp
EGBN
$866M
$2.83M 0.01%
79,526
-4,795
-6% -$165K
64 65
66
67 68

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.