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
RYAM icon
2201
Rayonier Advanced Materials
RYAM
$562M
$1.44M ﹤0.01%
64,696
+17,785
+38% +$470K
FCNCA icon
2202
First Citizens BancShares
FCNCA
$24.7B
$1.44M ﹤0.01%
+5,696
New +$1.38M
GMK
2203
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.44M ﹤0.01%
34,604
-1,957
-5% -$83.8K
CVE icon
2204
Cenovus Energy
CVE
$54.2B
$1.44M ﹤0.01%
69,787
+4,240
+6% +$97.7K
SMP icon
2205
Standard Motor Products
SMP
$902M
$1.44M ﹤0.01%
37,703
-73
-0.2% -$2.74K
ISLE
2206
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.44M ﹤0.01%
171,661
+1,321
+0.8% +$9.7K
DDD icon
2207
3D Systems Corp
DDD
$405M
$1.43M ﹤0.01%
43,598
-2,966
-6% -$107K
TISI icon
2208
Team
TISI
$80.6M
$1.43M ﹤0.01%
3,541
+2
+0.1% +$801
WW
2209
DELISTED
WW International
WW
$1.43M ﹤0.01%
57,672
+29,561
+105% +$794K
SGEN
2210
DELISTED
Seagen Inc. Common Stock
SGEN
$1.43M ﹤0.01%
44,485
-8,838
-17% -$308K
AKO.B icon
2211
Embotelladora Andina Series B
AKO.B
$4.62B
$1.43M ﹤0.01%
83,838
+67
+0.1% +$1.23K
COF.PRP.CL
2212
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.42M ﹤0.01%
58,328
+1,370
+2% +$33K
IWN icon
2213
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.42M ﹤0.01%
+13,983
New +$1.37M
VVX icon
2214
V2X
VVX
$2.7B
$1.42M ﹤0.01%
51,876
-1,184
-2% -$30K
STM icon
2215
STMicroelectronics
STM
$43.1B
$1.42M ﹤0.01%
189,874
+18,525
+11% +$134K
ARGO
2216
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.42M ﹤0.01%
35,572
-514
-1% -$20.1K
SGI
2217
DELISTED
Silicon Graphics Intl.
SGI
$1.42M ﹤0.01%
124,633
-32,674
-21% -$312K
ACIC icon
2218
American Coastal Insurance
ACIC
$536M
$1.42M ﹤0.01%
64,469
+14,633
+29% +$272K
HOPE icon
2219
Hope Bancorp
HOPE
$1.8B
$1.42M ﹤0.01%
98,420
+10,498
+12% +$148K
EQM
2220
DELISTED
EQM Midstream Partners, LP
EQM
$1.41M ﹤0.01%
+16,072
New +$1.39M
NKTR icon
2221
Nektar Therapeutics
NKTR
$2.39B
$1.41M ﹤0.01%
6,063
-760
-11% -$162K
AMTG
2222
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$1.41M ﹤0.01%
89,426
+38,338
+75% +$621K
AMBA icon
2223
Ambarella
AMBA
$3.04B
$1.41M ﹤0.01%
27,786
+3,870
+16% +$181K
HZO icon
2224
MarineMax
HZO
$748M
$1.41M ﹤0.01%
70,078
-6,698
-9% -$123K
FBR
2225
DELISTED
Fibria Celulose Sa
FBR
$1.41M ﹤0.01%
115,810
+20,397
+21% +$235K
87 88
89
90 91

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.