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
SD
2451
DELISTED
SANDRIDGE ENERGY, INC.
SD
$1.07M ﹤0.01%
585,924
+354,188
+153% +$1.16M
ACAT
2452
DELISTED
Arctic Cat Inc
ACAT
$1.06M ﹤0.01%
29,988
-8,335
-22% -$275K
BLX icon
2453
Bladex Inc
BLX
$2.26B
$1.06M ﹤0.01%
35,332
-297
-0.8% -$9.43K
ORN icon
2454
Orion Group Holdings
ORN
$485M
$1.06M ﹤0.01%
96,106
-8,362
-8% -$87.4K
QQQ icon
2455
Invesco QQQ Trust
QQQ
$445B
$1.06M ﹤0.01%
10,284
– –
SP
2456
DELISTED
SP Plus Corporation
SP
$1.06M ﹤0.01%
42,092
-6,889
-14% -$149K
ZQK
2457
DELISTED
QUICKSILVER,INC.
ZQK
$1.06M ﹤0.01%
480,289
+86,704
+22% +$166K
RNWK
2458
DELISTED
RealNetworks Inc
RNWK
$1.06M ﹤0.01%
150,691
-18,736
-11% -$128K
SIR
2459
DELISTED
SELECT INCOME REIT
SIR
$1.06M ﹤0.01%
98,769
+5,767
+6% +$61K
WEB
2460
DELISTED
Web.com Group, Inc.
WEB
$1.06M ﹤0.01%
55,753
-18,559
-25% -$339K
HYG icon
2461
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$1.06M ﹤0.01%
11,792
-60,890
-84% -$5.54M
JOBS
2462
DELISTED
51job Inc
JOBS
$1.05M ﹤0.01%
29,419
-1,585
-5% -$52.8K
AIQ
2463
DELISTED
Alliance Healthcare Services
AIQ
$1.05M ﹤0.01%
50,155
-827
-2% -$18.5K
IVE icon
2464
iShares S&P 500 Value ETF
IVE
$49.6B
$1.05M ﹤0.01%
+11,220
New +$1.03M
PQUE
2465
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$1.05M ﹤0.01%
280,675
-10,542
-4% -$39.4K
FORM icon
2466
FormFactor
FORM
$6.88B
$1.05M ﹤0.01%
121,961
-59,005
-33% -$463K
ABCB icon
2467
Ameris Bancorp
ABCB
$5.9B
$1.05M ﹤0.01%
40,887
-17,601
-30% -$435K
AUO
2468
DELISTED
AU Optronics Corp
AUO
$1.05M ﹤0.01%
205,863
+12,896
+7% +$58.9K
SJR
2469
DELISTED
Shaw Communications Inc.
SJR
$1.04M ﹤0.01%
38,712
+5,117
+15% +$133K
RITM icon
2470
Rithm Capital
RITM
$5.46B
$1.04M ﹤0.01%
81,751
+16,145
+25% +$204K
SNEX icon
2471
StoneX
SNEX
$8.99B
$1.04M ﹤0.01%
256,892
+4,830
+2% +$17.2K
CFNL
2472
DELISTED
Cardinal Financial Corp
CFNL
$1.04M ﹤0.01%
52,651
+686
+1% +$12.7K
WPZ
2473
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$1.04M ﹤0.01%
24,743
+5,105
+26% +$240K
DALN
2474
DELISTED
DallasNews
DALN
$1.04M ﹤0.01%
25,093
-1,669
-6% -$77.5K
HPP
2475
Hudson Pacific Properties
HPP
$765M
$1.04M ﹤0.01%
4,949
+664
+15% +$128K
97 98
99
100 101

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.