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
VET icon
3076
Vermilion Energy
VET
$1.62B
$382K ﹤0.01%
+7,793
New +$405K
MGI
3077
DELISTED
MoneyGram International, Inc. New
MGI
$382K ﹤0.01%
41,973
+19,254
+85% +$191K
VIA
3078
DELISTED
Viacom Inc. Class A
VIA
$382K ﹤0.01%
+5,064
New +$371K
KEG
3079
DELISTED
KEY ENERGY SERVICES INC
KEG
$382K ﹤0.01%
228,732
+18,943
+9% +$31.6K
CSTE icon
3080
Caesarstone
CSTE
$75.7M
$380K ﹤0.01%
6,346
-7,997
-56% -$454K
PRE.PRE.CL
3081
DELISTED
Partnerre Ltd
PRE.PRE.CL
$380K ﹤0.01%
14,269
+372
+3% +$10.1K
NBIX icon
3082
Neurocrine Biosciences
NBIX
$17.7B
$379K ﹤0.01%
16,971
-604
-3% -$11.4K
UCTT
3083
Ultra Clean Holdings
UCTT
$3.9B
$378K ﹤0.01%
40,785
+755
+2% +$6.39K
TDAY
3084
USA Today Co
TDAY
$1.22B
$377K ﹤0.01%
+15,935
New +$314K
PWRD
3085
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$377K ﹤0.01%
23,898
-19,411
-45% -$362K
PBPB
3086
DELISTED
Potbelly
PBPB
$374K ﹤0.01%
+29,042
New +$367K
DUKH
3087
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$374K ﹤0.01%
15,014
+427
+3% +$10.4K
SPA
3088
DELISTED
Sparton
SPA
$374K ﹤0.01%
13,194
– –
INFI
3089
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$373K ﹤0.01%
22,109
+4,279
+24% +$62.3K
AXS.PRC.CL
3090
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$372K ﹤0.01%
13,920
+366
+3% +$9.75K
MBII
3091
DELISTED
Marrone Bio Innovations, Inc.
MBII
$371K ﹤0.01%
102,817
+73,208
+247% +$194K
MRGE
3092
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$370K ﹤0.01%
103,905
-15,883
-13% -$46.9K
HERO
3093
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$368K ﹤0.01%
367,947
-108,442
-23% -$159K
OREX
3094
DELISTED
Orexigen Therapeutics, Inc.
OREX
$368K ﹤0.01%
6,065
-287
-5% -$14.4K
SHI
3095
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$367K ﹤0.01%
12,510
-291
-2% -$9.1K
APTS
3096
DELISTED
Preferred Apartment Communities, Inc.
APTS
$367K ﹤0.01%
+40,306
New +$347K
WIFI
3097
DELISTED
Boingo Wireless, Inc.
WIFI
$367K ﹤0.01%
47,854
+14,899
+45% +$111K
STT.PRC.CL
3098
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$367K ﹤0.01%
15,985
+450
+3% +$10.7K
PSEC icon
3099
Prospect Capital
PSEC
$1.12B
$366K ﹤0.01%
44,354
-20,756
-32% -$191K
XLI icon
3100
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
$366K ﹤0.01%
+6,463
New +$355K
122 123
124
125 126

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.