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
HTLD icon
926
Heartland Express
HTLD
$1.06B
$6.86M 0.01%
253,955
+16,680
+7% +$422K
SCI icon
927
Service Corp International
SCI
$11.4B
$6.83M 0.01%
300,795
-6,224
-2% -$136K
SMG icon
928
ScottsMiracle-Gro
SMG
$4.04B
$6.79M 0.01%
108,931
-12,345
-10% -$735K
CLH icon
929
Clean Harbors
CLH
$16B
$6.75M 0.01%
140,389
-3,992
-3% -$195K
EOI
930
Eaton Vance Enhanced Equity Income Fund
EOI
$807M
$6.73M 0.01%
487,948
-43,294
-8% -$592K
BRFS
931
DELISTED
BRF SA
BRFS
$6.73M 0.01%
288,041
+3,637
+1% +$89K
ENH
932
DELISTED
Endurance Specialty Holdings Ltd
ENH
$6.71M 0.01%
112,078
-5,488
-5% -$316K
SON icon
933
Sonoco
SON
$5.81B
$6.7M 0.01%
153,256
-11,406
-7% -$472K
IGR
934
CBRE Global Real Estate Income Fund
IGR
$713M
$6.69M 0.01%
743,737
+31,945
+4% +$278K
QGENF
935
DELISTED
QIAGEN NV
QGENF
$6.68M 0.01%
284,578
+12,750
+5% +$299K
SKX
936
DELISTED
Skechers
SKX
$6.67M 0.01%
362,406
-101,079
-22% -$1.89M
INCY icon
937
Incyte
INCY
$23.8B
$6.67M 0.01%
91,279
+46,918
+106% +$3.07M
REP
938
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$6.67M 0.01%
358,895
+51,255
+17% +$952K
INVX
939
Innovex International
INVX
$1.85B
$6.66M 0.01%
86,808
+37,577
+76% +$3.13M
CAJ
940
DELISTED
Canon, Inc.
CAJ
$6.66M 0.01%
210,353
+24,755
+13% +$782K
CST
941
DELISTED
CST Brands, Inc.
CST
$6.64M 0.01%
152,307
+32,327
+27% +$1.3M
ALR
942
DELISTED
Alere Inc
ALR
$6.63M 0.01%
174,430
-10,197
-6% -$393K
MDU icon
943
MDU Resources
MDU
$4.37B
$6.63M 0.01%
741,625
-55,622
-7% -$537K
BGB
944
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$6.62M 0.01%
401,707
+40,276
+11% +$657K
IBKR icon
945
Interactive Brokers
IBKR
$40.5B
$6.62M 0.01%
907,528
-212,052
-19% -$1.42M
DRC
946
DELISTED
DRESSER-RAND GROUP INC
DRC
$6.62M 0.01%
80,865
+28,176
+53% +$2.29M
WBC
947
DELISTED
WABCO HOLDINGS INC.
WBC
$6.6M 0.01%
63,029
+5,315
+9% +$526K
O icon
948
Realty Income
O
$61.3B
$6.6M 0.01%
142,759
+21,345
+18% +$946K
SPXC icon
949
SPX Corp
SPXC
$10.9B
$6.59M 0.01%
304,385
+15,697
+5% +$351K
CPAY icon
950
Corpay
CPAY
$25B
$6.58M 0.01%
44,263
+2,179
+5% +$314K
36 37
38
39 40

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.