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
TTWO icon
1001
Take-Two Interactive
TTWO
$45B
$5.99M 0.01%
213,769
+41,395
+24% +$1.06M
SNI
1002
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.99M 0.01%
79,611
+8,033
+11% +$613K
SKT icon
1003
Tanger
SKT
$4.8B
$5.98M 0.01%
161,804
+7,024
+5% +$251K
WTS icon
1004
Watts Water Technologies
WTS
$11.5B
$5.98M 0.01%
94,255
-5,375
-5% -$327K
EHC icon
1005
Encompass Health
EHC
$11.3B
$5.98M 0.01%
195,399
-10,758
-5% -$335K
SONY icon
1006
Sony
SONY
$130B
$5.98M 0.01%
1,460,005
+75,735
+5% +$299K
CORE
1007
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.97M 0.01%
192,860
+6,672
+4% +$194K
WRB icon
1008
W.R. Berkley
WRB
$28.1B
$5.96M 0.01%
392,475
+71,398
+22% +$1.07M
KEYS icon
1009
Keysight
KEYS
$53.3B
$5.96M 0.01%
+176,450
New +$5.76M
SRC
1010
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$5.95M 0.01%
111,558
+7,609
+7% +$396K
BKT icon
1011
BlackRock Income Trust
BKT
$330M
$5.93M 0.01%
308,989
+1,945
+0.6% +$37.3K
SCM
1012
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$5.93M 0.01%
113,097
+4,447
+4% +$233K
TKC icon
1013
Turkcell
TKC
$4.8B
$5.93M 0.01%
392,186
+11,766
+3% +$171K
NTT
1014
DELISTED
Nippon Telegraph & Telephone
NTT
$5.92M 0.01%
231,291
-12,191
-5% -$342K
PTC icon
1015
PTC
PTC
$14.4B
$5.9M 0.01%
160,993
-19,890
-11% -$736K
PPT
1016
Franklin Premier Income Trust
PPT
$323M
$5.9M 0.01%
1,123,312
+24,056
+2% +$129K
SFLY
1017
DELISTED
Shutterfly, Inc.
SFLY
$5.89M 0.01%
141,380
+8,908
+7% +$380K
BDC icon
1018
Belden
BDC
$4.07B
$5.89M 0.01%
74,752
-136
-0.2% -$9.64K
RJF icon
1019
Raymond James Financial
RJF
$33.3B
$5.88M 0.01%
154,080
+11,929
+8% +$438K
BN icon
1020
Brookfield
BN
$103B
$5.87M 0.01%
499,775
+13,190
+3% +$148K
MTOR
1021
DELISTED
MERITOR, Inc.
MTOR
$5.86M 0.01%
386,805
-42,965
-10% -$545K
HE icon
1022
Hawaiian Electric Industries
HE
$2.28B
$5.86M 0.01%
175,007
-13,711
-7% -$399K
ST icon
1023
Sensata Technologies
ST
$6.72B
$5.84M 0.01%
111,509
-8,773
-7% -$426K
QEP
1024
DELISTED
QEP RESOURCES, INC.
QEP
$5.84M 0.01%
288,873
+59,078
+26% +$1.38M
BMA icon
1025
Banco Macro
BMA
$5.83B
$5.84M 0.01%
133,544
-103,302
-44% -$4.09M
39 40
41
42 43

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.