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
BHE icon
1201
Benchmark Electronics
BHE
$2.86B
$4.71M 0.01%
185,352
+26,277
+17% +$617K
ACC
1202
DELISTED
American Campus Communities, Inc.
ACC
$4.71M 0.01%
113,997
+16,922
+17% +$666K
BKH icon
1203
Black Hills Corp
BKH
$5.68B
$4.71M 0.01%
88,771
-1,957
-2% -$103K
THO icon
1204
Thor Industries
THO
$3.98B
$4.71M 0.01%
84,242
-4,902
-5% -$264K
POLY
1205
DELISTED
Plantronics, Inc.
POLY
$4.7M 0.01%
88,684
+425
+0.5% +$21.4K
IWM icon
1206
iShares Russell 2000 ETF
IWM
$80.3B
$4.7M 0.01%
39,248
+10,276
+35% +$1.18M
ZTR
1207
Virtus Total Return Fund
ZTR
$340M
$4.68M 0.01%
334,134
+15,317
+5% +$211K
DCM
1208
DELISTED
NTT DOCOMO, Inc.
DCM
$4.68M 0.01%
320,642
-4,392
-1% -$69K
EEFT icon
1209
Euronet Worldwide
EEFT
$3.01B
$4.67M 0.01%
85,157
-5,504
-6% -$294K
TX icon
1210
Ternium
TX
$9.37B
$4.65M 0.01%
263,697
-383
-0.1% -$7.7K
MBFI
1211
DELISTED
MB Financial Corp
MBFI
$4.65M 0.01%
141,426
-10,097
-7% -$308K
PMC
1212
DELISTED
PharMerica Corporation
PMC
$4.63M 0.01%
223,619
-1,394
-0.6% -$33.1K
DEI icon
1213
Douglas Emmett
DEI
$2.03B
$4.63M 0.01%
162,836
+52,320
+47% +$1.44M
BWXT icon
1214
BWX Technologies
BWXT
$16.2B
$4.62M 0.01%
213,318
+13,485
+7% +$283K
AVNT icon
1215
Avient
AVNT
$3.34B
$4.61M 0.01%
121,717
+14,100
+13% +$515K
CBL
1216
DELISTED
CBL& Associates Properties, Inc.
CBL
$4.61M 0.01%
237,463
+1,895
+0.8% +$35.7K
NEU icon
1217
NewMarket
NEU
$7.13B
$4.6M 0.01%
11,409
+701
+7% +$270K
EQC
1218
DELISTED
Equity Commonwealth
EQC
$4.6M 0.01%
179,168
+12,506
+8% +$319K
OUTR
1219
DELISTED
OUTERWALL INC
OUTR
$4.59M 0.01%
61,085
+31,201
+104% +$2M
HXL icon
1220
Hexcel
HXL
$8.28B
$4.59M 0.01%
110,731
+11,144
+11% +$459K
GTIV
1221
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$4.59M 0.01%
240,730
+12,928
+6% +$247K
UHAL icon
1222
U-Haul Holding Co
UHAL
$14.3B
$4.57M 0.01%
160,820
-50
-0% -$1.35K
MITSY
1223
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$4.57M 0.01%
17,025
-1,500
-8% -$402K
ADEA icon
1224
Adeia
ADEA
$2.88B
$4.56M 0.01%
481,614
-43,609
-8% -$360K
HUB.B
1225
DELISTED
HUBBELL INC CL-B
HUB.B
$4.55M 0.01%
42,639
-16,031
-27% -$1.75M
47 48
49
50 51

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.