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
TUP
1276
DELISTED
Tupperware Brands Corporation
TUP
$4.21M 0.01%
66,883
+3,647
+6% +$238K
AKR icon
1277
Acadia Realty Trust
AKR
$2.99B
$4.21M 0.01%
131,442
+4,469
+4% +$138K
AAT
1278
American Assets Trust
AAT
$1.49B
$4.19M 0.01%
105,341
+4,669
+5% +$177K
EAD
1279
Allspring Income Opportunities Fund
EAD
$372M
$4.19M 0.01%
471,642
+20,843
+5% +$186K
WBMD
1280
DELISTED
WebMD Health Corp.
WBMD
$4.19M 0.01%
105,973
-594
-0.6% -$22.8K
CBSH icon
1281
Commerce Bancshares
CBSH
$8.49B
$4.19M 0.01%
164,706
+23,570
+17% +$587K
IPHS
1282
DELISTED
Innophos Holdings, Inc.
IPHS
$4.19M 0.01%
71,610
+4,509
+7% +$253K
TRMB icon
1283
Trimble
TRMB
$13B
$4.18M 0.01%
157,637
-52,143
-25% -$1.47M
CTRX
1284
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$4.18M 0.01%
80,806
+25,038
+45% +$1.18M
GIII icon
1285
G-III Apparel Group
GIII
$1.52B
$4.18M 0.01%
82,750
-886
-1% -$38.1K
HOUS
1286
DELISTED
Anywhere Real Estate
HOUS
$4.17M 0.01%
93,809
-13,138
-12% -$546K
WFT
1287
DELISTED
Weatherford International plc
WFT
$4.17M 0.01%
364,455
-16,990
-4% -$255K
ECHO
1288
EchoStar
ECHO
$25.1B
$4.17M 0.01%
98,003
-13,366
-12% -$531K
NPO icon
1289
Enpro
NPO
$6.95B
$4.16M 0.01%
66,227
+823
+1% +$51.8K
PAG icon
1290
Penske Automotive Group
PAG
$14.2B
$4.15M 0.01%
84,587
-4,847
-5% -$221K
AFFX
1291
DELISTED
Affymetrix Inc
AFFX
$4.15M 0.01%
420,555
-154,973
-27% -$1.35M
H icon
1292
Hyatt Hotels
H
$18B
$4.14M 0.01%
68,749
+9,896
+17% +$581K
CBST
1293
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$4.14M 0.01%
41,089
-1,036
-2% -$80.5K
LFC
1294
DELISTED
China Life Insurance Company Ltd.
LFC
$4.13M 0.01%
211,296
+19,950
+10% +$314K
TVTY
1295
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.13M 0.01%
207,661
-10,349
-5% -$169K
ENB icon
1296
Enbridge
ENB
$121B
$4.13M 0.01%
80,228
+12,144
+18% +$572K
CPHD
1297
DELISTED
Cepheid Inc
CPHD
$4.12M 0.01%
76,171
+35,528
+87% +$1.8M
OZK icon
1298
Bank OZK
OZK
$5.5B
$4.12M 0.01%
108,607
+864
+0.8% +$30.2K
TRS icon
1299
TriMas Corp
TRS
$1.45B
$4.12M 0.01%
165,086
+30,441
+23% +$718K
GPRE icon
1300
Green Plains
GPRE
$1.15B
$4.11M 0.01%
165,892
-24,765
-13% -$742K
50 51
52
53 54

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.