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
AMT icon
151
American Tower
AMT
$77.7B
$62.9M 0.13%
636,719
+86,323
+16% +$8.48M
EIX icon
152
Edison International
EIX
$30.7B
$62.8M 0.13%
959,037
+21,697
+2% +$1.35M
LO
153
DELISTED
LORILLARD INC COM STK
LO
$62.5M 0.13%
992,898
+562
+0.1% +$34.8K
AMP icon
154
Ameriprise Financial
AMP
$46.8B
$62.2M 0.13%
470,018
-11,823
-2% -$1.5M
STT icon
155
State Street
STT
$50.9B
$62.1M 0.13%
791,557
-21,833
-3% -$1.64M
M icon
156
Macy's
M
$6.15B
$62.1M 0.13%
944,762
-51,394
-5% -$3.11M
INFY icon
157
Infosys
INFY
$45B
$62M 0.13%
7,889,404
-576,452
-7% -$4.67M
LUV icon
158
Southwest Airlines
LUV
$22.1B
$62M 0.13%
1,464,549
+78,078
+6% +$2.91M
CSX icon
159
CSX Corp
CSX
$98.6B
$61.4M 0.13%
5,081,883
+232,731
+5% +$2.73M
NSC icon
160
Norfolk Southern
NSC
$78.8B
$60.9M 0.13%
556,043
+29,302
+6% +$3.21M
ECL icon
161
Ecolab
ECL
$75.6B
$60.5M 0.13%
578,888
-15,738
-3% -$1.72M
KRFT
162
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$60.3M 0.13%
961,608
+10,674
+1% +$625K
CCI icon
163
Crown Castle
CCI
$32.7B
$59.9M 0.13%
760,498
+35,500
+5% +$2.84M
CI icon
164
Cigna
CI
$76.6B
$59.8M 0.13%
580,746
-16,632
-3% -$1.64M
MJN
165
DELISTED
Mead Johnson Nutrition Company
MJN
$59.7M 0.13%
594,061
-26,342
-4% -$2.63M
ADM icon
166
Archer Daniels Midland
ADM
$41.4B
$59.7M 0.13%
1,148,140
-53,348
-4% -$2.66M
CRM icon
167
Salesforce
CRM
$134B
$59.5M 0.13%
1,002,563
+48,191
+5% +$2.84M
PX
168
DELISTED
Praxair Inc
PX
$59.1M 0.12%
456,264
-7,736
-2% -$980K
CB
169
DELISTED
CHUBB CORPORATION
CB
$58.9M 0.12%
568,958
+5,035
+0.9% +$501K
BLK icon
170
Blackrock
BLK
$164B
$58.7M 0.12%
164,264
+1,775
+1% +$606K
ETR icon
171
Entergy
ETR
$54.1B
$58.2M 0.12%
1,329,974
+219,140
+20% +$9.09M
APD icon
172
Air Products & Chemicals
APD
$66.3B
$57.8M 0.12%
433,173
+28,571
+7% +$3.61M
APC
173
DELISTED
Anadarko Petroleum
APC
$57.5M 0.12%
696,416
-4,427
-0.6% -$386K
PEG icon
174
Public Service Enterprise Group
PEG
$39.8B
$57.4M 0.12%
1,385,500
+62,423
+5% +$2.51M
RAI
175
DELISTED
Reynolds American Inc
RAI
$55.6M 0.12%
1,729,290
-287,746
-14% -$9.11M
5 6
7
8 9

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.