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
LPX icon
2101
Louisiana-Pacific
LPX
$5.14B
$1.69M ﹤0.01%
101,771
+41,243
+68% +$617K
WPP
2102
DELISTED
WAUSAU PAPER CORP.
WPP
$1.68M ﹤0.01%
148,003
+5,678
+4% +$55.9K
GEF icon
2103
Greif
GEF
$4.95B
$1.68M ﹤0.01%
35,613
-517
-1% -$23.1K
TS icon
2104
Tenaris
TS
$28.2B
$1.68M ﹤0.01%
55,665
-22,544
-29% -$806K
WIT icon
2105
Wipro
WIT
$19.5B
$1.68M ﹤0.01%
792,571
-146,677
-16% -$333K
ALGT icon
2106
Allegiant Air
ALGT
$2.57B
$1.68M ﹤0.01%
11,185
+834
+8% +$109K
BCC icon
2107
Boise Cascade
BCC
$2.73B
$1.68M ﹤0.01%
45,178
+9,024
+25% +$311K
CPE
2108
DELISTED
Callon Petroleum Company
CPE
$1.68M ﹤0.01%
30,776
+2,273
+8% +$134K
FEIC
2109
DELISTED
FEI COMPANY
FEIC
$1.68M ﹤0.01%
18,545
-1,858
-9% -$155K
BLOX
2110
DELISTED
Infoblox Inc
BLOX
$1.67M ﹤0.01%
82,598
+30,449
+58% +$509K
ADX icon
2111
Adams Diversified Equity Fund
ADX
$3.01B
$1.66M ﹤0.01%
121,570
+23,843
+24% +$330K
UPL
2112
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$1.66M ﹤0.01%
126,405
-16,121
-11% -$325K
AXLL
2113
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.66M ﹤0.01%
39,141
+1,254
+3% +$51K
MRCY icon
2114
Mercury Systems
MRCY
$5.41B
$1.66M ﹤0.01%
119,235
+19,184
+19% +$246K
NUAN
2115
DELISTED
Nuance Communications, Inc.
NUAN
$1.66M ﹤0.01%
134,055
-101,440
-43% -$1.3M
JTP
2116
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.66M ﹤0.01%
205,423
+10,948
+6% +$90.7K
MUS
2117
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.66M ﹤0.01%
124,294
+1,326
+1% +$17.6K
CNS icon
2118
Cohen & Steers
CNS
$4.2B
$1.65M ﹤0.01%
39,233
+3,131
+9% +$131K
OGS icon
2119
ONE Gas
OGS
$5.01B
$1.65M ﹤0.01%
40,060
-419
-1% -$16.3K
SKH
2120
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$1.65M ﹤0.01%
192,275
+489
+0.3% +$3.45K
BURL icon
2121
Burlington
BURL
$23.4B
$1.65M ﹤0.01%
34,828
+18,107
+108% +$770K
TGS icon
2122
Transportadora de Gas del Sur
TGS
$4.48B
$1.65M ﹤0.01%
487,990
-6,239
-1% -$20.2K
PKOH icon
2123
Park-Ohio Holdings
PKOH
$550M
$1.64M ﹤0.01%
26,041
-3,634
-12% -$201K
ATE
2124
DELISTED
Advantest Corp
ATE
$1.64M ﹤0.01%
132,541
+16,001
+14% +$193K
OLN icon
2125
Olin
OLN
$2.53B
$1.64M ﹤0.01%
72,034
-30,270
-30% -$737K
83 84
85
86 87

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.