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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
STX icon
251
Seagate
STX
$193B
$38.9M 0.08%
585,545
+25,257
+5% +$1.57M
CP icon
252
Canadian Pacific Kansas City
CP
$82B
$38.7M 0.08%
1,003,125
-179,575
-15% -$7.11M
HSY icon
253
Hershey
HSY
$35.4B
$38.6M 0.08%
371,622
-10,406
-3% -$1.01M
TV icon
254
Televisa
TV
$1.45B
$38.4M 0.08%
1,127,230
-92,486
-8% -$3.21M
DVN icon
255
Devon Energy
DVN
$51.9B
$38.2M 0.08%
624,462
+16,243
+3% +$984K
TSN icon
256
Tyson Foods
TSN
$20.2B
$38.1M 0.08%
949,495
-145,756
-13% -$5.91M
JWN
257
DELISTED
Nordstrom
JWN
$38M 0.08%
478,102
+9,228
+2% +$678K
LVLT
258
DELISTED
Level 3 Communications Inc
LVLT
$37.7M 0.08%
764,450
+343,146
+81% +$15.9M
MRSH
259
Marsh
MRSH
$86.3B
$37.6M 0.08%
656,992
-4,244
-0.6% -$233K
FAST icon
260
Fastenal
FAST
$54B
$37.5M 0.08%
3,157,500
+558,360
+21% +$6.25M
CLX icon
261
Clorox
CLX
$11.6B
$37.2M 0.08%
357,267
-3,588
-1% -$359K
XRX icon
262
Xerox
XRX
$337M
$37M 0.08%
1,014,206
+15,076
+2% +$532K
RDS.A
263
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$36.4M 0.08%
544,380
+21,102
+4% +$1.46M
TTE icon
264
TotalEnergies
TTE
$193B
$36M 0.08%
703,287
+46,838
+7% +$2.64M
ETN icon
265
Eaton
ETN
$157B
$36M 0.08%
529,257
+3,160
+0.6% +$208K
BFH icon
266
Bread Financial
BFH
$4.21B
$36M 0.08%
157,507
+20,276
+15% +$4.44M
PCG icon
267
PG&E
PCG
$47.8B
$35.8M 0.08%
672,017
+70,859
+12% +$3.51M
EQR icon
268
Equity Residential
EQR
$25.4B
$35.7M 0.08%
496,826
+60,610
+14% +$4.2M
AA icon
269
Alcoa
AA
$11.7B
$35.6M 0.08%
938,093
+15,310
+2% +$593K
BEN icon
270
Franklin Resources
BEN
$16.9B
$35.5M 0.07%
641,070
-31,739
-5% -$1.75M
BPL
271
DELISTED
Buckeye Partners, L.P.
BPL
$35.3M 0.07%
466,949
+76,214
+20% +$5.87M
ZBH icon
272
Zimmer Biomet
ZBH
$17.7B
$35.2M 0.07%
320,016
+2,933
+0.9% +$309K
NBL
273
DELISTED
Noble Energy, Inc.
NBL
$35.1M 0.07%
739,683
-61,144
-8% -$3.31M
FCX icon
274
Freeport-McMoran
FCX
$90B
$34.8M 0.07%
1,491,749
-137,182
-8% -$3.79M
SNDK
275
DELISTED
SANDISK CORP
SNDK
$34.8M 0.07%
355,496
-10,923
-3% -$1.04M
9 10
11
12 13

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MCM
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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.