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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
TROW icon
276
T. Rowe Price
TROW
$25B
$34.6M 0.07%
403,281
+21,149
+6% +$1.72M
EEM icon
277
iShares MSCI Emerging Markets ETF
EEM
$28B
$34.6M 0.07%
880,931
+177,286
+25% +$7.21M
FIS icon
278
Fidelity National Information Services
FIS
$21.5B
$34.6M 0.07%
555,564
+12,237
+2% +$719K
CME icon
279
CME Group
CME
$92.2B
$34.5M 0.07%
388,615
+23,389
+6% +$1.98M
KSU
280
DELISTED
Kansas City Southern
KSU
$34.4M 0.07%
282,191
+8,316
+3% +$995K
SWY
281
DELISTED
SAFEWAY INC
SWY
$34.4M 0.07%
979,992
+76,912
+9% +$2.66M
DVA icon
282
DaVita
DVA
$15.1B
$34.4M 0.07%
454,387
-50,815
-10% -$3.83M
CIB icon
283
Grupo Cibest SA
CIB
$20.4B
$34.4M 0.07%
717,856
-25,153
-3% -$1.34M
DG icon
284
Dollar General
DG
$25.9B
$34.3M 0.07%
485,530
+286,154
+144% +$18.6M
CF icon
285
CF Industries
CF
$19.2B
$34.2M 0.07%
627,690
+32,125
+5% +$1.69M
DTE icon
286
DTE Energy
DTE
$31.1B
$33.8M 0.07%
460,139
+10,940
+2% +$760K
PLD icon
287
Prologis
PLD
$138B
$33.5M 0.07%
777,719
+96,849
+14% +$3.97M
EEP
288
DELISTED
Enbridge Energy Partners
EEP
$33.5M 0.07%
838,402
+100,343
+14% +$3.76M
HOG icon
289
Harley-Davidson
HOG
$2.68B
$33.4M 0.07%
507,153
-96,923
-16% -$6.26M
ADI icon
290
Analog Devices
ADI
$181B
$33.4M 0.07%
600,752
+16,381
+3% +$836K
AZO icon
291
AutoZone
AZO
$48.3B
$33.3M 0.07%
53,849
-2,054
-4% -$1.16M
MAR icon
292
Marriott International
MAR
$98.7B
$33.2M 0.07%
424,859
-3,745
-0.9% -$276K
TSM icon
293
TSMC
TSM
$2.09T
$33.1M 0.07%
1,478,279
+30,713
+2% +$669K
NI icon
294
NiSource
NI
$22.4B
$33M 0.07%
1,981,552
+7,968
+0.4% +$130K
GAP
295
The Gap Inc
GAP
$6.84B
$33M 0.07%
784,323
-14,136
-2% -$554K
UNM icon
296
Unum
UNM
$13.8B
$33M 0.07%
945,968
-19,204
-2% -$648K
CMG icon
297
Chipotle Mexican Grill
CMG
$40.8B
$32.9M 0.07%
2,405,550
-132,850
-5% -$1.74M
AMG icon
298
Affiliated Managers Group
AMG
$9.46B
$32.9M 0.07%
154,789
+11,485
+8% +$2.28M
PCAR icon
299
PACCAR
PCAR
$69.6B
$32.3M 0.07%
711,536
+46,280
+7% +$2M
PRE
300
DELISTED
PARTNERRE LTD
PRE
$32.2M 0.07%
282,454
-3,315
-1% -$378K
10 11
12
13 14

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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.