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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
AIZ icon
326
Assurant
AIZ
$13.7B
$29.2M 0.06%
427,188
-4,824
-1% -$321K
TT icon
327
Trane Technologies
TT
$106B
$29.2M 0.06%
460,120
+1,691
+0.4% +$103K
ROST icon
328
Ross Stores
ROST
$76.6B
$29.1M 0.06%
618,254
+26,850
+5% +$1.13M
TCOM icon
329
Trip.com Group
TCOM
$27.5B
$29.1M 0.06%
1,280,210
-268
-0% -$7.02K
BBBY
330
DELISTED
Bed Bath & Beyond Inc
BBBY
$28.8M 0.06%
377,728
+16,850
+5% +$1.18M
SHW icon
331
Sherwin-Williams
SHW
$78.3B
$28.8M 0.06%
327,996
-13,473
-4% -$1.06M
WY icon
332
Weyerhaeuser
WY
$17.3B
$28.7M 0.06%
800,389
+25,124
+3% +$863K
GEN icon
333
Gen Digital
GEN
$15.6B
$28.7M 0.06%
1,119,516
-16,814
-1% -$418K
WELL icon
334
Welltower
WELL
$178B
$28.6M 0.06%
377,857
+58,025
+18% +$4.14M
CHK
335
DELISTED
Chesapeake Energy Corporation
CHK
$28.5M 0.06%
7,275
+637
+10% +$2.64M
HSIC icon
336
Henry Schein
HSIC
$9.74B
$28.4M 0.06%
531,624
-40,295
-7% -$2M
EDU icon
337
New Oriental
EDU
$7.84B
$28.3M 0.06%
1,385,808
+1,422
+0.1% +$30.9K
BAY
338
DELISTED
BAYER AG SPONS ADR
BAY
$28.3M 0.06%
206,630
+17,024
+9% +$2.33M
STJ
339
DELISTED
St Jude Medical
STJ
$28.2M 0.06%
433,791
+6,092
+1% +$392K
KSS icon
340
Kohl's
KSS
$2.03B
$28.1M 0.06%
461,161
+38,521
+9% +$2.23M
SKM icon
341
SK Telecom
SKM
$13.7B
$28.1M 0.06%
630,692
-43,663
-6% -$2.03M
IVZ icon
342
Invesco
IVZ
$13.3B
$28M 0.06%
709,323
-139,537
-16% -$5.5M
IBN icon
343
ICICI Bank
IBN
$106B
$28M 0.06%
2,665,729
-657,547
-20% -$6.71M
LEA icon
344
Lear
LEA
$7.19B
$27.9M 0.06%
467,671
-15,960
-3% -$1.47M
MCO icon
345
Moody's
MCO
$81.7B
$27.9M 0.06%
290,921
+1,892
+0.7% +$183K
FE icon
346
FirstEnergy
FE
$28.9B
$27.7M 0.06%
710,210
+232,457
+49% +$8.52M
RGP
347
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$27.6M 0.06%
1,148,751
+1,095,640
+2,063% +$31M
FISV
348
Fiserv Inc
FISV
$27.2B
$27.4M 0.06%
771,784
+5,806
+0.8% +$199K
EG icon
349
Everest Group
EG
$15.2B
$27.4M 0.06%
160,627
-4,131
-3% -$697K
FTR
350
DELISTED
Frontier Communications Corp.
FTR
$27.3M 0.06%
272,620
+9,384
+4% +$920K
12 13
14
15 16

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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.