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
IBM icon
26
IBM
IBM
$202B
$240M 0.51%
1,566,946
-6,775
-0.4% -$1.08M
CVS icon
27
CVS Health
CVS
$137B
$240M 0.51%
2,494,377
-43,651
-2% -$3.85M
V icon
28
Visa
V
$671B
$238M 0.5%
3,635,012
-54,176
-1% -$3.26M
PEP icon
29
PepsiCo
PEP
$186B
$236M 0.5%
2,490,690
+34,600
+1% +$3.32M
CSCO icon
30
Cisco
CSCO
$451B
$235M 0.5%
8,450,811
+453,565
+6% +$11.7M
WMT icon
31
Walmart Inc
WMT
$868B
$233M 0.49%
8,146,017
+167,112
+2% +$4.52M
HD icon
32
Home Depot
HD
$329B
$232M 0.49%
2,212,025
+83,754
+4% +$8.14M
GILD icon
33
Gilead Sciences
GILD
$161B
$232M 0.49%
2,460,380
-149,041
-6% -$15.4M
DIS icon
34
Walt Disney
DIS
$166B
$226M 0.48%
2,401,316
+123
+0% +$11.1K
AMGN icon
35
Amgen
AMGN
$203B
$215M 0.45%
1,349,348
+6,235
+0.5% +$972K
PM icon
36
Philip Morris
PM
$301B
$201M 0.42%
2,461,873
+45,159
+2% +$3.88M
COP icon
37
ConocoPhillips
COP
$146B
$198M 0.42%
2,870,638
-214,861
-7% -$15M
CELG
38
DELISTED
Celgene Corp
CELG
$192M 0.41%
1,720,039
+3,319
+0.2% +$350K
BMY icon
39
Bristol-Myers Squibb
BMY
$127B
$192M 0.4%
3,253,433
+251,263
+8% +$14.2M
HPQ icon
40
HP
HPQ
$23.6B
$182M 0.38%
9,970,260
-85,486
-0.9% -$1.43M
MO icon
41
Altria Group
MO
$121B
$179M 0.38%
3,634,510
+9,673
+0.3% +$471K
SLB icon
42
SLB Ltd
SLB
$77.8B
$176M 0.37%
2,062,195
-84,189
-4% -$7.75M
META icon
43
Meta Platforms (Facebook)
META
$1.53T
$171M 0.36%
2,189,814
-23,975
-1% -$1.83M
UNH icon
44
UnitedHealth
UNH
$382B
$171M 0.36%
1,689,690
-13,323
-0.8% -$1.26M
MA icon
45
Mastercard
MA
$472B
$169M 0.36%
1,960,191
+70,765
+4% +$5.78M
UNP icon
46
Union Pacific
UNP
$183B
$165M 0.35%
1,383,209
+16,991
+1% +$1.95M
MMM icon
47
3M
MMM
$88.3B
$162M 0.34%
1,175,579
-2,743
-0.2% -$352K
AMZN icon
48
Amazon
AMZN
$2.51T
$159M 0.34%
10,268,780
+150,680
+1% +$2.35M
RTX icon
49
RTX Corp
RTX
$288B
$156M 0.33%
2,162,221
-50,508
-2% -$3.44M
MCD icon
50
McDonald's
MCD
$189B
$154M 0.32%
1,639,558
+15,012
+0.9% +$1.41M
1
2
3 4 5

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.