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
ESRX
51
DELISTED
Express Scripts Holding Company
ESRX
$144M 0.3%
1,706,502
+46,543
+3% +$3.64M
COST icon
52
Costco
COST
$415B
$144M 0.3%
1,013,836
+13,177
+1% +$1.79M
NKE icon
53
Nike
NKE
$61.9B
$143M 0.3%
2,973,052
+28,106
+1% +$1.32M
ABBV icon
54
AbbVie
ABBV
$458B
$142M 0.3%
2,175,811
+68,022
+3% +$4.29M
AXP icon
55
American Express
AXP
$223B
$140M 0.3%
1,506,655
-50,501
-3% -$4.53M
AMX icon
56
America Movil
AMX
$78.1B
$136M 0.29%
6,113,875
-2,556
-0% -$59.5K
BIIB icon
57
Biogen
BIIB
$29.9B
$135M 0.28%
396,810
-22,526
-5% -$7.29M
TXN icon
58
Texas Instruments
TXN
$255B
$134M 0.28%
2,504,502
-10,813
-0.4% -$547K
AGN
59
DELISTED
Allergan Inc
AGN
$131M 0.28%
614,030
-7,266
-1% -$1.44M
TWX
60
DELISTED
Time Warner Inc
TWX
$130M 0.27%
1,519,131
+26,267
+2% +$2.09M
HON icon
61
Honeywell
HON
$77B
$128M 0.27%
1,428,218
+7,249
+0.5% +$624K
EFA icon
62
iShares MSCI EAFE ETF
EFA
$76.4B
$125M 0.26%
2,049,469
-1,904,188
-48% -$119M
MDT icon
63
Medtronic
MDT
$107B
$124M 0.26%
1,720,112
+121,635
+8% +$8.45M
WBA
64
DELISTED
Walgreens Boots Alliance
WBA
$122M 0.26%
1,601,700
+24,857
+2% +$1.66M
MDLZ icon
65
Mondelez International
MDLZ
$77.7B
$121M 0.26%
3,341,484
-53,156
-2% -$1.93M
BA icon
66
Boeing
BA
$165B
$121M 0.26%
931,045
-27,616
-3% -$3.5M
LLY icon
67
Eli Lilly
LLY
$1.07T
$119M 0.25%
1,730,232
+66,217
+4% +$4.47M
BIDU icon
68
Baidu
BIDU
$35.8B
$118M 0.25%
517,851
-100,577
-16% -$23.1M
ABT icon
69
Abbott
ABT
$180B
$118M 0.25%
2,613,534
-9,057
-0.3% -$395K
EMC
70
DELISTED
EMC CORPORATION
EMC
$116M 0.25%
3,909,262
-5,353
-0.1% -$156K
GS icon
71
Goldman Sachs
GS
$313B
$115M 0.24%
595,404
+7,802
+1% +$1.47M
AIG icon
72
American International
AIG
$41.9B
$115M 0.24%
2,059,880
+12,151
+0.6% +$652K
EBAY icon
73
eBay
EBAY
$48.6B
$113M 0.24%
4,784,822
+499,811
+12% +$11.3M
LOW icon
74
Lowe's Companies
LOW
$116B
$112M 0.24%
1,625,374
+15,144
+0.9% +$907K
BAP icon
75
Credicorp
BAP
$30.9B
$110M 0.23%
688,574
-8,334
-1% -$1.32M
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.