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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
TRV icon
76
Travelers Companies
TRV
$80.8B
$109M 0.23%
1,030,285
-43,545
-4% -$4.4M
NOC icon
77
Northrop Grumman
NOC
$77B
$109M 0.23%
737,975
-39,430
-5% -$5.41M
KR icon
78
Kroger
KR
$34.8B
$107M 0.23%
3,347,486
-66,228
-2% -$1.92M
SBUX icon
79
Starbucks
SBUX
$118B
$106M 0.22%
2,593,514
+54,890
+2% +$2.14M
EOG icon
80
EOG Resources
EOG
$78B
$104M 0.22%
1,132,816
+58,000
+5% +$5.4M
DTV
81
DELISTED
DIRECTV COM STK (DE)
DTV
$104M 0.22%
1,193,829
+92,773
+8% +$7.98M
OXY icon
82
Occidental Petroleum
OXY
$57B
$102M 0.21%
1,263,419
-237,404
-16% -$19.7M
MON
83
DELISTED
Monsanto Co
MON
$101M 0.21%
847,252
+34,682
+4% +$4.03M
ELV icon
84
Elevance Health
ELV
$81.9B
$101M 0.21%
803,211
-23,947
-3% -$2.96M
CL icon
85
Colgate-Palmolive
CL
$72.6B
$100M 0.21%
1,450,896
+56,293
+4% +$3.8M
PSX icon
86
Phillips 66
PSX
$82.9B
$100M 0.21%
1,399,943
-170,328
-11% -$12.6M
TGT icon
87
Target
TGT
$62.1B
$97.8M 0.21%
1,288,136
+74,697
+6% +$5.04M
FDX icon
88
FedEx
FDX
$74.5B
$95.9M 0.2%
552,381
+4,675
+0.9% +$791K
LMT icon
89
Lockheed Martin
LMT
$134B
$95.8M 0.2%
497,268
-3,567
-0.7% -$662K
UPS icon
90
United Parcel Service
UPS
$97.6B
$95.6M 0.2%
859,819
+21,510
+3% +$2.27M
DD
91
DELISTED
Du Pont De Nemours E I
DD
$95.3M 0.2%
1,357,249
+19,099
+1% +$1.28M
SPG icon
92
Simon Property Group
SPG
$74.5B
$94.3M 0.2%
517,552
+29,648
+6% +$5.26M
CAT icon
93
Caterpillar
CAT
$409B
$94.2M 0.2%
1,029,112
-16,760
-2% -$1.63M
MCK icon
94
McKesson
MCK
$98.5B
$94.1M 0.2%
453,294
-3,996
-0.9% -$812K
DHR icon
95
Danaher
DHR
$135B
$94M 0.2%
1,631,677
+46,263
+3% +$2.51M
USB icon
96
US Bancorp
USB
$99.6B
$93.5M 0.2%
2,081,201
+25,076
+1% +$1.08M
BKNG icon
97
Booking.com
BKNG
$138B
$92.8M 0.2%
2,034,550
-170,975
-8% -$7.72M
ADBE icon
98
Adobe
ADBE
$89.5B
$91.1M 0.19%
1,252,703
-38,065
-3% -$2.67M
TFCFA
99
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$91M 0.19%
2,368,599
+35,151
+2% +$1.24M
DD icon
100
DuPont de Nemours
DD
$18.6B
$89.6M 0.19%
775,918
-37,329
-5% -$4.55M
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.