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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
LLL
301
DELISTED
L3 Technologies, Inc.
LLL
$32.1M 0.07%
254,738
-39,639
-13% -$4.74M
IGSB icon
302
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$32M 0.07%
609,082
+115,792
+23% +$6.1M
ES icon
303
Eversource Energy
ES
$28.2B
$32M 0.07%
597,756
+20,831
+4% +$1.04M
SE
304
DELISTED
Spectra Energy Corp Wi
SE
$32M 0.07%
881,212
-58,726
-6% -$2.21M
MTB icon
305
M&T Bank
MTB
$36.2B
$31.5M 0.07%
250,386
-14,723
-6% -$1.81M
SWK icon
306
Stanley Black & Decker
SWK
$14.2B
$31.4M 0.07%
326,700
+7,150
+2% +$659K
REGN icon
307
Regeneron Pharmaceuticals
REGN
$68.8B
$31.4M 0.07%
76,452
-165
-0.2% -$64.9K
BTI icon
308
British American Tobacco
BTI
$132B
$31.3M 0.07%
581,396
+32,794
+6% +$1.84M
BG icon
309
Bunge Global
BG
$23.6B
$31.3M 0.07%
343,769
+53,063
+18% +$4.67M
SIAL
310
DELISTED
SIGMA - ALDRICH CORP
SIAL
$31.2M 0.07%
227,506
+102,880
+83% +$14M
CAG icon
311
Conagra Brands
CAG
$7.07B
$31.2M 0.07%
1,104,147
+936
+0.1% +$25.6K
EA icon
312
Electronic Arts
EA
$52.4B
$31.1M 0.07%
661,763
+18,390
+3% +$758K
VRTX icon
313
Vertex Pharmaceuticals
VRTX
$121B
$31.1M 0.07%
261,774
+22,736
+10% +$2.56M
BP icon
314
BP
BP
$113B
$30.9M 0.07%
977,339
+3,387
+0.3% +$114K
GSK icon
315
GSK
GSK
$103B
$30.8M 0.06%
575,854
+136,000
+31% +$7.61M
BBY icon
316
Best Buy
BBY
$18B
$30.6M 0.06%
785,975
-105,495
-12% -$3.71M
ANDV
317
DELISTED
Andeavor
ANDV
$30.3M 0.06%
407,330
+129,485
+47% +$9.13M
CMS icon
318
CMS Energy
CMS
$23.1B
$30.2M 0.06%
867,654
+15,909
+2% +$520K
BSX icon
319
Boston Scientific
BSX
$65.8B
$30.1M 0.06%
2,272,348
-474,624
-17% -$6.07M
AES icon
320
AES
AES
$10.6B
$30M 0.06%
2,178,317
+375,285
+21% +$5.12M
HST icon
321
Host Hotels & Resorts
HST
$16.8B
$30M 0.06%
1,260,124
+94,608
+8% +$2.15M
PRGO icon
322
Perrigo
PRGO
$1.4B
$29.8M 0.06%
178,299
+4,253
+2% +$665K
TYC
323
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$29.6M 0.06%
644,181
-20,354
-3% -$906K
PPL
324
PPL Corp
PPL
$27.3B
$29.6M 0.06%
873,486
+106,599
+14% +$3.48M
PGR icon
325
Progressive
PGR
$124B
$29.3M 0.06%
1,085,686
-30,594
-3% -$807K
11 12
13
14 15

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MCM
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PSUF
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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.