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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
AVB icon
401
AvalonBay Communities
AVB
$27.1B
$23.1M 0.05%
141,307
+17,662
+14% +$2.77M
CAM
402
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$23M 0.05%
461,061
+30,446
+7% +$1.68M
CERN
403
DELISTED
Cerner Corp
CERN
$22.8M 0.05%
352,826
+17,922
+5% +$1.12M
BWA icon
404
BorgWarner
BWA
$13.2B
$22.6M 0.05%
466,487
+30,488
+7% +$1.49M
VTR icon
405
Ventas
VTR
$48.9B
$22.5M 0.05%
274,465
+28,661
+12% +$2.26M
EMN icon
406
Eastman Chemical
EMN
$7.8B
$22.5M 0.05%
295,994
-9,452
-3% -$747K
BCS icon
407
Barclays
BCS
$94.1B
$22.4M 0.05%
1,604,776
+225,774
+16% +$3.1M
HOT
408
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$22.4M 0.05%
276,009
-11,216
-4% -$875K
GWW icon
409
W.W. Grainger
GWW
$65.3B
$22.3M 0.05%
87,435
+590
+0.7% +$146K
VOD icon
410
Vodafone
VOD
$34.9B
$22.1M 0.05%
647,899
+108,716
+20% +$3.66M
L icon
411
Loews
L
$24.3B
$22.1M 0.05%
526,510
+38,464
+8% +$1.61M
KDP icon
412
Keurig Dr Pepper
KDP
$40.4B
$22.1M 0.05%
307,783
+6,726
+2% +$466K
HRL icon
413
Hormel Foods
HRL
$13.9B
$22M 0.05%
845,522
-10,784
-1% -$284K
ZTS icon
414
Zoetis
ZTS
$31.6B
$22M 0.05%
510,715
+22,815
+5% +$926K
SJM icon
415
J.M. Smucker
SJM
$12.6B
$22M 0.05%
217,493
+8,995
+4% +$911K
PAYX icon
416
Paychex
PAYX
$40.4B
$22M 0.05%
475,459
-8,899
-2% -$411K
CBRE icon
417
CBRE Group
CBRE
$40.8B
$21.9M 0.05%
638,813
+108,115
+20% +$3.46M
HIT
418
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$21.7M 0.05%
290,590
+11,913
+4% +$888K
NWL icon
419
Newell Brands
NWL
$2.16B
$21.6M 0.05%
565,855
-26,185
-4% -$924K
LKQ icon
420
LKQ Corp
LKQ
$6.58B
$21.5M 0.05%
763,838
+22,732
+3% +$635K
DOV icon
421
Dover
DOV
$27.2B
$21.5M 0.05%
370,619
-16,220
-4% -$1.01M
GL icon
422
Globe Life
GL
$13.5B
$21.4M 0.05%
394,874
-12,980
-3% -$688K
UBS icon
423
UBS Group
UBS
$170B
$21.4M 0.05%
+1,252,226
New +$21.4M
PBI icon
424
Pitney Bowes
PBI
$2.42B
$21.1M 0.04%
866,524
-48,191
-5% -$1.18M
SAP icon
425
SAP
SAP
$187B
$21.1M 0.04%
302,837
-8,966
-3% -$616K
15 16
17
18 19

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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.