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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
CYH icon
476
Community Health Systems
CYH
$385M
$18.6M 0.04%
416,740
-51,589
-11% -$2.21M
LH icon
477
Labcorp
LH
$24.3B
$18.5M 0.04%
200,101
-67,946
-25% -$6M
TSLA icon
478
Tesla
TSLA
$1.24T
$18.5M 0.04%
1,249,950
-85,665
-6% -$1.34M
A icon
479
Agilent Technologies
A
$39.1B
$18.5M 0.04%
451,301
-188,210
-29% -$7.59M
MAT icon
480
Mattel
MAT
$4.17B
$18.4M 0.04%
594,662
+2,857
+0.5% +$87.9K
HAR
481
DELISTED
Harman International Industries
HAR
$18.4M 0.04%
172,024
-31,406
-15% -$3.23M
BSAC icon
482
Banco Santander Chile
BSAC
$15.8B
$18.3M 0.04%
928,112
-26,913
-3% -$574K
TXT icon
483
Textron
TXT
$16.6B
$18.3M 0.04%
434,144
-22,792
-5% -$914K
WBK
484
DELISTED
Westpac Banking Corporation
WBK
$18.3M 0.04%
679,627
+41,017
+6% +$1.16M
RDS.B
485
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$18.1M 0.04%
260,419
+21,965
+9% +$1.58M
BTZ icon
486
BlackRock Credit Allocation Income Trust
BTZ
$927M
$18.1M 0.04%
1,399,960
+30,103
+2% +$402K
POM
487
DELISTED
PEPCO HOLDINGS, INC.
POM
$18M 0.04%
669,130
+31,020
+5% +$841K
TRW
488
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$18M 0.04%
174,810
-1,257
-0.7% -$128K
CINF icon
489
Cincinnati Financial
CINF
$28.3B
$17.8M 0.04%
344,336
-15,001
-4% -$750K
EFX icon
490
Equifax
EFX
$20.3B
$17.8M 0.04%
220,653
-574
-0.3% -$44.4K
CHL
491
DELISTED
China Mobile Limited
CHL
$17.8M 0.04%
303,153
-1,411
-0.5% -$84.5K
SIG icon
492
Signet Jewelers
SIG
$3.55B
$17.7M 0.04%
134,769
-5,131
-4% -$621K
NXPI icon
493
NXP Semiconductors
NXPI
$68B
$17.6M 0.04%
230,230
+78,541
+52% +$5.57M
KIM icon
494
Kimco Realty
KIM
$17.6B
$17.6M 0.04%
699,242
+25,224
+4% +$617K
CHRW icon
495
C.H. Robinson
CHRW
$22B
$17.5M 0.04%
234,054
-13,437
-5% -$959K
LYG icon
496
Lloyds Banking Group
LYG
$87.4B
$17.5M 0.04%
3,774,354
+284,655
+8% +$1.38M
SCG
497
DELISTED
Scana
SCG
$17.5M 0.04%
289,242
-3,559
-1% -$197K
SAN icon
498
Banco Santander
SAN
$194B
$17.2M 0.04%
2,226,544
+65,989
+3% +$530K
PL
499
DELISTED
PROTECTIVE LIFE CORP
PL
$17.2M 0.04%
246,445
-19,138
-7% -$1.33M
NPM
500
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$17.1M 0.04%
1,210,290
+19,023
+2% +$265K
18 19
20
21 22

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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.