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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
PNC icon
101
PNC Financial Services
PNC
$100B
$89.2M 0.19%
977,213
+11,229
+1% +$973K
COF icon
102
Capital One
COF
$124B
$88.4M 0.19%
1,070,311
+4,860
+0.5% +$395K
IWL icon
103
iShares Russell Top 200 ETF
IWL
$2.16B
$87M 0.18%
+1,844,325
New +$84.4M
DUK icon
104
Duke Energy
DUK
$102B
$86.8M 0.18%
1,038,614
+11,408
+1% +$920K
AMAT icon
105
Applied Materials
AMAT
$426B
$86.2M 0.18%
3,460,865
+109,236
+3% +$2.47M
AGN
106
DELISTED
Allergan plc
AGN
$85.9M 0.18%
333,842
+45,281
+16% +$11.3M
KMB icon
107
Kimberly-Clark
KMB
$36.4B
$85.9M 0.18%
743,254
-32,321
-4% -$3.59M
DFS
108
DELISTED
Discover Financial Services
DFS
$85.5M 0.18%
1,305,022
-2,711
-0.2% -$174K
MET icon
109
MetLife
MET
$61B
$85.1M 0.18%
1,765,307
-226,890
-11% -$10.8M
TWC
110
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$84.7M 0.18%
556,863
+3,527
+0.6% +$509K
NVS icon
111
Novartis
NVS
$295B
$81.9M 0.17%
986,550
+69,349
+8% +$5.75M
ADP icon
112
Automatic Data Processing
ADP
$100B
$78.3M 0.17%
939,494
-49,722
-5% -$4.03M
CTSH icon
113
Cognizant
CTSH
$21.5B
$78.1M 0.16%
1,483,358
+85,059
+6% +$4.25M
TJX icon
114
TJX Companies
TJX
$170B
$77.7M 0.16%
2,267,360
+134,588
+6% +$4.29M
F icon
115
Ford
F
$57.3B
$77.1M 0.16%
4,975,461
+145,458
+3% +$2.14M
NEE icon
116
NextEra Energy
NEE
$187B
$76.8M 0.16%
2,889,060
+69,468
+2% +$1.75M
SPY icon
117
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$76.5M 0.16%
372,387
-980,939
-72% -$197M
ACN icon
118
Accenture
ACN
$89.9B
$76.1M 0.16%
852,320
-39,102
-4% -$3.25M
TMO icon
119
Thermo Fisher Scientific
TMO
$211B
$75.8M 0.16%
604,770
+11,773
+2% +$1.43M
ETP
120
DELISTED
Energy Transfer Partners L.p.
ETP
$75.1M 0.16%
1,155,822
+174,719
+18% +$11.2M
RTN
121
DELISTED
Raytheon Company
RTN
$74M 0.16%
684,508
-22,302
-3% -$2.3M
HUM icon
122
Humana
HUM
$46.7B
$73.7M 0.16%
513,434
+40,109
+8% +$5.48M
MMP
123
DELISTED
Magellan Midstream Partners, L.P.
MMP
$73.6M 0.16%
890,672
+100,692
+13% +$8.23M
VLO icon
124
Valero Energy
VLO
$89.8B
$72.7M 0.15%
1,468,053
+199,793
+16% +$9.68M
PRU icon
125
Prudential Financial
PRU
$41.7B
$72.4M 0.15%
800,200
-43,933
-5% -$3.77M
3 4
5
6 7

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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.