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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
SCHW
126
Charles Schwab
SCHW
$177B
$72.1M 0.15%
2,388,296
-30,707
-1% -$872K
EMR icon
127
Emerson Electric
EMR
$82.9B
$71.7M 0.15%
1,161,494
-88,079
-7% -$5.52M
GD icon
128
General Dynamics
GD
$105B
$71.1M 0.15%
516,713
-364
-0.1% -$49.5K
EPD icon
129
Enterprise Products Partners
EPD
$83.8B
$70.7M 0.15%
1,957,455
+104,666
+6% +$3.87M
WDC icon
130
Western Digital
WDC
$179B
$70.1M 0.15%
838,292
-63,060
-7% -$4.76M
MU icon
131
Micron Technology
MU
$1.04T
$69M 0.15%
1,970,012
-83,604
-4% -$2.77M
MS icon
132
Morgan Stanley
MS
$337B
$68.9M 0.15%
1,774,600
-53,714
-3% -$1.91M
CX icon
133
Cemex
CX
$17.4B
$68.5M 0.14%
7,564,065
-162,295
-2% -$1.69M
SCCO icon
134
Southern Copper
SCCO
$141B
$68.2M 0.14%
2,607,715
-31,537
-1% -$850K
PARA
135
DELISTED
Paramount Global Class B
PARA
$68.1M 0.14%
1,230,236
+13,220
+1% +$704K
COV
136
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$67.8M 0.14%
662,503
-1,372
-0.2% -$132K
BAX icon
137
Baxter International
BAX
$11.6B
$67.7M 0.14%
1,700,881
-34,129
-2% -$1.33M
MPC icon
138
Marathon Petroleum
MPC
$90.3B
$67.5M 0.14%
1,495,976
+141,294
+10% +$6.22M
COR icon
139
Cencora
COR
$60.3B
$67.4M 0.14%
747,914
-29,632
-4% -$2.54M
SO icon
140
Southern Company
SO
$110B
$67.3M 0.14%
1,370,443
+112,130
+9% +$5.3M
YHOO
141
DELISTED
Yahoo Inc
YHOO
$66.4M 0.14%
1,314,739
-2,228
-0.2% -$105K
ALL icon
142
Allstate
ALL
$66.9B
$66.1M 0.14%
941,223
-14,391
-2% -$947K
BNY
143
Bank of New York Mellon
BNY
$108B
$66.1M 0.14%
1,628,685
-38,089
-2% -$1.49M
PAA icon
144
Plains All American Pipeline
PAA
$17.4B
$65.6M 0.14%
1,279,153
+123,275
+11% +$6.55M
AEP icon
145
American Electric Power
AEP
$73.7B
$65.5M 0.14%
1,078,523
+204,352
+23% +$11.7M
PPG icon
146
PPG Industries
PPG
$25.9B
$64.5M 0.14%
558,330
-27,514
-5% -$2.85M
AET
147
DELISTED
Aetna Inc
AET
$64.4M 0.14%
725,520
-138
-0% -$11.6K
D icon
148
Dominion Energy
D
$62.5B
$63.4M 0.13%
824,425
+13,654
+2% +$988K
CB icon
149
Chubb
CB
$140B
$63.3M 0.13%
551,234
-629
-0.1% -$69.6K
DAL icon
150
Delta Air Lines
DAL
$55.9B
$63.2M 0.13%
1,285,562
+17,888
+1% +$753K
4 5
6
7 8

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MCM
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PSUF
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IA
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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.