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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
KMI icon
176
Kinder Morgan
KMI
$73.1B
$55.5M 0.12%
1,312,151
+444,275
+51% +$17.5M
SRCL
177
DELISTED
Stericycle Inc
SRCL
$54.2M 0.11%
413,570
-4,022
-1% -$506K
GLW icon
178
Corning
GLW
$126B
$54M 0.11%
2,357,016
-245,185
-9% -$4.99M
TM icon
179
Toyota
TM
$210B
$54M 0.11%
430,446
+43,024
+11% +$5.17M
INTU icon
180
Intuit
INTU
$81.1B
$53.5M 0.11%
580,641
+12,145
+2% +$1.08M
VWO icon
181
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$53.2M 0.11%
1,328,203
+440,075
+50% +$18.1M
ICE icon
182
Intercontinental Exchange
ICE
$82.4B
$53M 0.11%
1,208,560
+62,200
+5% +$2.67M
HAL icon
183
Halliburton
HAL
$27.9B
$53M 0.11%
1,347,685
-227,132
-14% -$11.1M
AFL icon
184
Aflac
AFL
$63.9B
$52.6M 0.11%
1,722,082
+231,432
+16% +$6.83M
EL icon
185
Estee Lauder
EL
$29B
$52.6M 0.11%
689,719
+10,061
+1% +$743K
STI
186
DELISTED
SunTrust Banks, Inc.
STI
$52.5M 0.11%
1,252,183
-85,218
-6% -$3.34M
VIAB
187
DELISTED
Viacom Inc. Class B
VIAB
$52.4M 0.11%
695,725
+6,428
+0.9% +$470K
NBIS
188
Nebius Group N.V.
NBIS
$47.7B
$52.3M 0.11%
2,912,814
+531,080
+22% +$12.8M
MHFI
189
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$51.6M 0.11%
580,445
-978
-0.2% -$85.9K
ITUB icon
190
Itaú Unibanco
ITUB
$91.3B
$51.6M 0.11%
9,899,998
-160,455
-2% -$902K
SHPG
191
DELISTED
Shire pic
SHPG
$51.3M 0.11%
241,283
+16,995
+8% +$3.61M
CPA icon
192
Copa Holdings
CPA
$5.56B
$51.3M 0.11%
494,536
-730
-0.1% -$77.7K
ITW icon
193
Illinois Tool Works
ITW
$81.4B
$51.2M 0.11%
540,683
+38,309
+8% +$3.49M
EXC icon
194
Exelon
EXC
$48.6B
$51.2M 0.11%
1,934,757
+194,607
+11% +$4.99M
YUM icon
195
Yum! Brands
YUM
$41B
$51M 0.11%
972,833
+13,145
+1% +$685K
BBWI icon
196
Bath & Body Works
BBWI
$4.01B
$50.9M 0.11%
727,424
+70,187
+11% +$4.33M
HIG icon
197
Hartford Financial Services
HIG
$38.5B
$50.4M 0.11%
1,208,840
-30,809
-2% -$1.22M
DE icon
198
Deere & Co
DE
$170B
$50.3M 0.11%
569,015
+63,400
+13% +$5.48M
GIS icon
199
General Mills
GIS
$19.2B
$50.2M 0.11%
942,161
+64,347
+7% +$3.33M
TEVA icon
200
Teva Pharmaceuticals
TEVA
$35.9B
$50.2M 0.11%
872,882
+262,284
+43% +$14.6M
6 7
8
9 10

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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.