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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
ISRG icon
201
Intuitive Surgical
ISRG
$121B
$50.1M 0.11%
852,516
+30,555
+4% +$1.7M
CAH icon
202
Cardinal Health
CAH
$53.4B
$49.9M 0.11%
618,639
+12,934
+2% +$1.02M
PCP
203
DELISTED
PRECISION CASTPARTS CORP
PCP
$48.5M 0.1%
201,407
+18,598
+10% +$4.29M
WFM
204
DELISTED
Whole Foods Market Inc
WFM
$47.9M 0.1%
949,670
+75,389
+9% +$3.32M
GM icon
205
General Motors
GM
$74.7B
$47M 0.1%
1,346,913
-115,831
-8% -$3.7M
BBD icon
206
Banco Bradesco
BBD
$38.1B
$47M 0.1%
8,960,877
+619,803
+7% +$3.47M
LNC icon
207
Lincoln National
LNC
$7.91B
$47M 0.1%
814,345
-76,029
-9% -$4.14M
BUD icon
208
AB InBev
BUD
$158B
$46.9M 0.1%
417,223
+18,982
+5% +$2.1M
WMB icon
209
Williams Companies
WMB
$90.5B
$46.8M 0.1%
1,040,793
-343,921
-25% -$17.6M
AON icon
210
Aon
AON
$77.3B
$46.2M 0.1%
487,230
-9,017
-2% -$806K
KEY icon
211
KeyCorp
KEY
$24.3B
$46M 0.1%
3,311,707
+296,153
+10% +$3.94M
APH icon
212
Amphenol
APH
$188B
$46M 0.1%
3,418,808
+183,520
+6% +$2.35M
MWE
213
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$45.5M 0.1%
677,866
+81,048
+14% +$5.65M
SYK icon
214
Stryker
SYK
$127B
$45.4M 0.1%
481,346
+4,873
+1% +$432K
RF icon
215
Regions Financial
RF
$26.3B
$45.3M 0.1%
4,290,269
-705,091
-14% -$7.04M
ALXN
216
DELISTED
Alexion Pharmaceuticals
ALXN
$45.1M 0.1%
243,899
-6,785
-3% -$1.26M
SRE icon
217
Sempra
SRE
$60.8B
$45M 0.1%
809,066
-3,706
-0.5% -$202K
LUMN icon
218
Lumen
LUMN
$6.53B
$45M 0.1%
1,138,122
+216,574
+24% +$8.67M
WHR icon
219
Whirlpool
WHR
$2.42B
$45M 0.09%
232,255
-26,249
-10% -$4.51M
JCI icon
220
Johnson Controls International
JCI
$87.5B
$44.9M 0.09%
887,797
-12,593
-1% -$615K
SYY icon
221
Sysco
SYY
$39.7B
$44.1M 0.09%
1,112,242
+22,722
+2% +$881K
NOV icon
222
NOV
NOV
$7.45B
$44M 0.09%
670,903
+19,226
+3% +$1.34M
IP icon
223
International Paper
IP
$22.3B
$43.9M 0.09%
864,957
+32,707
+4% +$1.6M
FXD icon
224
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$263M
$43.8M 0.09%
1,224,430
+206,165
+20% +$6.95M
BHI
225
DELISTED
Baker Hughes
BHI
$43.7M 0.09%
779,849
+105,877
+16% +$5.97M
7 8
9
10 11

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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.