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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
AAPL icon
1
Apple
AAPL
$4.8T
$1.01B 2.13%
36,652,308
-32,984
-0.1% -$897K
VOO icon
2
Vanguard S&P 500 ETF
VOO
$973B
$835M 1.76%
4,432,692
+331,508
+8% +$61.1M
MSFT icon
3
Microsoft
MSFT
$2.99T
$643M 1.36%
13,848,634
+395,645
+3% +$18.6M
XOM icon
4
ExxonMobil
XOM
$615B
$641M 1.35%
6,932,488
+88,315
+1% +$8.24M
IVV icon
5
iShares Core S&P 500 ETF
IVV
$879B
$556M 1.17%
2,687,605
+910,314
+51% +$184M
JNJ icon
6
Johnson & Johnson
JNJ
$599B
$453M 0.95%
4,330,767
-39,732
-0.9% -$4.19M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.29T
$451M 0.95%
17,103,990
-222,630
-1% -$5.97M
WFC icon
8
Wells Fargo
WFC
$261B
$415M 0.87%
7,566,158
+133,764
+2% +$7.08M
CVX icon
9
Chevron
CVX
$378B
$402M 0.85%
3,579,862
-101,950
-3% -$11.6M
JPM icon
10
JPMorgan Chase
JPM
$901B
$400M 0.84%
6,397,685
+188,685
+3% +$11.4M
INTC icon
11
Intel
INTC
$488B
$386M 0.81%
10,634,207
+482,018
+5% +$16.8M
PG icon
12
Procter & Gamble
PG
$347B
$366M 0.77%
4,017,039
+80,070
+2% +$7.04M
GE icon
13
GE Aerospace
GE
$354B
$341M 0.72%
2,812,119
+52,652
+2% +$6.47M
PFE icon
14
Pfizer
PFE
$141B
$325M 0.69%
11,001,987
+246,988
+2% +$7.08M
T icon
15
AT&T
T
$153B
$311M 0.66%
12,254,914
+326,897
+3% +$8.48M
BAC icon
16
Bank of America
BAC
$424B
$299M 0.63%
16,738,406
-177,765
-1% -$3.04M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.06T
$293M 0.62%
1,954,275
+47,888
+3% +$6.91M
ORCL icon
18
Oracle
ORCL
$350B
$279M 0.59%
6,211,109
+229,102
+4% +$9.32M
QCOM icon
19
Qualcomm
QCOM
$180B
$278M 0.59%
3,742,394
+52,746
+1% +$3.86M
VZ icon
20
Verizon
VZ
$182B
$270M 0.57%
5,778,223
+42,409
+0.7% +$2.07M
MRK icon
21
Merck
MRK
$307B
$265M 0.56%
4,896,909
-88,972
-2% -$4.96M
C icon
22
Citigroup
C
$216B
$255M 0.54%
4,707,036
+164,615
+4% +$8.74M
KO icon
23
Coca-Cola
KO
$353B
$249M 0.52%
5,888,814
+341,865
+6% +$14.6M
IWF icon
24
iShares Russell 1000 Growth ETF
IWF
$123B
$248M 0.52%
10,361,512
+1,133,400
+12% +$26.5M
CMCSA icon
25
Comcast
CMCSA
$84.9B
$241M 0.51%
8,312,742
+42,930
+0.5% +$1.18M
1
2 3 4 5

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MCM
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PSUF
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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.