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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
FXG icon
226
First Trust Consumer Staples AlphaDEX Fund
FXG
$231M
$43.6M 0.09%
1,024,317
+166,722
+19% +$6.84M
FXL icon
227
First Trust Technology AlphaDEX Fund
FXL
$2.47B
$43.6M 0.09%
1,262,988
+244,670
+24% +$8.06M
FXO icon
228
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$43.5M 0.09%
1,869,768
+347,444
+23% +$7.85M
HES
229
DELISTED
Hess
HES
$43.4M 0.09%
587,666
-97,163
-14% -$7.7M
NVO
230
Novo Nordisk
NVO
$216B
$43.3M 0.09%
2,045,872
+17,218
+0.8% +$385K
PSA icon
231
Public Storage
PSA
$60.2B
$43.3M 0.09%
234,138
+8,568
+4% +$1.55M
DXJ icon
232
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$43.1M 0.09%
+876,411
New +$45.7M
CMI icon
233
Cummins
CMI
$91.7B
$43.1M 0.09%
299,090
-66,277
-18% -$9.37M
OMC icon
234
Omnicom Group
OMC
$22.7B
$43.1M 0.09%
556,572
-1,807
-0.3% -$132K
FXU icon
235
First Trust Utilities AlphaDEX Fund
FXU
$840M
$42.8M 0.09%
+1,718,665
New +$41.1M
HCA icon
236
HCA Healthcare
HCA
$84.8B
$42.3M 0.09%
576,055
+19,934
+4% +$1.4M
VFC icon
237
VF Corp
VFC
$6.68B
$42.1M 0.09%
597,597
+4,335
+0.7% +$287K
LYB icon
238
LyondellBasell Industries
LYB
$19.5B
$42M 0.09%
528,796
-72,344
-12% -$6.27M
AGG icon
239
iShares Core US Aggregate Bond ETF
AGG
$138B
$41.9M 0.09%
380,430
+275,299
+262% +$30.3M
FITB
240
Fifth Third Bancorp
FITB
$52B
$41.9M 0.09%
2,054,925
-221,303
-10% -$4.39M
WM icon
241
Waste Management
WM
$95.9B
$41.5M 0.09%
808,104
-25,668
-3% -$1.25M
BDX icon
242
Becton Dickinson
BDX
$43.1B
$41.2M 0.09%
303,745
-5,794
-2% -$741K
MRO
243
DELISTED
Marathon Oil Corporation
MRO
$41.1M 0.09%
1,453,418
-243,999
-14% -$7.76M
HSBC icon
244
HSBC
HSBC
$355B
$40.8M 0.09%
1,002,575
+14,354
+1% +$612K
TFC icon
245
Truist Financial
TFC
$63.2B
$40.5M 0.09%
1,042,047
-13,732
-1% -$517K
ED icon
246
Consolidated Edison
ED
$41.6B
$40.1M 0.08%
606,908
+67,680
+13% +$4.24M
QVCGA
247
DELISTED
QVC Group Inc Series A
QVCGA
$39.8M 0.08%
27,877
-5,601
-17% -$7.36M
PH icon
248
Parker-Hannifin
PH
$125B
$39.7M 0.08%
307,626
-4,418
-1% -$542K
GPC icon
249
Genuine Parts
GPC
$17.1B
$39.4M 0.08%
369,864
-2,009
-0.5% -$197K
SNY icon
250
Sanofi
SNY
$104B
$39.3M 0.08%
862,499
-107,730
-11% -$5.23M
8 9
10
11 12

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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.