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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
RNR icon
451
RenaissanceRe
RNR
$13.7B
$19.7M 0.04%
202,718
-6,369
-3% -$633K
NTAP icon
452
NetApp
NTAP
$32.9B
$19.7M 0.04%
474,268
+8,243
+2% +$342K
MKC icon
453
McCormick & Company Non-Voting
MKC
$13.4B
$19.6M 0.04%
527,614
+20,312
+4% +$727K
BVN icon
454
Compañía de Minas Buenaventura
BVN
$7.85B
$19.6M 0.04%
2,046,847
-50,338
-2% -$509K
CAR icon
455
Avis
CAR
$5.63B
$19.5M 0.04%
294,098
-6,593
-2% -$377K
LHX icon
456
L3Harris
LHX
$55.9B
$19.5M 0.04%
271,275
+29,342
+12% +$2.03M
UAL icon
457
United Airlines
UAL
$38.4B
$19.5M 0.04%
291,040
+7,217
+3% +$400K
IDXX icon
458
Idexx Laboratories
IDXX
$42.9B
$19.5M 0.04%
262,390
+938
+0.4% +$65.8K
SI
459
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$19.4M 0.04%
172,976
-29,838
-15% -$3.34M
ING icon
460
ING
ING
$93.8B
$19.3M 0.04%
1,488,500
+75,758
+5% +$1.05M
IM
461
DELISTED
Ingram Micro
IM
$19.2M 0.04%
696,387
-101,785
-13% -$2.68M
FLS icon
462
Flowserve
FLS
$9.25B
$19.2M 0.04%
321,639
-31,452
-9% -$2M
VEON icon
463
VEON
VEON
$3.53B
$19.2M 0.04%
184,355
+29,281
+19% +$3.97M
URI icon
464
United Rentals
URI
$71.1B
$19.2M 0.04%
187,737
-1,777
-0.9% -$190K
PBR icon
465
Petrobras
PBR
$121B
$19.1M 0.04%
2,617,076
+5,711
+0.2% +$61.5K
TEO icon
466
Telecom Argentina
TEO
$5.89B
$19.1M 0.04%
987,297
-11,282
-1% -$237K
LNKD
467
DELISTED
LinkedIn Corporation
LNKD
$19M 0.04%
82,809
+7,655
+10% +$1.66M
AKZOY
468
DELISTED
Akzo Nobel NV
AKZOY
$19M 0.04%
834,010
+40,911
+5% +$933K
VAR
469
DELISTED
Varian Medical Systems, Inc.
VAR
$19M 0.04%
249,924
-4,149
-2% -$309K
PUK icon
470
Prudential
PUK
$36.5B
$18.9M 0.04%
421,929
+29,320
+7% +$1.31M
WIN
471
DELISTED
Windstream Holdings Inc
WIN
$18.9M 0.04%
292,480
+18,201
+7% +$1.39M
RENX
472
DELISTED
RELX N.V.
RENX
$18.9M 0.04%
1,216,802
+40,962
+3% +$616K
CA
473
DELISTED
CA, Inc.
CA
$18.8M 0.04%
616,378
-54,828
-8% -$1.6M
UTHR icon
474
United Therapeutics
UTHR
$26.3B
$18.7M 0.04%
144,379
-26,753
-16% -$3.45M
RGA icon
475
Reinsurance Group of America
RGA
$15.7B
$18.6M 0.04%
212,171
-8,553
-4% -$715K
17 18
19
20 21

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AF
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MCM
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PSUF
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IA
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SCC
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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.