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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
+0.12%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$45.2B
AUM Growth
+$821M
Cap. Flow
+$1.32B
Cap. Flow %
2.92%
Top 10 Hldgs %
12.06%
Holding
3,993
New
263
Increased
2,225
Reduced
1,314
Closed
165

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$243M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$185M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$153M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$41.1M
5
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$33.8M

Top Sells

Rank Stock Value
1
FRX
FOREST LABORATORIES INC
FRX
+$36.7M
2
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$30.4M
3
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$30.2M
4
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$25.5M
5
AAPL icon
Apple
AAPL
+$16.1M

Sector Composition

Rank Sector Weight
1 Financials 13.62%
2 Technology 12.74%
3 Healthcare 11.93%
4 Industrials 9.22%
5 Energy 9.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PLD icon
351
Prologis
PLD
$138B
$25.7M 0.06%
680,870
+57,096
+9% +$2.31M
AES icon
352
AES
AES
$10.6B
$25.6M 0.06%
1,803,032
+15,625
+0.9% +$232K
ES icon
353
Eversource Energy
ES
$28.2B
$25.6M 0.06%
576,925
-8,694
-1% -$391K
GSK icon
354
GSK
GSK
$103B
$25.3M 0.06%
439,854
-18,497
-4% -$1.13M
CMS icon
355
CMS Energy
CMS
$23.1B
$25.3M 0.06%
851,745
+3,657
+0.4% +$109K
PCAR icon
356
PACCAR
PCAR
$69.6B
$25.2M 0.06%
665,256
-6,296
-0.9% -$262K
DOV icon
357
Dover
DOV
$27.2B
$25.1M 0.06%
386,839
+23,274
+6% +$1.64M
TGNA
358
DELISTED
TEGNA Inc
TGNA
$25M 0.06%
1,609,534
+94,995
+6% +$1.63M
SHW icon
359
Sherwin-Williams
SHW
$78.3B
$24.9M 0.06%
341,469
+30,921
+10% +$2.19M
FLS icon
360
Flowserve
FLS
$9.25B
$24.9M 0.06%
353,091
-23,795
-6% -$1.76M
HST icon
361
Host Hotels & Resorts
HST
$16.8B
$24.9M 0.06%
1,165,516
+70,133
+6% +$1.56M
FISV
362
Fiserv Inc
FISV
$27.2B
$24.8M 0.05%
765,978
+13,760
+2% +$435K
ACG
363
DELISTED
AllianceBernstein Income Fund Inc
ACG
$24.7M 0.05%
3,296,283
+384,601
+13% +$2.89M
EMN icon
364
Eastman Chemical
EMN
$7.8B
$24.7M 0.05%
305,446
+9,162
+3% +$765K
WY icon
365
Weyerhaeuser
WY
$17.3B
$24.7M 0.05%
775,265
+46,980
+6% +$1.54M
ABEV icon
366
Ambev
ABEV
$47.3B
$24.6M 0.05%
3,758,300
+158,427
+4% +$1.12M
BG icon
367
Bunge Global
BG
$23.6B
$24.5M 0.05%
290,706
+10,708
+4% +$864K
DOX icon
368
Amdocs
DOX
$5.53B
$24.4M 0.05%
531,400
+22,350
+4% +$1.05M
CHD icon
369
Church & Dwight Co
CHD
$23.1B
$24.4M 0.05%
694,458
+23,994
+4% +$817K
CCL icon
370
Carnival Corporation Ltd
CCL
$36.1B
$24.3M 0.05%
604,676
+45,263
+8% +$1.71M
BVN icon
371
Compañía de Minas Buenaventura
BVN
$7.85B
$24.3M 0.05%
2,097,185
+102,206
+5% +$1.27M
TPR icon
372
Tapestry
TPR
$28.8B
$24.2M 0.05%
679,552
+94,210
+16% +$3.37M
SI
373
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$24.1M 0.05%
202,814
-19,617
-9% -$2.34M
VRSN icon
374
VeriSign
VRSN
$25.3B
$24M 0.05%
436,268
-3,193
-0.7% -$172K
ANSS
375
DELISTED
Ansys
ANSS
$23.9M 0.05%
316,328
+24,125
+8% +$1.89M
13 14
15
16 17

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MCM
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Parametric Portfolio Associates's Q3 2014 Portfolio in Review

As of Q3 2014, Parametric Portfolio Associates held 3,993 positions worth $45.2B, up 1.8% from $44.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q3 2014 filing shows 263 new, 2,225 increased, 1,314 reduced and 165 closed positions. Its largest new stake was First Trust Consumer Discretionary AlphaDEX Fund: 1,018,265 shares worth $33M. The largest sale was FOREST LABORATORIES INC, an estimated $36.7M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2014 buy was First Trust Consumer Discretionary AlphaDEX Fund: 1,018,265 shares worth $33M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2014, an estimated $243M increase.
  • Parametric Portfolio Associates's biggest Q3 2014 reduction was KINDER MORGAN MANAGEMENT LLC, cutting an estimated $25.5M.
  • Parametric Portfolio Associates fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $36.7M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $45.2B portfolio in Q3 2014.
  • Parametric Portfolio Associates opened 263 new positions and closed 165 in Q3 2014.
  • Parametric Portfolio Associates's portfolio value rose 1.8% quarter-over-quarter to $45.2B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2014, filed 12 Nov 2014.