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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
IM
426
DELISTED
Ingram Micro
IM
$20.6M 0.05%
798,172
-88,432
-10% -$2.51M
DOC icon
427
Healthpeak Properties
DOC
$15.4B
$20.4M 0.05%
563,462
+25,853
+5% +$980K
NWL icon
428
Newell Brands
NWL
$2.16B
$20.4M 0.05%
592,040
+26,983
+5% +$892K
L icon
429
Loews
L
$24.3B
$20.3M 0.05%
488,046
+11,660
+2% +$502K
GT icon
430
Goodyear
GT
$2.07B
$20.3M 0.04%
898,398
+34,900
+4% +$896K
UTF icon
431
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$20.3M 0.04%
876,176
+11,381
+1% +$271K
TEO icon
432
Telecom Argentina
TEO
$5.89B
$20.3M 0.04%
998,579
-55,147
-5% -$1.17M
BWA icon
433
BorgWarner
BWA
$13.2B
$20.2M 0.04%
435,999
+8,596
+2% +$471K
ENIA
434
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$20.2M 0.04%
2,372,341
-11
-0% -$101
ING icon
435
ING
ING
$93.8B
$20M 0.04%
1,412,742
+71,858
+5% +$992K
NTAP icon
436
NetApp
NTAP
$32.9B
$20M 0.04%
466,025
+6,221
+1% +$249K
SMFG icon
437
Sumitomo Mitsui Financial
SMFG
$166B
$20M 0.04%
2,437,883
+72,203
+3% +$592K
CERN
438
DELISTED
Cerner Corp
CERN
$19.9M 0.04%
334,904
-64,076
-16% -$3.6M
WELL icon
439
Welltower
WELL
$178B
$19.9M 0.04%
319,832
+24,442
+8% +$1.58M
HAR
440
DELISTED
Harman International Industries
HAR
$19.9M 0.04%
203,430
+8,800
+5% +$982K
CHTR icon
441
Charter Communications
CHTR
$14.7B
$19.9M 0.04%
131,468
+4,766
+4% +$755K
BXP icon
442
Boston Properties
BXP
$11B
$19.8M 0.04%
171,258
+9,908
+6% +$1.19M
LRCX icon
443
Lam Research
LRCX
$382B
$19.8M 0.04%
2,647,800
+331,470
+14% +$2.36M
LKQ icon
444
LKQ Corp
LKQ
$6.58B
$19.7M 0.04%
741,106
+18,157
+3% +$488K
PZE
445
DELISTED
Petrobras Argentina S A
PZE
$19.7M 0.04%
3,009,337
-230,048
-7% -$1.51M
BT
446
DELISTED
BT Group plc (ADR)
BT
$19.5M 0.04%
633,066
+16,192
+3% +$520K
KDP icon
447
Keurig Dr Pepper
KDP
$40.4B
$19.4M 0.04%
301,057
+7,825
+3% +$478K
ETFC
448
DELISTED
E*Trade Financial Corporation
ETFC
$19.3M 0.04%
856,210
+76,592
+10% +$1.68M
UN
449
DELISTED
Unilever NV New York Registry Shares
UN
$19.3M 0.04%
486,246
+472
+0.1% +$19.7K
COL
450
DELISTED
Rockwell Collins
COL
$19.3M 0.04%
245,565
+18,948
+8% +$1.46M
16 17
18
19 20

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AF
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MCM
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PSUF
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BAM
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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.