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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
MAT icon
476
Mattel
MAT
$4.17B
$18.1M 0.04%
591,805
-13,620
-2% -$482K
ZTS icon
477
Zoetis
ZTS
$31.6B
$18M 0.04%
487,900
+70,601
+17% +$2.42M
AKZOY
478
DELISTED
Akzo Nobel NV
AKZOY
$18M 0.04%
793,099
-14,981
-2% -$340K
WBK
479
DELISTED
Westpac Banking Corporation
WBK
$18M 0.04%
638,610
+33,661
+6% +$1.06M
CHL
480
DELISTED
China Mobile Limited
CHL
$17.9M 0.04%
304,564
+67,717
+29% +$3.9M
VAR
481
DELISTED
Varian Medical Systems, Inc.
VAR
$17.9M 0.04%
254,073
+22,190
+10% +$1.64M
TRW
482
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$17.8M 0.04%
176,067
+2,338
+1% +$234K
VOD icon
483
Vodafone
VOD
$34.9B
$17.7M 0.04%
539,183
+10,160
+2% +$339K
MGA icon
484
Magna International
MGA
$17.9B
$17.7M 0.04%
373,562
-468
-0.1% -$25.7K
MORN icon
485
Morningstar
MORN
$6.56B
$17.7M 0.04%
260,615
+18,962
+8% +$1.3M
RGA icon
486
Reinsurance Group of America
RGA
$15.7B
$17.7M 0.04%
220,724
+16,352
+8% +$1.33M
LYG icon
487
Lloyds Banking Group
LYG
$87.4B
$17.6M 0.04%
3,489,699
+151,819
+5% +$764K
AXA
488
DELISTED
AXA ADS (1 ORD SHS)
AXA
$17.5M 0.04%
712,023
+50,513
+8% +$1.24M
OCR
489
DELISTED
OMNICARE INC
OCR
$17.5M 0.04%
281,347
+17,396
+7% +$1.11M
AVB icon
490
AvalonBay Communities
AVB
$27.1B
$17.4M 0.04%
123,645
-891
-0.7% -$132K
VTR icon
491
Ventas
VTR
$48.9B
$17.4M 0.04%
245,804
+9,282
+4% +$678K
BHP icon
492
BHP
BHP
$213B
$17.3M 0.04%
348,320
+5,412
+2% +$315K
DNY
493
DELISTED
DONNELLEY R R & SONS CO
DNY
$17.3M 0.04%
1,053,398
+31,931
+3% +$526K
RENX
494
DELISTED
RELX N.V.
RENX
$17.3M 0.04%
1,175,840
-96,069
-8% -$1.42M
EXG icon
495
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$17.2M 0.04%
1,714,582
-150,450
-8% -$1.55M
EMD
496
Western Asset Emerging Markets Debt Fund
EMD
$609M
$17.1M 0.04%
1,000,309
+66,703
+7% +$1.2M
POM
497
DELISTED
PEPCO HOLDINGS, INC.
POM
$17.1M 0.04%
638,110
-26,443
-4% -$721K
GAS
498
DELISTED
AGL Resources Inc
GAS
$17M 0.04%
331,927
+47,529
+17% +$2.51M
ETY icon
499
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$17M 0.04%
1,487,778
-25,435
-2% -$298K
MKC icon
500
McCormick & Company Non-Voting
MKC
$13.4B
$17M 0.04%
507,302
-33,830
-6% -$1.16M
18 19
20
21 22

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MCM
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PSUF
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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.