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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
LVS icon
576
Las Vegas Sands
LVS
$30.5B
$14.1M 0.03%
226,128
-29,903
-12% -$2.05M
ASML icon
577
ASML
ASML
$675B
$14M 0.03%
141,396
-2,949
-2% -$277K
DDS icon
578
Dillards
DDS
$8.87B
$14M 0.03%
128,135
-5,591
-4% -$650K
TRIP icon
579
TripAdvisor
TRIP
$1.59B
$13.9M 0.03%
152,489
+11,102
+8% +$1.1M
AGCO icon
580
AGCO
AGCO
$8.78B
$13.9M 0.03%
305,968
-13,237
-4% -$656K
SUNE
581
DELISTED
SUNEDISON, INC COM
SUNE
$13.9M 0.03%
736,404
-80,284
-10% -$1.72M
SNPS icon
582
Synopsys
SNPS
$71.5B
$13.9M 0.03%
349,251
+25,438
+8% +$1.01M
ADT
583
DELISTED
ADT Corp
ADT
$13.8M 0.03%
390,408
+45,430
+13% +$1.61M
HRB icon
584
H&R Block
HRB
$5.18B
$13.8M 0.03%
446,086
+1,266
+0.3% +$41.3K
HRI icon
585
Herc Holdings
HRI
$5.43B
$13.8M 0.03%
181,026
-31,041
-15% -$2.65M
HCBK
586
DELISTED
HUDSON CITY BANCORP INC
HCBK
$13.7M 0.03%
1,411,306
-112,013
-7% -$1.1M
MAS icon
587
Masco
MAS
$16B
$13.7M 0.03%
651,061
-25,160
-4% -$497K
AVT icon
588
Avnet
AVT
$7.33B
$13.7M 0.03%
329,703
+25,309
+8% +$1.1M
R icon
589
Ryder
R
$10.3B
$13.6M 0.03%
151,257
+6,173
+4% +$554K
TTM
590
DELISTED
Tata Motors Limited
TTM
$13.6M 0.03%
311,340
+27,352
+10% +$1.2M
RNP icon
591
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$13.6M 0.03%
776,098
+15,993
+2% +$290K
HMC icon
592
Honda
HMC
$36.5B
$13.6M 0.03%
395,341
+30,254
+8% +$1.05M
MTD icon
593
Mettler-Toledo International
MTD
$26.8B
$13.5M 0.03%
52,688
+8,947
+20% +$2.35M
CIG icon
594
CEMIG Preferred Shares
CIG
$6.09B
$13.5M 0.03%
4,246,023
+1,168,986
+38% +$4.8M
EQT icon
595
EQT Corp
EQT
$33.2B
$13.4M 0.03%
269,909
+11,019
+4% +$583K
CHY
596
Calamos Convertible and High Income Fund
CHY
$1.03B
$13.4M 0.03%
947,726
-175,494
-16% -$2.55M
NTES icon
597
NetEase
NTES
$76.5B
$13.4M 0.03%
782,115
-8,020
-1% -$136K
SBAC icon
598
SBA Communications
SBAC
$18.4B
$13.3M 0.03%
120,340
-3,186
-3% -$344K
LEG icon
599
Leggett & Platt
LEG
$1.52B
$13.3M 0.03%
381,677
+5,671
+2% +$194K
KLAC icon
600
KLA
KLAC
$275B
$13.3M 0.03%
1,691,590
+84,130
+5% +$635K
22 23
24
25 26

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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 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.