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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
CS
601
DELISTED
Credit Suisse Group
CS
$13.3M 0.03%
480,704
+10,935
+2% +$305K
UAL icon
602
United Airlines
UAL
$38.4B
$13.3M 0.03%
283,823
+8,896
+3% +$413K
XRAY icon
603
Dentsply Sirona
XRAY
$2.59B
$13.3M 0.03%
291,222
+38,253
+15% +$1.8M
WU icon
604
Western Union
WU
$2.57B
$13.3M 0.03%
827,673
+58,407
+8% +$1.01M
WX
605
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$13.3M 0.03%
378,938
-60,623
-14% -$2.08M
PKG icon
606
Packaging Corp of America
PKG
$22.7B
$13.3M 0.03%
207,894
-13,312
-6% -$894K
TKP
607
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$13.2M 0.03%
630,507
+74,339
+13% +$1.56M
CSL icon
608
Carlisle Companies
CSL
$13.6B
$13.2M 0.03%
164,396
+27,700
+20% +$2.3M
SEE
609
DELISTED
Sealed Air
SEE
$13.2M 0.03%
378,120
+13,448
+4% +$465K
NLY icon
610
Annaly Capital Management
NLY
$16.9B
$13.2M 0.03%
308,631
+47,217
+18% +$2.16M
BDJ icon
611
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$13.2M 0.03%
1,604,314
+141,920
+10% +$1.18M
AVY icon
612
Avery Dennison
AVY
$12.3B
$13.1M 0.03%
294,378
+2,480
+0.8% +$121K
MNST icon
613
Monster Beverage
MNST
$91.4B
$13.1M 0.03%
857,364
+41,586
+5% +$546K
MUFG icon
614
Mitsubishi UFJ Financial
MUFG
$258B
$13M 0.03%
2,322,784
+203,754
+10% +$1.19M
AV
615
DELISTED
Aviva Plc
AV
$13M 0.03%
766,891
-1,173
-0.2% -$20.1K
MOS icon
616
The Mosaic Company
MOS
$7.09B
$12.9M 0.03%
290,908
+8,788
+3% +$413K
HSP
617
DELISTED
HOSPIRA INC
HSP
$12.9M 0.03%
247,974
+11,809
+5% +$627K
VNQ icon
618
Vanguard Real Estate ETF
VNQ
$39.9B
$12.8M 0.03%
178,322
+30,833
+21% +$2.33M
G icon
619
Genpact
G
$5.3B
$12.8M 0.03%
784,228
-70,059
-8% -$1.23M
TRN icon
620
Trinity Industries
TRN
$2.97B
$12.7M 0.03%
378,997
+82,414
+28% +$2.73M
BALL icon
621
Ball Corp
BALL
$17B
$12.7M 0.03%
401,738
+62,808
+19% +$2M
HAS icon
622
Hasbro
HAS
$12.6B
$12.7M 0.03%
231,046
+30,881
+15% +$1.62M
HYT icon
623
BlackRock Corporate High Yield Fund
HYT
$1.36B
$12.7M 0.03%
1,071,312
+74,165
+7% +$892K
OSK icon
624
Oshkosh
OSK
$9.67B
$12.6M 0.03%
286,477
-3,549
-1% -$176K
KMX icon
625
CarMax
KMX
$8.27B
$12.6M 0.03%
271,352
-2,411
-0.9% -$123K
23 24
25
26 27

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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.