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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
CPRI icon
651
Capri Holdings
CPRI
$1.77B
$11.7M 0.03%
163,882
-4,262
-3% -$343K
CHKP icon
652
Check Point Software Technologies
CHKP
$13.3B
$11.6M 0.03%
167,250
+19,876
+13% +$1.35M
AFG icon
653
American Financial Group
AFG
$11.9B
$11.5M 0.03%
199,448
+16,642
+9% +$974K
AGG icon
654
iShares Core US Aggregate Bond ETF
AGG
$138B
$11.5M 0.03%
105,131
+2,628
+3% +$287K
E icon
655
ENI
E
$76B
$11.5M 0.03%
242,752
+14,277
+6% +$722K
NAVI icon
656
Navient
NAVI
$774M
$11.5M 0.03%
647,610
+16,853
+3% +$297K
APOL
657
DELISTED
Apollo Education Group Inc Class A
APOL
$11.5M 0.03%
455,835
+39,191
+9% +$1.09M
UAA icon
658
Under Armour
UAA
$3B
$11.5M 0.03%
334,036
+35,580
+12% +$1.18M
FOSL icon
659
Fossil Group
FOSL
$239M
$11.4M 0.03%
121,833
-8,987
-7% -$905K
SPLS
660
DELISTED
Staples Inc
SPLS
$11.4M 0.03%
944,243
+109,134
+13% +$1.28M
MRVL icon
661
Marvell Technology
MRVL
$174B
$11.4M 0.03%
847,483
-780,731
-48% -$10.7M
ALTR
662
DELISTED
Altera Corp
ALTR
$11.4M 0.03%
318,943
+10,767
+3% +$375K
OI icon
663
O-I Glass
OI
$1.39B
$11.4M 0.03%
437,872
-48,565
-10% -$1.52M
ARG
664
DELISTED
Airgas Inc
ARG
$11.4M 0.03%
102,727
-747
-0.7% -$82.1K
WBD icon
665
Warner Bros
WBD
$64.6B
$11.4M 0.03%
300,576
-223,057
-43% -$9.29M
MAC icon
666
Macerich
MAC
$7.32B
$11.3M 0.03%
177,583
+16,595
+10% +$1.09M
FFIV icon
667
F5
FFIV
$22.1B
$11.3M 0.03%
95,218
+5,518
+6% +$648K
WAT icon
668
Waters Corp
WAT
$36.8B
$11.3M 0.03%
113,830
+30,927
+37% +$3.19M
BOE icon
669
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$11.3M 0.02%
798,601
+244,876
+44% +$3.6M
INGR icon
670
Ingredion
INGR
$6.38B
$11.3M 0.02%
148,493
+3,555
+2% +$276K
ATVI
671
DELISTED
Activision Blizzard
ATVI
$11.2M 0.02%
540,861
-42,394
-7% -$964K
NVDA icon
672
NVIDIA
NVDA
$5.01T
$11.2M 0.02%
24,377,240
-137,880
-0.6% -$65K
EVV
673
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$11.2M 0.02%
770,386
-87,503
-10% -$1.32M
ZION icon
674
Zions Bancorporation
ZION
$10.1B
$11.2M 0.02%
385,623
+4,169
+1% +$121K
MBT
675
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$11.2M 0.02%
749,274
+116,968
+18% +$2.14M
25 26
27
28 29

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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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ACI
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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.