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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
LLTC
676
DELISTED
Linear Technology Corp
LLTC
$11.2M 0.02%
252,139
+12,295
+5% +$558K
CPN
677
DELISTED
Calpine Corporation
CPN
$11.2M 0.02%
515,328
+8,580
+2% +$194K
TEF
678
DELISTED
Telefonica
TEF
$11.2M 0.02%
990,781
+73,758
+8% +$866K
VEA icon
679
Vanguard FTSE Developed Markets ETF
VEA
$226B
$11.2M 0.02%
280,883
-25
-0% -$1.04K
PNW icon
680
Pinnacle West Capital
PNW
$12.9B
$11.1M 0.02%
203,643
+11,112
+6% +$619K
SEIC icon
681
SEI Investments
SEIC
$11.9B
$11.1M 0.02%
306,978
+2,822
+0.9% +$101K
PMO
682
Franklin Municipal Opportunities Trust
PMO
$282M
$11.1M 0.02%
947,238
+134,024
+16% +$1.56M
AWH
683
DELISTED
Allied World Assurance Co Hld Lt
AWH
$11.1M 0.02%
300,813
+19,436
+7% +$723K
NSANY
684
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$11M 0.02%
570,124
+18,774
+3% +$364K
SLG icon
685
SL Green Realty
SLG
$3.88B
$11M 0.02%
112,508
+3,378
+3% +$353K
RSG icon
686
Republic Services
RSG
$66.7B
$11M 0.02%
282,218
+17,872
+7% +$687K
BCR
687
DELISTED
CR Bard Inc.
BCR
$11M 0.02%
77,098
+1,442
+2% +$213K
ERC
688
Allspring Multi-Sector Income Fund
ERC
$255M
$11M 0.02%
788,075
+16,246
+2% +$237K
PII icon
689
Polaris
PII
$4.15B
$11M 0.02%
73,424
+2,933
+4% +$424K
RRC icon
690
Range Resources
RRC
$9.11B
$11M 0.02%
162,151
-10,774
-6% -$822K
NOK icon
691
Nokia
NOK
$50.8B
$10.9M 0.02%
1,288,078
+68,137
+6% +$548K
PBCT
692
DELISTED
People's United Financial Inc
PBCT
$10.9M 0.02%
752,206
+4,668
+0.6% +$69.3K
JBHT icon
693
JB Hunt Transport Services
JBHT
$27.1B
$10.9M 0.02%
146,833
+5,469
+4% +$414K
AME icon
694
Ametek
AME
$55.5B
$10.8M 0.02%
215,827
-18,739
-8% -$973K
GRMN
695
Garmin
GRMN
$46.9B
$10.8M 0.02%
208,299
+14,938
+8% +$828K
AXS icon
696
AXIS Capital
AXS
$8.59B
$10.8M 0.02%
228,678
-8,026
-3% -$371K
AEG icon
697
Aegon
AEG
$13.5B
$10.8M 0.02%
1,904,847
+19,062
+1% +$108K
ALV icon
698
Autoliv
ALV
$8.6B
$10.8M 0.02%
162,331
-2,550
-2% -$187K
HDB icon
699
HDFC Bank
HDB
$119B
$10.7M 0.02%
918,384
-622,192
-40% -$7.54M
UGI icon
700
UGI
UGI
$8B
$10.7M 0.02%
313,719
+12,588
+4% +$428K
26 27
28
29 30

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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.