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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
AVGO icon
701
Broadcom
AVGO
$1.82T
$10.7M 0.02%
1,228,300
+160,330
+15% +$1.25M
ITC
702
DELISTED
ITC HOLDINGS CORP
ITC
$10.7M 0.02%
299,604
+2,972
+1% +$108K
TECD
703
DELISTED
Tech Data Corp
TECD
$10.6M 0.02%
179,978
+15,775
+10% +$1.02M
VALE.P
704
DELISTED
Vale S A
VALE.P
$10.6M 0.02%
1,088,272
-324,148
-23% -$3.85M
DNB
705
DELISTED
Dun & Bradstreet
DNB
$10.5M 0.02%
89,799
+7,123
+9% +$816K
ITT icon
706
ITT
ITT
$17.5B
$10.5M 0.02%
234,081
-11,640
-5% -$554K
FDO
707
DELISTED
FAMILY DOLLAR STORES
FDO
$10.5M 0.02%
135,794
+2,479
+2% +$183K
VC icon
708
Visteon
VC
$2.77B
$10.5M 0.02%
107,587
+1,981
+2% +$198K
AVK
709
Advent Convertible and Income Fund
AVK
$544M
$10.5M 0.02%
619,411
+167,888
+37% +$3.07M
PACW
710
DELISTED
PacWest Bancorp
PACW
$10.4M 0.02%
253,165
+60,674
+32% +$2.54M
ORAN
711
DELISTED
Orange
ORAN
$10.4M 0.02%
706,494
+223,025
+46% +$3.39M
RS icon
712
Reliance Steel & Aluminium
RS
$20.8B
$10.4M 0.02%
152,084
-4,451
-3% -$316K
NXPI icon
713
NXP Semiconductors
NXPI
$68B
$10.4M 0.02%
151,689
+16,270
+12% +$1.08M
TWTR
714
DELISTED
Twitter, Inc.
TWTR
$10.3M 0.02%
199,684
+139,931
+234% +$6.33M
TWTC
715
DELISTED
TW TELECOM INC CL A COM
TWTC
$10.3M 0.02%
247,520
+485
+0.2% +$19.7K
LNT icon
716
Alliant Energy
LNT
$19.4B
$10.3M 0.02%
371,354
+13,002
+4% +$375K
GGP
717
DELISTED
GGP Inc.
GGP
$10.3M 0.02%
435,682
+40,159
+10% +$963K
ARMH
718
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$10.3M 0.02%
234,600
+24,056
+11% +$1.09M
LBTYA icon
719
Liberty Global Class A
LBTYA
$3.31B
$10.2M 0.02%
292,001
+76,121
+35% +$2.71M
TMUS icon
720
T-Mobile US
TMUS
$193B
$10.2M 0.02%
353,732
-29,584
-8% -$910K
KT icon
721
KT
KT
$8.84B
$9.88M 0.02%
609,338
+5,485
+0.9% +$88.6K
AWK icon
722
American Water Works
AWK
$26.3B
$9.87M 0.02%
204,728
+30,741
+18% +$1.5M
NATI
723
DELISTED
National Instruments Corp
NATI
$9.87M 0.02%
319,004
+8,822
+3% +$286K
PTEN icon
724
Patterson-UTI
PTEN
$3.87B
$9.85M 0.02%
302,637
+66,377
+28% +$2.25M
ASH icon
725
Ashland
ASH
$3.04B
$9.82M 0.02%
192,913
+14,541
+8% +$757K
27 28
29
30 31

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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.