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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
ESS icon
726
Essex Property Trust
ESS
$18.9B
$9.82M 0.02%
54,936
+3,087
+6% +$582K
J icon
727
Jacobs Solutions
J
$15.9B
$9.82M 0.02%
243,125
-7,076
-3% -$309K
BNL
728
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$9.77M 0.02%
376,595
-12,195
-3% -$316K
NPI
729
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$9.76M 0.02%
728,186
+47,534
+7% +$639K
BR icon
730
Broadridge
BR
$17.2B
$9.7M 0.02%
232,874
+17,085
+8% +$710K
NDAQ icon
731
Nasdaq
NDAQ
$51.5B
$9.67M 0.02%
683,646
+29,082
+4% +$408K
RCL icon
732
Royal Caribbean
RCL
$78.7B
$9.61M 0.02%
142,838
+2,987
+2% +$185K
RL icon
733
Ralph Lauren
RL
$22.2B
$9.61M 0.02%
58,324
-2,431
-4% -$400K
SPWR
734
DELISTED
SunPower Corporation Common Stock
SPWR
$9.6M 0.02%
432,871
-53,172
-11% -$1.3M
STLD icon
735
Steel Dynamics
STLD
$35.6B
$9.57M 0.02%
423,219
+14,128
+3% +$309K
ENDP
736
DELISTED
Endo International plc
ENDP
$9.55M 0.02%
139,768
-7,264
-5% -$478K
EMD
737
DELISTED
Western Asset Emerging Markets
EMD
$9.54M 0.02%
793,159
+107,364
+16% +$1.36M
GPN icon
738
Global Payments
GPN
$22.1B
$9.53M 0.02%
272,774
+13,146
+5% +$470K
SPB icon
739
Spectrum Brands
SPB
$2.04B
$9.53M 0.02%
105,219
+14,987
+17% +$1.29M
WSM icon
740
Williams-Sonoma
WSM
$26.7B
$9.5M 0.02%
285,488
+17,802
+7% +$617K
DB icon
741
Deutsche Bank
DB
$66.3B
$9.49M 0.02%
304,845
+53,498
+21% +$1.66M
BBL
742
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$9.48M 0.02%
170,680
+3,005
+2% +$195K
ARCO icon
743
Arcos Dorados Holdings
ARCO
$1.73B
$9.47M 0.02%
1,627,939
+255,215
+19% +$2.06M
WTM icon
744
White Mountains Insurance
WTM
$5.47B
$9.45M 0.02%
14,997
-3,472
-19% -$2.17M
BSBR icon
745
Santander
BSBR
$39.7B
$9.45M 0.02%
1,507,911
+80,527
+6% +$525K
XEC
746
DELISTED
CIMAREX ENERGY CO
XEC
$9.41M 0.02%
74,366
+1,738
+2% +$240K
TDG icon
747
TransDigm Group
TDG
$69.2B
$9.39M 0.02%
50,929
+1,311
+3% +$234K
BMA icon
748
Banco Macro
BMA
$5.7B
$9.38M 0.02%
236,846
-111,864
-32% -$4.38M
JLL icon
749
Jones Lang LaSalle
JLL
$15.1B
$9.37M 0.02%
74,159
-7,585
-9% -$987K
AMD icon
750
Advanced Micro Devices
AMD
$851B
$9.36M 0.02%
2,744,155
-4,510
-0.2% -$18.3K
28 29
30
31 32

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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.