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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
JCI icon
226
Johnson Controls International
JCI
$87.5B
$41.5M 0.09%
900,390
+18,748
+2% +$945K
DVN icon
227
Devon Energy
DVN
$51.9B
$41.5M 0.09%
608,219
+54,700
+10% +$4.07M
DE icon
228
Deere & Co
DE
$170B
$41.5M 0.09%
505,615
-38,312
-7% -$3.28M
SYY icon
229
Sysco
SYY
$39.7B
$41.3M 0.09%
1,089,520
+58,681
+6% +$2.19M
TV icon
230
Televisa
TV
$1.45B
$41.3M 0.09%
1,219,716
+240,893
+25% +$8.57M
APH icon
231
Amphenol
APH
$188B
$40.4M 0.09%
3,235,288
+77,280
+2% +$969K
KEY icon
232
KeyCorp
KEY
$24.3B
$40.2M 0.09%
3,015,554
-146,205
-5% -$2M
RDS.A
233
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$39.8M 0.09%
523,278
+55,726
+12% +$4.47M
WM icon
234
Waste Management
WM
$95.9B
$39.6M 0.09%
833,772
-18,231
-2% -$835K
TFC icon
235
Truist Financial
TFC
$63.2B
$39.3M 0.09%
1,055,779
-17,939
-2% -$677K
HCA icon
236
HCA Healthcare
HCA
$84.8B
$39.2M 0.09%
556,121
+2,724
+0.5% +$180K
QVCGA
237
DELISTED
QVC Group Inc Series A
QVCGA
$39.2M 0.09%
33,478
-4,807
-13% -$5.69M
SYK icon
238
Stryker
SYK
$127B
$38.5M 0.09%
476,473
+9,438
+2% +$776K
OMC icon
239
Omnicom Group
OMC
$22.7B
$38.5M 0.09%
558,379
+5,459
+1% +$390K
LUMN icon
240
Lumen
LUMN
$6.53B
$37.7M 0.08%
921,548
+192,686
+26% +$7.57M
WHR icon
241
Whirlpool
WHR
$2.42B
$37.7M 0.08%
258,504
-199
-0.1% -$29.4K
IP icon
242
International Paper
IP
$22.3B
$37.6M 0.08%
832,250
+94,730
+13% +$4.36M
PSA icon
243
Public Storage
PSA
$60.2B
$37.4M 0.08%
225,570
+17,004
+8% +$2.92M
PBR icon
244
Petrobras
PBR
$121B
$37.1M 0.08%
2,611,365
+251,263
+11% +$4.2M
VWO icon
245
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$37M 0.08%
888,128
+68,383
+8% +$3.04M
DVA icon
246
DaVita
DVA
$15.1B
$37M 0.08%
505,202
+20,189
+4% +$1.48M
SE
247
DELISTED
Spectra Energy Corp Wi
SE
$36.9M 0.08%
939,938
+102,834
+12% +$4.23M
VFC icon
248
VF Corp
VFC
$6.68B
$36.9M 0.08%
593,262
+17,272
+3% +$1.03M
BEN icon
249
Franklin Resources
BEN
$16.9B
$36.7M 0.08%
672,809
+10,255
+2% +$574K
HSY icon
250
Hershey
HSY
$35.4B
$36.5M 0.08%
382,028
-2,650
-0.7% -$245K
8 9
10
11 12

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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.