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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
CHK
301
DELISTED
Chesapeake Energy Corporation
CHK
$30.5M 0.07%
6,638
-609
-8% -$3.21M
MAR icon
302
Marriott International
MAR
$98.7B
$30M 0.07%
428,604
+25,797
+6% +$1.75M
TROW icon
303
T. Rowe Price
TROW
$25B
$30M 0.07%
382,132
-8,341
-2% -$669K
BBY icon
304
Best Buy
BBY
$18B
$29.9M 0.07%
891,470
+4,693
+0.5% +$147K
IBN icon
305
ICICI Bank
IBN
$106B
$29.7M 0.07%
3,323,276
-721,996
-18% -$6.75M
EEM icon
306
iShares MSCI Emerging Markets ETF
EEM
$28B
$29.2M 0.06%
703,645
+622,462
+767% +$27.5M
TSM icon
307
TSMC
TSM
$2.09T
$29.2M 0.06%
1,447,566
+191,335
+15% +$3.99M
CME icon
308
CME Group
CME
$92.2B
$29.2M 0.06%
365,226
-26,867
-7% -$2.02M
FAST icon
309
Fastenal
FAST
$54B
$29.2M 0.06%
2,599,140
-519,260
-17% -$5.94M
DTE icon
310
DTE Energy
DTE
$31.1B
$29.1M 0.06%
449,199
+30,095
+7% +$1.95M
PFG icon
311
Principal Financial Group
PFG
$23.6B
$29M 0.06%
553,427
-5,648
-1% -$295K
ADI icon
312
Analog Devices
ADI
$181B
$28.9M 0.06%
584,371
+6,958
+1% +$357K
AMG icon
313
Affiliated Managers Group
AMG
$9.46B
$28.7M 0.06%
143,304
+6,980
+5% +$1.42M
EEP
314
DELISTED
Enbridge Energy Partners
EEP
$28.7M 0.06%
738,059
+14,368
+2% +$517K
CAM
315
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$28.6M 0.06%
430,615
+8,937
+2% +$634K
AZO icon
316
AutoZone
AZO
$48.3B
$28.5M 0.06%
55,903
+1,915
+4% +$1.01M
SWK icon
317
Stanley Black & Decker
SWK
$14.2B
$28.4M 0.06%
319,550
+16,520
+5% +$1.48M
CAG icon
318
Conagra Brands
CAG
$7.07B
$28.4M 0.06%
1,103,211
+18,715
+2% +$461K
PNR icon
319
Pentair
PNR
$10.2B
$28.3M 0.06%
643,519
-182,480
-22% -$8.44M
PGR icon
320
Progressive
PGR
$124B
$28.2M 0.06%
1,116,280
-103,383
-8% -$2.55M
PBR.A icon
321
Petrobras Class A
PBR.A
$107B
$28.2M 0.06%
1,890,715
-9,427
-0.5% -$168K
VEON icon
322
VEON
VEON
$3.53B
$28M 0.06%
155,074
+19,079
+14% +$4.01M
AIZ icon
323
Assurant
AIZ
$13.7B
$27.8M 0.06%
432,012
+7,995
+2% +$523K
REGN icon
324
Regeneron Pharmaceuticals
REGN
$68.8B
$27.6M 0.06%
76,617
+2,534
+3% +$849K
MCO icon
325
Moody's
MCO
$81.7B
$27.3M 0.06%
289,029
+19,169
+7% +$1.76M
11 12
13
14 15

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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.