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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
FMX icon
326
Fomento Económico Mexicano
FMX
$43.3B
$27.2M 0.06%
295,781
+913
+0.3% +$87.1K
BFH icon
327
Bread Financial
BFH
$4.21B
$27.2M 0.06%
137,231
-2,961
-2% -$622K
PCG icon
328
PG&E
PCG
$47.8B
$27.1M 0.06%
601,158
+128,098
+27% +$5.89M
OKS
329
DELISTED
Oneok Partners LP
OKS
$27.1M 0.06%
483,641
+7,945
+2% +$453K
ETJ
330
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$27M 0.06%
2,313,564
+389,693
+20% +$4.52M
EQR icon
331
Equity Residential
EQR
$25.4B
$26.9M 0.06%
436,216
+77,097
+21% +$4.98M
VRTX icon
332
Vertex Pharmaceuticals
VRTX
$121B
$26.8M 0.06%
239,038
+45,132
+23% +$4.3M
TNL icon
333
Travel + Leisure Co
TNL
$4.54B
$26.8M 0.06%
729,825
+82,265
+13% +$2.93M
GEN icon
334
Gen Digital
GEN
$15.6B
$26.7M 0.06%
1,136,330
-16,647
-1% -$397K
EG icon
335
Everest Group
EG
$15.2B
$26.7M 0.06%
164,758
-237
-0.1% -$38.4K
MSI icon
336
Motorola Solutions
MSI
$69.4B
$26.6M 0.06%
420,139
-8,452
-2% -$532K
BAY
337
DELISTED
BAYER AG SPONS ADR
BAY
$26.6M 0.06%
189,606
-4,537
-2% -$636K
PXD
338
DELISTED
Pioneer Natural Resource Co.
PXD
$26.5M 0.06%
134,584
+2,538
+2% +$537K
K
339
DELISTED
Kellanova
K
$26.5M 0.06%
457,314
-2,292
-0.5% -$138K
PRGO icon
340
Perrigo
PRGO
$1.4B
$26.1M 0.06%
174,046
+29,022
+20% +$4.33M
HSIC icon
341
Henry Schein
HSIC
$9.74B
$26.1M 0.06%
571,919
+57,778
+11% +$2.68M
MUR icon
342
Murphy Oil
MUR
$5.58B
$26.1M 0.06%
458,888
-5,717
-1% -$354K
A icon
343
Agilent Technologies
A
$39.1B
$26.1M 0.06%
639,511
+49,376
+8% +$2.02M
NUE icon
344
Nucor
NUE
$56.4B
$26M 0.06%
479,354
+3,394
+0.7% +$179K
LEA icon
345
Lear
LEA
$7.19B
$26M 0.06%
483,631
+184,297
+62% +$17.8M
IGSB icon
346
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$26M 0.06%
493,290
+6,170
+1% +$325K
TT icon
347
Trane Technologies
TT
$106B
$25.8M 0.06%
458,429
+25,452
+6% +$1.54M
KSS icon
348
Kohl's
KSS
$2.03B
$25.8M 0.06%
422,640
-5,502
-1% -$311K
STJ
349
DELISTED
St Jude Medical
STJ
$25.7M 0.06%
427,699
+538
+0.1% +$35.1K
FTR
350
DELISTED
Frontier Communications Corp.
FTR
$25.7M 0.06%
263,236
+904
+0.3% +$86.1K
12 13
14
15 16

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PSUF
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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.