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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
GME icon
401
GameStop
GME
$9.5B
$21.6M 0.05%
2,092,268
+39,696
+2% +$422K
NRG icon
402
NRG Energy
NRG
$29.8B
$21.5M 0.05%
706,714
-27,851
-4% -$870K
JNPR
403
DELISTED
Juniper Networks
JNPR
$21.5M 0.05%
971,124
+75,318
+8% +$1.77M
PAYX icon
404
Paychex
PAYX
$40.4B
$21.4M 0.05%
484,358
+7,394
+2% +$311K
BRCM
405
DELISTED
BROADCOM CORP CL-A
BRCM
$21.4M 0.05%
528,995
+28,550
+6% +$1.11M
GL icon
406
Globe Life
GL
$13.5B
$21.4M 0.05%
407,854
-1,274
-0.3% -$68.8K
HIT
407
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$21.3M 0.05%
278,677
+492
+0.2% +$37.6K
CYH icon
408
Community Health Systems
CYH
$385M
$21.2M 0.05%
468,329
-98,999
-17% -$4.11M
TIF
409
DELISTED
Tiffany & Co.
TIF
$21.2M 0.05%
219,785
+3,827
+2% +$382K
ROP icon
410
Roper Technologies
ROP
$36.3B
$21.1M 0.05%
144,351
+3,161
+2% +$465K
BSAC icon
411
Banco Santander Chile
BSAC
$15.8B
$21.1M 0.05%
955,025
+5,100
+0.5% +$126K
URI icon
412
United Rentals
URI
$71.1B
$21.1M 0.05%
189,514
-2,016
-1% -$227K
VNO icon
413
Vornado Realty Trust
VNO
$7.47B
$21M 0.05%
286,754
+6,703
+2% +$517K
EMBJ
414
Embraer S.A. ADS
EMBJ
$11.6B
$21M 0.05%
534,488
+5,647
+1% +$219K
RIO icon
415
Rio Tinto
RIO
$148B
$20.9M 0.05%
425,168
+44,496
+12% +$2.46M
RNR icon
416
RenaissanceRe
RNR
$13.7B
$20.9M 0.05%
209,087
+2,388
+1% +$245K
APTV icon
417
Aptiv
APTV
$12B
$20.9M 0.05%
340,142
-1,135
-0.3% -$77.7K
GNW icon
418
Genworth Financial
GNW
$3.8B
$20.8M 0.05%
1,591,123
-848,988
-35% -$12.3M
AEE icon
419
Ameren
AEE
$31.5B
$20.8M 0.05%
543,286
-3,123
-0.6% -$122K
TEL icon
420
TE Connectivity
TEL
$58.8B
$20.8M 0.05%
375,818
+4,565
+1% +$284K
LINE
421
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$20.7M 0.05%
687,458
+23,334
+4% +$726K
WEC icon
422
WEC Energy
WEC
$37.7B
$20.7M 0.05%
481,129
+7,210
+2% +$320K
WYNN icon
423
Wynn Resorts
WYNN
$10.1B
$20.7M 0.05%
110,479
+1,234
+1% +$244K
SJM icon
424
J.M. Smucker
SJM
$12.6B
$20.6M 0.05%
208,498
+18,677
+10% +$1.92M
VTRS icon
425
Viatris
VTRS
$20.1B
$20.6M 0.05%
453,677
+13,063
+3% +$635K
15 16
17
18 19

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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.