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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
LVLT
451
DELISTED
Level 3 Communications Inc
LVLT
$19.3M 0.04%
421,304
+3,975
+1% +$176K
XEL icon
452
Xcel Energy
XEL
$51B
$19.3M 0.04%
633,275
+34,939
+6% +$1.09M
X
453
DELISTED
US Steel
X
$19.1M 0.04%
488,363
+225,262
+86% +$7.89M
BCS icon
454
Barclays
BCS
$94.1B
$19M 0.04%
1,379,002
-227,818
-14% -$3.14M
MKL icon
455
Markel Group
MKL
$25B
$19M 0.04%
29,834
+731
+3% +$472K
ROK icon
456
Rockwell Automation
ROK
$51.4B
$19M 0.04%
172,501
-446
-0.3% -$52.4K
RDS.B
457
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$18.9M 0.04%
238,454
+14,496
+6% +$1.22M
IPG
458
DELISTED
Interpublic Group of Companies
IPG
$18.9M 0.04%
1,029,006
+42,787
+4% +$830K
ALK icon
459
Alaska Air
ALK
$5.15B
$18.8M 0.04%
431,698
+89,614
+26% +$4.16M
CA
460
DELISTED
CA, Inc.
CA
$18.8M 0.04%
671,206
+42,152
+7% +$1.2M
MCHP icon
461
Microchip Technology
MCHP
$42.8B
$18.7M 0.04%
793,744
+45,542
+6% +$1.09M
ADSK icon
462
Autodesk
ADSK
$44.3B
$18.7M 0.04%
339,956
+16,614
+5% +$910K
AOD
463
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$18.7M 0.04%
2,197,222
+391,225
+22% +$3.45M
ORLY icon
464
O'Reilly Automotive
ORLY
$72.4B
$18.7M 0.04%
1,862,415
+34,635
+2% +$354K
SAN icon
465
Banco Santander
SAN
$194B
$18.6M 0.04%
2,160,555
+254,038
+13% +$2.29M
CMA
466
DELISTED
Comerica
CMA
$18.6M 0.04%
373,286
+2,623
+0.7% +$132K
KEX icon
467
Kirby Corp
KEX
$7.95B
$18.6M 0.04%
157,657
+16,398
+12% +$1.95M
BRG
468
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$18.5M 0.04%
999,806
+21,702
+2% +$402K
DGX icon
469
Quest Diagnostics
DGX
$25.1B
$18.5M 0.04%
305,260
-1,862
-0.6% -$115K
CFR icon
470
Cullen/Frost Bankers
CFR
$10.3B
$18.5M 0.04%
241,874
+6,409
+3% +$503K
FSLR icon
471
First Solar
FSLR
$21.8B
$18.5M 0.04%
281,169
-3,272
-1% -$221K
EQIX icon
472
Equinix
EQIX
$107B
$18.4M 0.04%
86,797
-10,295
-11% -$2.21M
PL
473
DELISTED
PROTECTIVE LIFE CORP
PL
$18.4M 0.04%
265,583
-3,402
-1% -$236K
SYT
474
DELISTED
Syngenta Ag
SYT
$18.3M 0.04%
288,118
+59,488
+26% +$4.21M
BTZ icon
475
BlackRock Credit Allocation Income Trust
BTZ
$927M
$18.2M 0.04%
1,369,857
+51,053
+4% +$690K
17 18
19
20 21

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NIPH
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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.