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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
PUK icon
501
Prudential
PUK
$36.5B
$16.9M 0.04%
392,609
+10,816
+3% +$491K
SIAL
502
DELISTED
SIGMA - ALDRICH CORP
SIAL
$16.9M 0.04%
124,626
+6,168
+5% +$656K
ANDV
503
DELISTED
Andeavor
ANDV
$16.9M 0.04%
277,845
+1,280
+0.5% +$78.9K
CTRA
504
DELISTED
Coterra Energy
CTRA
$16.9M 0.04%
517,853
+13,770
+3% +$460K
CINF icon
505
Cincinnati Financial
CINF
$28.3B
$16.9M 0.04%
359,337
-25,055
-7% -$1.2M
BBVA icon
506
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$16.8M 0.04%
1,476,100
+120,031
+9% +$1.4M
SQM icon
507
Sociedad Química y Minera de Chile
SQM
$19.6B
$16.8M 0.04%
661,290
+60,422
+10% +$1.65M
EFX icon
508
Equifax
EFX
$20.3B
$16.5M 0.04%
221,227
+1,519
+0.7% +$116K
CAR icon
509
Avis
CAR
$5.63B
$16.5M 0.04%
300,691
-14,170
-5% -$886K
TAP icon
510
Molson Coors Class B
TAP
$7.68B
$16.5M 0.04%
221,706
-1,256
-0.6% -$91.7K
NWSA icon
511
News Corp Class A
NWSA
$14.5B
$16.5M 0.04%
1,008,507
+30,349
+3% +$534K
TXT icon
512
Textron
TXT
$16.6B
$16.4M 0.04%
456,936
+16,881
+4% +$634K
BF.B icon
513
Brown-Forman Class B
BF.B
$12B
$16.4M 0.04%
568,913
-5,540
-1% -$163K
CHRW icon
514
C.H. Robinson
CHRW
$22B
$16.4M 0.04%
247,491
+40,408
+20% +$2.69M
MAN icon
515
ManpowerGroup
MAN
$2.39B
$16.4M 0.04%
234,037
-4,882
-2% -$382K
NPM
516
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$16.4M 0.04%
1,191,267
+35,161
+3% +$480K
WPX
517
DELISTED
WPX Energy, Inc.
WPX
$16.4M 0.04%
680,559
+10,711
+2% +$254K
CTXS
518
DELISTED
Citrix Systems Inc
CTXS
$16.4M 0.04%
288,096
+32,041
+13% +$1.74M
BRCD
519
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$16.3M 0.04%
1,498,573
+109,828
+8% +$1.07M
ERIC icon
520
Ericsson
ERIC
$30.7B
$16.2M 0.04%
1,285,782
-45,674
-3% -$567K
NFX
521
DELISTED
Newfield Exploration
NFX
$16.2M 0.04%
435,910
+70,329
+19% +$2.92M
RHI icon
522
Robert Half
RHI
$3.61B
$16.1M 0.04%
329,123
-3,417
-1% -$169K
LHX icon
523
L3Harris
LHX
$55.9B
$16.1M 0.04%
241,933
+13,726
+6% +$971K
FE icon
524
FirstEnergy
FE
$28.9B
$16M 0.04%
477,753
-15,090
-3% -$499K
RAD
525
DELISTED
Rite Aid Corporation
RAD
$16M 0.04%
165,076
-51,311
-24% -$6.62M
19 20
21
22 23

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MCM
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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.