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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
HSNI
851
DELISTED
HSN, Inc.
HSNI
$7.47M 0.02%
121,722
+24,716
+25% +$1.45M
MHK icon
852
Mohawk Industries
MHK
$6.9B
$7.46M 0.02%
55,324
-20,125
-27% -$2.77M
FRT icon
853
Federal Realty Investment Trust
FRT
$10.9B
$7.45M 0.02%
62,861
+1,209
+2% +$148K
VIV icon
854
Telefônica Brasil
VIV
$22.4B
$7.44M 0.02%
378,125
+12,000
+3% +$243K
IMO icon
855
Imperial Oil
IMO
$62.1B
$7.44M 0.02%
157,533
-14,680
-9% -$754K
CY
856
DELISTED
Cypress Semiconductor
CY
$7.41M 0.02%
750,771
+53,652
+8% +$564K
KND
857
DELISTED
Kindred Healthcare
KND
$7.41M 0.02%
381,721
-33,229
-8% -$724K
CNI icon
858
Canadian National Railway
CNI
$78.3B
$7.37M 0.02%
103,867
+5,541
+6% +$384K
SM icon
859
SM Energy
SM
$7.96B
$7.35M 0.02%
94,257
+51,923
+123% +$4.24M
PHM icon
860
Pultegroup
PHM
$24.5B
$7.3M 0.02%
413,349
-23,374
-5% -$440K
TSCO icon
861
Tractor Supply
TSCO
$16.3B
$7.3M 0.02%
593,160
+38,845
+7% +$485K
EOI
862
Eaton Vance Enhanced Equity Income Fund
EOI
$808M
$7.29M 0.02%
531,242
-106,604
-17% -$1.48M
EC icon
863
Ecopetrol
EC
$32.9B
$7.29M 0.02%
232,984
+20,170
+9% +$689K
KOF icon
864
Coca-Cola Femsa
KOF
$21.6B
$7.27M 0.02%
72,220
-353
-0.5% -$38.6K
REP
865
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$7.27M 0.02%
307,640
+25,925
+9% +$613K
AMSG
866
DELISTED
Amsurg Corp
AMSG
$7.25M 0.02%
144,804
+48,692
+51% +$2.43M
FBIN icon
867
Fortune Brands Innovations
FBIN
$6.12B
$7.24M 0.02%
206,007
+32,219
+19% +$1.13M
CE icon
868
Celanese
CE
$5.09B
$7.23M 0.02%
123,585
-900
-0.7% -$55.4K
FHN icon
869
First Horizon
FHN
$12.1B
$7.22M 0.02%
588,305
-90
-0% -$1.08K
EOCC
870
DELISTED
Enel Generacion Chile S.A.
EOCC
$7.21M 0.02%
236,961
-177
-0.1% -$5.62K
JPC icon
871
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$7.2M 0.02%
782,787
+24,243
+3% +$228K
AVP
872
DELISTED
Avon Products, Inc.
AVP
$7.2M 0.02%
571,263
-43,340
-7% -$594K
FMC icon
873
FMC
FMC
$1.42B
$7.2M 0.02%
145,068
-40,613
-22% -$2.31M
SAM icon
874
Boston Beer
SAM
$1.88B
$7.19M 0.02%
32,427
+179
+0.6% +$40.1K
SLXP
875
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$7.19M 0.02%
46,020
+9,137
+25% +$1.32M
33 34
35
36 37

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PSUF
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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.