We are live on ! Find out more
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
DFS
101
DELISTED
Discover Financial Services
DFS
$84.2M 0.19%
1,307,733
-44,507
-3% -$2.79M
PNC icon
102
PNC Financial Services
PNC
$100B
$82.7M 0.18%
965,984
-13,862
-1% -$1.18M
UPS icon
103
United Parcel Service
UPS
$97.6B
$82.4M 0.18%
838,309
-20,173
-2% -$2M
DHR icon
104
Danaher
DHR
$135B
$81M 0.18%
1,585,414
-27,009
-2% -$1.39M
SPG icon
105
Simon Property Group
SPG
$74.5B
$80.2M 0.18%
487,904
+47,453
+11% +$7.99M
TFCFA
106
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$80M 0.18%
2,333,448
-73,919
-3% -$2.56M
KMB icon
107
Kimberly-Clark
KMB
$36.4B
$80M 0.18%
775,575
-14,285
-2% -$1.49M
TWC
108
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$79.4M 0.18%
553,336
+11,177
+2% +$1.66M
EMR icon
109
Emerson Electric
EMR
$82.9B
$78.2M 0.17%
1,249,573
-5,779
-0.5% -$375K
KMP
110
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$78M 0.17%
836,526
-1,128
-0.1% -$100K
NVS icon
111
Novartis
NVS
$295B
$77.4M 0.17%
917,201
-29,556
-3% -$2.39M
DUK icon
112
Duke Energy
DUK
$102B
$76.8M 0.17%
1,027,206
-29,100
-3% -$2.12M
WMB icon
113
Williams Companies
WMB
$90.5B
$76.6M 0.17%
1,384,714
+95,125
+7% +$5.47M
TGT icon
114
Target
TGT
$62.1B
$76.1M 0.17%
1,213,439
+36,213
+3% +$2.19M
EPD icon
115
Enterprise Products Partners
EPD
$83.8B
$74.7M 0.17%
1,852,789
+27,337
+1% +$1.07M
PRU icon
116
Prudential Financial
PRU
$41.7B
$74.2M 0.16%
844,133
-355
-0% -$31.7K
SCCO icon
117
Southern Copper
SCCO
$141B
$72.5M 0.16%
2,639,252
+91,678
+4% +$2.73M
ACN icon
118
Accenture
ACN
$89.9B
$72.5M 0.16%
891,422
+18,528
+2% +$1.49M
AMAT icon
119
Applied Materials
AMAT
$426B
$72.4M 0.16%
3,351,629
+190,869
+6% +$4.22M
TMO icon
120
Thermo Fisher Scientific
TMO
$211B
$72.2M 0.16%
592,997
-3,527
-0.6% -$429K
ADP icon
121
Automatic Data Processing
ADP
$100B
$72.2M 0.16%
989,216
-54,676
-5% -$3.95M
RTN
122
DELISTED
Raytheon Company
RTN
$71.8M 0.16%
706,810
-13,388
-2% -$1.28M
F icon
123
Ford
F
$57.3B
$71.4M 0.16%
4,830,003
-2,545
-0.1% -$43.5K
SCHW
124
Charles Schwab
SCHW
$177B
$71.1M 0.16%
2,419,003
-91,442
-4% -$2.59M
APC
125
DELISTED
Anadarko Petroleum
APC
$71.1M 0.16%
700,843
-4,053
-0.6% -$437K
3 4
5
6 7

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.