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
MJN
151
DELISTED
Mead Johnson Nutrition Company
MJN
$59.7M 0.13%
620,403
-2,797
-0.4% -$265K
RAI
152
DELISTED
Reynolds American Inc
RAI
$59.5M 0.13%
2,017,036
+221,964
+12% +$6.46M
LO
153
DELISTED
LORILLARD INC COM STK
LO
$59.5M 0.13%
992,336
-12,814
-1% -$777K
AMP icon
154
Ameriprise Financial
AMP
$46.8B
$59.5M 0.13%
481,841
+4,153
+0.9% +$510K
NSC icon
155
Norfolk Southern
NSC
$78.8B
$58.8M 0.13%
526,741
+19,917
+4% +$2.11M
AET
156
DELISTED
Aetna Inc
AET
$58.8M 0.13%
725,658
-43,853
-6% -$3.57M
VLO icon
157
Valero Energy
VLO
$89.8B
$58.7M 0.13%
1,268,260
-108,118
-8% -$5.45M
ALL icon
158
Allstate
ALL
$66.9B
$58.6M 0.13%
955,614
-35,058
-4% -$2.1M
CCI icon
159
Crown Castle
CCI
$32.7B
$58.4M 0.13%
724,998
+23,528
+3% +$1.82M
SHPG
160
DELISTED
Shire pic
SHPG
$58.1M 0.13%
224,288
-49,463
-18% -$12.3M
M icon
161
Macy's
M
$6.15B
$58M 0.13%
996,156
+10,424
+1% +$618K
CB icon
162
Chubb
CB
$140B
$57.9M 0.13%
551,863
+18,214
+3% +$1.9M
PPG icon
163
PPG Industries
PPG
$25.9B
$57.6M 0.13%
585,844
-5,848
-1% -$596K
COV
164
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$57.4M 0.13%
663,875
-5,190
-0.8% -$460K
MPC icon
165
Marathon Petroleum
MPC
$90.3B
$57.4M 0.13%
1,354,682
-5,996
-0.4% -$254K
D icon
166
Dominion Energy
D
$62.5B
$56M 0.12%
810,771
-19,747
-2% -$1.36M
ITUB icon
167
Itaú Unibanco
ITUB
$91.3B
$56M 0.12%
10,060,453
+88,806
+0.9% +$566K
SO icon
168
Southern Company
SO
$110B
$54.9M 0.12%
1,258,313
+76,063
+6% +$3.34M
CRM icon
169
Salesforce
CRM
$134B
$54.9M 0.12%
954,372
+8,543
+0.9% +$481K
SNY icon
170
Sanofi
SNY
$104B
$54.8M 0.12%
970,229
-47,978
-5% -$2.58M
NBL
171
DELISTED
Noble Energy, Inc.
NBL
$54.7M 0.12%
800,827
+5,005
+0.6% +$356K
CI icon
172
Cigna
CI
$76.6B
$54.2M 0.12%
597,378
-25,240
-4% -$2.36M
YHOO
173
DELISTED
Yahoo Inc
YHOO
$53.7M 0.12%
1,316,967
+107,455
+9% +$4.03M
KRFT
174
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$53.6M 0.12%
950,934
-668
-0.1% -$38.6K
BLK icon
175
Blackrock
BLK
$164B
$53.3M 0.12%
162,489
-481
-0.3% -$155K
5 6
7
8 9

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.