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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
FCX icon
176
Freeport-McMoran
FCX
$90B
$53.2M 0.12%
1,628,931
+127,576
+8% +$4.64M
CPA icon
177
Copa Holdings
CPA
$5.56B
$53.1M 0.12%
495,266
+123,132
+33% +$16.4M
VIAB
178
DELISTED
Viacom Inc. Class B
VIAB
$53M 0.12%
689,297
-1,027
-0.1% -$84.5K
EIX icon
179
Edison International
EIX
$30.7B
$52.4M 0.12%
937,340
-66,976
-7% -$3.83M
CSX icon
180
CSX Corp
CSX
$98.6B
$51.8M 0.11%
4,849,152
+509,868
+12% +$5.26M
APA icon
181
APA Corp
APA
$12.8B
$51.8M 0.11%
551,807
+45,347
+9% +$4.49M
AMT icon
182
American Tower
AMT
$77.7B
$51.5M 0.11%
550,396
+21,352
+4% +$2.03M
CB
183
DELISTED
CHUBB CORPORATION
CB
$51.4M 0.11%
563,923
-11,574
-2% -$1.05M
STI
184
DELISTED
SunTrust Banks, Inc.
STI
$50.9M 0.11%
1,337,401
+23,429
+2% +$904K
EL icon
185
Estee Lauder
EL
$29B
$50.8M 0.11%
679,658
+7,125
+1% +$536K
GLW icon
186
Corning
GLW
$126B
$50.3M 0.11%
2,602,201
+73,936
+3% +$1.54M
RF icon
187
Regions Financial
RF
$26.3B
$50.2M 0.11%
4,995,360
-139,898
-3% -$1.43M
INTU icon
188
Intuit
INTU
$81.1B
$49.8M 0.11%
568,496
+12,058
+2% +$1M
YUM icon
189
Yum! Brands
YUM
$41B
$49.7M 0.11%
959,688
-247,560
-21% -$13.2M
NOV icon
190
NOV
NOV
$7.45B
$49.6M 0.11%
651,677
+10,552
+2% +$872K
PEG icon
191
Public Service Enterprise Group
PEG
$39.8B
$49.3M 0.11%
1,323,077
+7,014
+0.5% +$259K
MHFI
192
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$49.1M 0.11%
581,423
-10,209
-2% -$839K
CP icon
193
Canadian Pacific Kansas City
CP
$82B
$49.1M 0.11%
1,182,700
+56,015
+5% +$2.19M
APD icon
194
Air Products & Chemicals
APD
$66.3B
$48.7M 0.11%
404,602
-3,989
-1% -$487K
SRCL
195
DELISTED
Stericycle Inc
SRCL
$48.7M 0.11%
417,592
+27,161
+7% +$3.21M
NVO
196
Novo Nordisk
NVO
$216B
$48.3M 0.11%
2,028,654
+62,342
+3% +$1.43M
CMI icon
197
Cummins
CMI
$91.7B
$48.2M 0.11%
365,367
-18,253
-5% -$2.63M
LNC icon
198
Lincoln National
LNC
$7.91B
$47.7M 0.11%
890,374
-68,226
-7% -$3.63M
LUV icon
199
Southwest Airlines
LUV
$22.1B
$46.8M 0.1%
1,386,471
+64,952
+5% +$1.98M
GM icon
200
General Motors
GM
$74.7B
$46.7M 0.1%
1,462,744
+529
+0% +$18.4K
6 7
8
9 10

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MCM
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PSUF
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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.