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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
HOT
376
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$23.9M 0.05%
287,225
-47,269
-14% -$3.9M
BF
377
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$23.8M 0.05%
259,891
+1,005
+0.4% +$92K
BBBY
378
DELISTED
Bed Bath & Beyond Inc
BBBY
$23.8M 0.05%
360,878
+1,860
+0.5% +$117K
CSC
379
DELISTED
Computer Sciences
CSC
$23.8M 0.05%
921,877
-12,798
-1% -$329K
XL
380
DELISTED
XL Group Ltd.
XL
$23.7M 0.05%
713,949
+119,250
+20% +$3.98M
HP icon
381
Helmerich & Payne
HP
$3.53B
$23.5M 0.05%
239,825
+11,004
+5% +$1.17M
PPL
382
PPL Corp
PPL
$27.3B
$23.5M 0.05%
766,887
+62,413
+9% +$1.95M
LH icon
383
Labcorp
LH
$24.3B
$23.4M 0.05%
268,047
+15,318
+6% +$1.38M
MELI icon
384
Mercado Libre
MELI
$91.3B
$23.4M 0.05%
215,571
-15,965
-7% -$1.66M
CLB icon
385
Core Laboratories
CLB
$538M
$23.2M 0.05%
158,750
+11,020
+7% +$1.7M
WIN
386
DELISTED
Windstream Holdings Inc
WIN
$23.2M 0.05%
274,279
+37,305
+16% +$3.19M
PLL
387
DELISTED
PALL CORP
PLL
$23.1M 0.05%
276,363
-68,226
-20% -$5.59M
EA icon
388
Electronic Arts
EA
$52.4B
$22.9M 0.05%
643,373
-4,234
-0.7% -$154K
PBI icon
389
Pitney Bowes
PBI
$2.42B
$22.9M 0.05%
914,715
+18,006
+2% +$481K
AZ
390
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$22.9M 0.05%
1,418,083
+66,018
+5% +$1.06M
SAP icon
391
SAP
SAP
$187B
$22.5M 0.05%
311,803
-35,580
-10% -$2.76M
CVD
392
DELISTED
COVANCE INC.
CVD
$22.4M 0.05%
284,925
+13,270
+5% +$1.13M
ROST icon
393
Ross Stores
ROST
$76.6B
$22.3M 0.05%
591,404
+4,112
+0.7% +$143K
DEO icon
394
Diageo
DEO
$46.2B
$22.2M 0.05%
192,700
-7,158
-4% -$867K
STZ icon
395
Constellation Brands
STZ
$22.2B
$22.1M 0.05%
253,842
-600
-0.2% -$52.2K
UTHR icon
396
United Therapeutics
UTHR
$26.3B
$22M 0.05%
171,132
+29,342
+21% +$3.02M
HBAN icon
397
Huntington Bancshares
HBAN
$35.1B
$22M 0.05%
2,261,473
+141,175
+7% +$1.38M
HRL icon
398
Hormel Foods
HRL
$13.9B
$22M 0.05%
856,306
-12,094
-1% -$295K
GWW icon
399
W.W. Grainger
GWW
$65.3B
$21.9M 0.05%
86,845
+663
+0.8% +$163K
TSLA icon
400
Tesla
TSLA
$1.24T
$21.6M 0.05%
1,335,615
+227,730
+21% +$3.76M
14 15
16
17 18

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MCM
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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.