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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
HBI
551
DELISTED
Hanesbrands
HBI
$15.1M 0.03%
562,912
-52,788
-9% -$1.34M
CTCM
552
DELISTED
CTC MEDIA INC COM STK
CTCM
$15.1M 0.03%
2,269,749
-16,032
-0.7% -$155K
HII icon
553
Huntington Ingalls Industries
HII
$11.3B
$15M 0.03%
143,511
-12,786
-8% -$1.26M
DLTR icon
554
Dollar Tree
DLTR
$23.1B
$14.9M 0.03%
266,415
+9,413
+4% +$519K
ILMN icon
555
Illumina
ILMN
$29.4B
$14.9M 0.03%
93,606
+10,809
+13% +$1.81M
EPC icon
556
Edgewell Personal Care
EPC
$1.27B
$14.9M 0.03%
163,179
+28,812
+21% +$2.58M
CTAS icon
557
Cintas
CTAS
$82.4B
$14.8M 0.03%
837,396
-7,264
-0.9% -$118K
KIM icon
558
Kimco Realty
KIM
$17.6B
$14.8M 0.03%
674,018
+24,699
+4% +$566K
FL
559
DELISTED
Foot Locker
FL
$14.7M 0.03%
264,586
+62,304
+31% +$3.28M
HUN icon
560
Huntsman Corp
HUN
$2.24B
$14.7M 0.03%
565,890
+46,379
+9% +$1.26M
UL icon
561
Unilever
UL
$131B
$14.7M 0.03%
311,736
+24,422
+9% +$1.21M
NAB
562
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$14.7M 0.03%
1,035,461
+80,826
+8% +$1.15M
OGE icon
563
OGE Energy
OGE
$10.3B
$14.7M 0.03%
395,302
+4,897
+1% +$180K
CNP icon
564
CenterPoint Energy
CNP
$29.1B
$14.6M 0.03%
596,925
+12,300
+2% +$303K
SCG
565
DELISTED
Scana
SCG
$14.5M 0.03%
292,801
+32,143
+12% +$1.65M
SU icon
566
Suncor Energy
SU
$77.7B
$14.5M 0.03%
401,299
-11,506
-3% -$462K
IEX icon
567
IDEX
IEX
$16.5B
$14.5M 0.03%
199,854
+16,903
+9% +$1.3M
AKAM icon
568
Akamai
AKAM
$16.8B
$14.4M 0.03%
241,168
+10,586
+5% +$636K
HNT
569
DELISTED
HEALTH NET INC
HNT
$14.4M 0.03%
311,657
+5,713
+2% +$254K
LXK
570
DELISTED
Lexmark Intl Inc
LXK
$14.4M 0.03%
338,117
+5,841
+2% +$282K
BEAV
571
DELISTED
B/E Aerospace Inc
BEAV
$14.4M 0.03%
236,273
+12,718
+6% +$804K
HCC
572
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$14.3M 0.03%
296,207
-7,698
-3% -$374K
SVU
573
DELISTED
SUPERVALU Inc.
SVU
$14.2M 0.03%
226,533
-50,702
-18% -$3.26M
LNG icon
574
Cheniere Energy
LNG
$56.5B
$14.2M 0.03%
176,973
-17,776
-9% -$1.36M
NLSN
575
DELISTED
Nielsen Holdings plc
NLSN
$14.1M 0.03%
318,881
-171,620
-35% -$8.06M
21 22
23
24 25

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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.