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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
EOG icon
76
EOG Resources
EOG
$78B
$106M 0.24%
1,074,816
+19,371
+2% +$2.11M
CAT icon
77
Caterpillar
CAT
$409B
$104M 0.23%
1,045,872
+38,831
+4% +$4.12M
NOC icon
78
Northrop Grumman
NOC
$77B
$102M 0.23%
777,405
-21,955
-3% -$2.77M
BKNG icon
79
Booking.com
BKNG
$138B
$102M 0.23%
2,205,525
-8,775
-0.4% -$432K
EBAY icon
80
eBay
EBAY
$48.6B
$102M 0.23%
4,285,011
-76,346
-2% -$1.7M
HAL icon
81
Halliburton
HAL
$27.9B
$102M 0.22%
1,574,817
-50,291
-3% -$3.45M
TRV icon
82
Travelers Companies
TRV
$80.8B
$101M 0.22%
1,073,830
-5,118
-0.5% -$477K
MDT icon
83
Medtronic
MDT
$107B
$99M 0.22%
1,598,477
+71,777
+5% +$4.56M
ELV icon
84
Elevance Health
ELV
$81.9B
$98.9M 0.22%
827,158
-44,844
-5% -$5.14M
SBUX icon
85
Starbucks
SBUX
$118B
$95.8M 0.21%
2,538,624
+10,762
+0.4% +$416K
MET icon
86
MetLife
MET
$61B
$95.4M 0.21%
1,992,197
+8,842
+0.4% +$429K
DTV
87
DELISTED
DIRECTV COM STK (DE)
DTV
$95.3M 0.21%
1,101,056
+11,615
+1% +$999K
WBA
88
DELISTED
Walgreens Boots Alliance
WBA
$93.5M 0.21%
1,576,843
-118,931
-7% -$7.8M
LMT icon
89
Lockheed Martin
LMT
$134B
$91.5M 0.2%
500,835
+4,573
+0.9% +$778K
MON
90
DELISTED
Monsanto Co
MON
$91.4M 0.2%
812,570
-45,661
-5% -$5.34M
DD
91
DELISTED
Du Pont De Nemours E I
DD
$91.2M 0.2%
1,338,150
+8,501
+0.6% +$535K
CL icon
92
Colgate-Palmolive
CL
$72.6B
$91M 0.2%
1,394,603
-67,875
-5% -$4.48M
CX icon
93
Cemex
CX
$17.4B
$89.6M 0.2%
7,726,360
-304,451
-4% -$3.54M
ADBE icon
94
Adobe
ADBE
$89.5B
$89.3M 0.2%
1,290,768
-34,590
-3% -$2.45M
MCK icon
95
McKesson
MCK
$98.5B
$89M 0.2%
457,290
-12,990
-3% -$2.5M
KR icon
96
Kroger
KR
$34.8B
$88.8M 0.2%
3,413,714
+134,322
+4% +$3.39M
FDX icon
97
FedEx
FDX
$74.5B
$88.4M 0.2%
547,706
+22,140
+4% +$3.36M
COF icon
98
Capital One
COF
$124B
$87M 0.19%
1,065,451
+24,145
+2% +$1.97M
USB icon
99
US Bancorp
USB
$99.6B
$86M 0.19%
2,056,125
-41,015
-2% -$1.73M
LOW icon
100
Lowe's Companies
LOW
$116B
$85.2M 0.19%
1,610,230
-164,458
-9% -$8.31M
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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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.