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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
MU icon
126
Micron Technology
MU
$1.04T
$70.4M 0.16%
2,053,616
-98,770
-5% -$3.2M
AGN
127
DELISTED
Allergan plc
AGN
$69.6M 0.15%
288,561
+81,129
+39% +$18.2M
ECL icon
128
Ecolab
ECL
$75.6B
$68.3M 0.15%
594,626
-14,512
-2% -$1.63M
PAA icon
129
Plains All American Pipeline
PAA
$17.4B
$68M 0.15%
1,155,878
+36,401
+3% +$2.13M
BAX icon
130
Baxter International
BAX
$11.6B
$67.6M 0.15%
1,735,010
+16,554
+1% +$672K
MMP
131
DELISTED
Magellan Midstream Partners, L.P.
MMP
$66.5M 0.15%
789,980
+10,913
+1% +$907K
WDC icon
132
Western Digital
WDC
$179B
$66.3M 0.15%
901,352
-56,093
-6% -$4.22M
NBIS
133
Nebius Group N.V.
NBIS
$47.7B
$66.2M 0.15%
2,381,734
+805,086
+51% +$24.4M
NEE icon
134
NextEra Energy
NEE
$187B
$66.2M 0.15%
2,819,592
+229,468
+9% +$5.54M
GD icon
135
General Dynamics
GD
$105B
$65.7M 0.15%
517,077
+11,354
+2% +$1.38M
LYB icon
136
LyondellBasell Industries
LYB
$19.5B
$65.3M 0.14%
601,140
-16,714
-3% -$1.81M
PARA
137
DELISTED
Paramount Global Class B
PARA
$65.1M 0.14%
1,217,016
-60,049
-5% -$3.54M
HES
138
DELISTED
Hess
HES
$64.6M 0.14%
684,829
+15,660
+2% +$1.55M
BNY
139
Bank of New York Mellon
BNY
$108B
$64.6M 0.14%
1,666,774
-153,105
-8% -$5.95M
INFY icon
140
Infosys
INFY
$45B
$64M 0.14%
8,465,856
-1,802,328
-18% -$13M
MRO
141
DELISTED
Marathon Oil Corporation
MRO
$63.8M 0.14%
1,697,417
-245,900
-13% -$9.75M
MS icon
142
Morgan Stanley
MS
$337B
$63.2M 0.14%
1,828,314
-392,894
-18% -$13.1M
TJX icon
143
TJX Companies
TJX
$170B
$63.1M 0.14%
2,132,772
-3,144
-0.1% -$88.7K
ETP
144
DELISTED
Energy Transfer Partners L.p.
ETP
$62.8M 0.14%
981,103
+25,633
+3% +$1.48M
CTSH icon
145
Cognizant
CTSH
$21.5B
$62.6M 0.14%
1,398,299
-138,767
-9% -$6.53M
HUM icon
146
Humana
HUM
$46.7B
$61.7M 0.14%
473,325
+93,100
+24% +$11.8M
ADM icon
147
Archer Daniels Midland
ADM
$41.4B
$61.4M 0.14%
1,201,488
+13,147
+1% +$645K
COR icon
148
Cencora
COR
$60.3B
$60.1M 0.13%
777,546
+24,813
+3% +$1.89M
STT icon
149
State Street
STT
$50.9B
$59.9M 0.13%
813,390
-23,647
-3% -$1.68M
PX
150
DELISTED
Praxair Inc
PX
$59.9M 0.13%
464,000
+10,589
+2% +$1.39M
4 5
6
7 8

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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.