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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
BBD icon
201
Banco Bradesco
BBD
$38.1B
$46.6M 0.1%
8,341,074
+246,704
+3% +$1.54M
HIG icon
202
Hartford Financial Services
HIG
$38.5B
$46.2M 0.1%
1,239,649
-49,399
-4% -$1.79M
MWE
203
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$45.8M 0.1%
596,818
+12,730
+2% +$951K
DAL icon
204
Delta Air Lines
DAL
$55.9B
$45.8M 0.1%
1,267,674
+13,216
+1% +$505K
AEP icon
205
American Electric Power
AEP
$73.7B
$45.6M 0.1%
874,171
+13,664
+2% +$722K
FITB
206
Fifth Third Bancorp
FITB
$52B
$45.6M 0.1%
2,276,228
-31,135
-1% -$639K
TM icon
207
Toyota
TM
$210B
$45.5M 0.1%
387,422
+12,960
+3% +$1.53M
CAH icon
208
Cardinal Health
CAH
$53.4B
$45.4M 0.1%
605,705
+23,535
+4% +$1.71M
ICE icon
209
Intercontinental Exchange
ICE
$82.4B
$44.7M 0.1%
1,146,360
-32,060
-3% -$1.23M
GIS icon
210
General Mills
GIS
$19.2B
$44.3M 0.1%
877,814
-6,509
-0.7% -$341K
BUD icon
211
AB InBev
BUD
$158B
$44.1M 0.1%
398,241
+9,225
+2% +$1.03M
BHI
212
DELISTED
Baker Hughes
BHI
$43.8M 0.1%
673,972
+80,665
+14% +$5.63M
AON icon
213
Aon
AON
$77.3B
$43.5M 0.1%
496,247
-28,155
-5% -$2.46M
AFL icon
214
Aflac
AFL
$63.9B
$43.4M 0.1%
1,490,650
-18,610
-1% -$566K
HSBC icon
215
HSBC
HSBC
$355B
$43.3M 0.1%
988,221
+46,704
+5% +$2.13M
PCP
216
DELISTED
PRECISION CASTPARTS CORP
PCP
$43.3M 0.1%
182,809
+5,565
+3% +$1.35M
TSN icon
217
Tyson Foods
TSN
$20.2B
$43.1M 0.1%
1,095,251
+10,365
+1% +$396K
ETR icon
218
Entergy
ETR
$54.1B
$43M 0.1%
1,110,834
+75,958
+7% +$2.88M
SRE icon
219
Sempra
SRE
$60.8B
$42.8M 0.09%
812,772
+59,870
+8% +$3.08M
ITW icon
220
Illinois Tool Works
ITW
$81.4B
$42.4M 0.09%
502,374
+28,586
+6% +$2.47M
EXC icon
221
Exelon
EXC
$48.6B
$42.3M 0.09%
1,740,150
+112,522
+7% +$2.64M
TTE icon
222
TotalEnergies
TTE
$193B
$42.3M 0.09%
656,449
+26,799
+4% +$1.78M
ISRG icon
223
Intuitive Surgical
ISRG
$121B
$42.2M 0.09%
821,961
+83,178
+11% +$4.13M
CIB icon
224
Grupo Cibest SA
CIB
$20.4B
$42.1M 0.09%
743,009
+2,353
+0.3% +$144K
ALXN
225
DELISTED
Alexion Pharmaceuticals
ALXN
$41.6M 0.09%
250,684
-3,162
-1% -$519K
7 8
9
10 11

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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.