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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
TCOM icon
251
Trip.com Group
TCOM
$27.5B
$36.3M 0.08%
1,280,478
-1,614
-0.1% -$51.2K
SNDK
252
DELISTED
SANDISK CORP
SNDK
$35.9M 0.08%
366,419
-9,655
-3% -$945K
AA icon
253
Alcoa
AA
$11.7B
$35.7M 0.08%
922,783
+112,054
+14% +$4.39M
PH icon
254
Parker-Hannifin
PH
$125B
$35.6M 0.08%
312,044
-2,107
-0.7% -$248K
BBWI icon
255
Bath & Body Works
BBWI
$4.01B
$35.6M 0.08%
657,237
+110,338
+20% +$5.55M
HOG icon
256
Harley-Davidson
HOG
$2.68B
$35.2M 0.08%
604,076
-33,159
-5% -$2.12M
NFLX icon
257
Netflix
NFLX
$292B
$35.1M 0.08%
5,451,180
+504,140
+10% +$3.27M
BP icon
258
BP
BP
$113B
$35M 0.08%
973,952
+945
+0.1% +$37.4K
LLL
259
DELISTED
L3 Technologies, Inc.
LLL
$35M 0.08%
294,377
+1,518
+0.5% +$172K
XRX icon
260
Xerox
XRX
$337M
$34.8M 0.08%
999,130
+14,055
+1% +$491K
CLX icon
261
Clorox
CLX
$11.6B
$34.7M 0.08%
360,855
+27,514
+8% +$2.49M
MRSH
262
Marsh
MRSH
$86.3B
$34.6M 0.08%
661,236
+5,686
+0.9% +$296K
BDX icon
263
Becton Dickinson
BDX
$43.1B
$34.4M 0.08%
309,539
-153
-0% -$17.4K
CMG icon
264
Chipotle Mexican Grill
CMG
$40.8B
$33.8M 0.07%
2,538,400
+172,550
+7% +$2.26M
SKM icon
265
SK Telecom
SKM
$13.7B
$33.7M 0.07%
674,355
+1,338
+0.2% +$63.4K
IVZ icon
266
Invesco
IVZ
$13.3B
$33.5M 0.07%
848,860
-13,939
-2% -$548K
FXG icon
267
First Trust Consumer Staples AlphaDEX Fund
FXG
$231M
$33.5M 0.07%
857,595
+116,511
+16% +$4.57M
ETN icon
268
Eaton
ETN
$157B
$33.3M 0.07%
526,097
-47,126
-8% -$3.34M
WFM
269
DELISTED
Whole Foods Market Inc
WFM
$33.3M 0.07%
874,281
-98,653
-10% -$3.77M
GAP
270
The Gap Inc
GAP
$6.84B
$33.3M 0.07%
798,459
-7,184
-0.9% -$305K
KMI icon
271
Kinder Morgan
KMI
$73.1B
$33.3M 0.07%
867,876
+202,933
+31% +$7.71M
FXO icon
272
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$33.3M 0.07%
1,522,324
+197,098
+15% +$4.38M
CF icon
273
CF Industries
CF
$19.2B
$33.3M 0.07%
595,565
+48,575
+9% +$2.47M
KSU
274
DELISTED
Kansas City Southern
KSU
$33.2M 0.07%
273,875
+15,133
+6% +$1.73M
UNM icon
275
Unum
UNM
$13.8B
$33.2M 0.07%
965,172
+28,742
+3% +$1.01M
9 10
11
12 13

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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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ACI
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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.