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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
FXR icon
276
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$732M
$33M 0.07%
1,124,855
+170,195
+18% +$5.14M
FXL icon
277
First Trust Technology AlphaDEX Fund
FXL
$2.47B
$33M 0.07%
1,018,318
+107,375
+12% +$3.51M
FXD icon
278
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$263M
$33M 0.07%
+1,018,265
New +$33.8M
FXH icon
279
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
$33M 0.07%
591,425
+31,764
+6% +$1.74M
FXZ icon
280
First Trust Materials AlphaDEX Fund
FXZ
$378M
$32.9M 0.07%
1,024,451
+163,232
+19% +$5.47M
TEVA icon
281
Teva Pharmaceuticals
TEVA
$35.9B
$32.8M 0.07%
610,598
+104,166
+21% +$5.52M
MTB icon
282
M&T Bank
MTB
$36.2B
$32.7M 0.07%
265,109
+13,329
+5% +$1.64M
FTI icon
283
TechnipFMC
FTI
$30.6B
$32.6M 0.07%
807,685
+17,378
+2% +$767K
GPC icon
284
Genuine Parts
GPC
$17.1B
$32.6M 0.07%
371,873
+4,282
+1% +$371K
BSX icon
285
Boston Scientific
BSX
$65.8B
$32.4M 0.07%
2,746,972
-381,057
-12% -$4.8M
FLR icon
286
Fluor
FLR
$7.29B
$32.2M 0.07%
481,600
-34,323
-7% -$2.52M
EDU icon
287
New Oriental
EDU
$7.84B
$32.1M 0.07%
1,384,386
-16,575
-1% -$369K
STX icon
288
Seagate
STX
$193B
$32.1M 0.07%
560,288
-38,311
-6% -$2.27M
JWN
289
DELISTED
Nordstrom
JWN
$32.1M 0.07%
468,874
-568
-0.1% -$39.1K
NI icon
290
NiSource
NI
$22.4B
$31.8M 0.07%
1,973,584
-57,341
-3% -$876K
PRE
291
DELISTED
PARTNERRE LTD
PRE
$31.4M 0.07%
285,769
+9,635
+3% +$1.06M
BPL
292
DELISTED
Buckeye Partners, L.P.
BPL
$31.1M 0.07%
390,735
+12,027
+3% +$958K
BTI icon
293
British American Tobacco
BTI
$132B
$31M 0.07%
548,602
+8,966
+2% +$530K
TYC
294
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$31M 0.07%
664,535
+3,901
+0.6% +$182K
SWY
295
DELISTED
SAFEWAY INC
SWY
$31M 0.07%
903,080
-23,575
-3% -$814K
ZBH icon
296
Zimmer Biomet
ZBH
$17.7B
$31M 0.07%
317,083
+5,357
+2% +$527K
DISCK
297
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$30.7M 0.07%
822,841
+667,877
+431% +$27M
FIS icon
298
Fidelity National Information Services
FIS
$21.5B
$30.6M 0.07%
543,327
+16,908
+3% +$956K
CCEP icon
299
Coca-Cola Europacific Partners
CCEP
$46.5B
$30.6M 0.07%
689,130
+48,966
+8% +$2.3M
ED icon
300
Consolidated Edison
ED
$41.6B
$30.6M 0.07%
539,228
+39,379
+8% +$2.24M
10 11
12
13 14

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MCM
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PSUF
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IA
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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.