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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
COP icon
26
ConocoPhillips
COP
$146B
$236M 0.52%
3,085,499
-18,472
-0.6% -$1.51M
C icon
27
Citigroup
C
$221B
$235M 0.52%
4,542,421
+19,584
+0.4% +$984K
ORCL icon
28
Oracle
ORCL
$346B
$229M 0.51%
5,982,007
+61,481
+1% +$2.49M
PEP icon
29
PepsiCo
PEP
$184B
$229M 0.51%
2,456,090
+33,140
+1% +$3.03M
CMCSA icon
30
Comcast
CMCSA
$78.3B
$222M 0.49%
8,269,812
+70,534
+0.9% +$1.93M
SLB icon
31
SLB Ltd
SLB
$70.6B
$218M 0.48%
2,146,384
+9,183
+0.4% +$1M
DIS icon
32
Walt Disney
DIS
$161B
$214M 0.47%
2,401,193
-96,959
-4% -$8.55M
IWF icon
33
iShares Russell 1000 Growth ETF
IWF
$123B
$211M 0.47%
9,228,112
+65,492
+0.7% +$1.5M
WMT icon
34
Walmart Inc
WMT
$863B
$203M 0.45%
7,978,905
-157,074
-2% -$3.97M
CVS icon
35
CVS Health
CVS
$136B
$202M 0.45%
2,538,028
-14,417
-0.6% -$1.14M
PM icon
36
Philip Morris
PM
$298B
$202M 0.45%
2,416,714
+65,635
+3% +$5.55M
CSCO icon
37
Cisco
CSCO
$444B
$201M 0.45%
7,997,246
-27,102
-0.3% -$682K
V icon
38
Visa
V
$669B
$197M 0.44%
3,689,188
-78,720
-2% -$4.23M
HD icon
39
Home Depot
HD
$324B
$195M 0.43%
2,128,271
+65,166
+3% +$5.59M
AMGN icon
40
Amgen
AMGN
$201B
$189M 0.42%
1,343,113
-54,828
-4% -$7.16M
META icon
41
Meta Platforms (Facebook)
META
$1.54T
$175M 0.39%
2,213,789
+197,661
+10% +$14.5M
MO icon
42
Altria Group
MO
$120B
$167M 0.37%
3,624,837
+308,386
+9% +$13.2M
AMZN icon
43
Amazon
AMZN
$2.51T
$163M 0.36%
10,118,100
-288,080
-3% -$4.79M
CELG
44
DELISTED
Celgene Corp
CELG
$163M 0.36%
1,716,720
-43,687
-2% -$3.94M
HPQ icon
45
HP
HPQ
$22.4B
$162M 0.36%
10,055,746
+135,203
+1% +$2.19M
AMX icon
46
America Movil
AMX
$77.9B
$154M 0.34%
6,116,431
+90,777
+2% +$2.18M
MCD icon
47
McDonald's
MCD
$187B
$154M 0.34%
1,624,546
-78,029
-5% -$7.44M
BMY icon
48
Bristol-Myers Squibb
BMY
$126B
$154M 0.34%
3,002,170
+134,128
+5% +$6.7M
UNP icon
49
Union Pacific
UNP
$181B
$148M 0.33%
1,366,218
+39,528
+3% +$4.09M
RTX icon
50
RTX Corp
RTX
$282B
$147M 0.33%
2,212,729
-43,888
-2% -$3.01M
1
2
3 4 5

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MCM
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PSUF
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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.