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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
UNH icon
51
UnitedHealth
UNH
$382B
$147M 0.32%
1,703,013
-47,359
-3% -$4M
MA icon
52
Mastercard
MA
$477B
$140M 0.31%
1,889,426
+9,768
+0.5% +$744K
MMM icon
53
3M
MMM
$89B
$140M 0.31%
1,178,322
-7,798
-0.7% -$937K
BIIB icon
54
Biogen
BIIB
$29.9B
$139M 0.31%
419,336
+10,037
+2% +$3.31M
OXY icon
55
Occidental Petroleum
OXY
$57B
$138M 0.31%
1,500,823
+64,690
+5% +$6.21M
AXP icon
56
American Express
AXP
$223B
$136M 0.3%
1,557,156
-46,299
-3% -$4.17M
BIDU icon
57
Baidu
BIDU
$35.8B
$135M 0.3%
618,428
+76,498
+14% +$16.2M
NKE icon
58
Nike
NKE
$61.9B
$131M 0.29%
2,944,946
+22,324
+0.8% +$886K
PSX icon
59
Phillips 66
PSX
$82.9B
$128M 0.28%
1,570,271
-70,948
-4% -$5.91M
COST icon
60
Costco
COST
$415B
$125M 0.28%
1,000,659
+13,132
+1% +$1.59M
BA icon
61
Boeing
BA
$165B
$122M 0.27%
958,661
-73,802
-7% -$9.3M
ABBV icon
62
AbbVie
ABBV
$458B
$122M 0.27%
2,107,789
+41,302
+2% +$2.29M
TXN icon
63
Texas Instruments
TXN
$255B
$120M 0.27%
2,515,315
+30,942
+1% +$1.48M
HON icon
64
Honeywell
HON
$77B
$119M 0.26%
1,420,969
+6,564
+0.5% +$558K
ESRX
65
DELISTED
Express Scripts Holding Company
ESRX
$117M 0.26%
1,659,959
+24,244
+1% +$1.73M
MDLZ icon
66
Mondelez International
MDLZ
$77.7B
$116M 0.26%
3,394,640
+4,857
+0.1% +$177K
EMC
67
DELISTED
EMC CORPORATION
EMC
$115M 0.25%
3,914,615
+212,417
+6% +$6.13M
TWX
68
DELISTED
Time Warner Inc
TWX
$112M 0.25%
1,492,864
-38,212
-2% -$2.96M
AGN
69
DELISTED
Allergan Inc
AGN
$111M 0.24%
621,296
+66,133
+12% +$11M
AIG icon
70
American International
AIG
$41.9B
$111M 0.24%
2,047,729
+72,482
+4% +$3.96M
ABT icon
71
Abbott
ABT
$180B
$109M 0.24%
2,622,591
-11,865
-0.5% -$502K
DD icon
72
DuPont de Nemours
DD
$18.6B
$108M 0.24%
813,247
-46,513
-5% -$6.2M
LLY icon
73
Eli Lilly
LLY
$1.07T
$108M 0.24%
1,664,015
+160,568
+11% +$10.2M
GS icon
74
Goldman Sachs
GS
$313B
$108M 0.24%
587,602
-7,748
-1% -$1.36M
BAP icon
75
Credicorp
BAP
$30.9B
$107M 0.24%
696,908
+28,669
+4% +$4.39M
1 2
3
4 5

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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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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.