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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
AAPL icon
1
Apple
AAPL
$4.7T
$924M 2.04%
36,685,292
-657,772
-2% -$16.1M
VOO icon
2
Vanguard S&P 500 ETF
VOO
$970B
$741M 1.64%
4,101,184
+226,943
+6% +$41.1M
XOM icon
3
ExxonMobil
XOM
$650B
$644M 1.42%
6,844,173
+48,242
+0.7% +$4.8M
MSFT icon
4
Microsoft
MSFT
$2.89T
$624M 1.38%
13,452,989
+282,286
+2% +$12.6M
GOOG icon
5
Alphabet (Google) Class C
GOOG
$3.91T
$503M 1.11%
17,326,620
+244,550
+1% +$7.07M
JNJ icon
6
Johnson & Johnson
JNJ
$615B
$466M 1.03%
4,370,499
-7,385
-0.2% -$766K
CVX icon
7
Chevron
CVX
$391B
$439M 0.97%
3,681,812
+13,273
+0.4% +$1.69M
WFC icon
8
Wells Fargo
WFC
$259B
$386M 0.85%
7,432,394
+5,615
+0.1% +$289K
JPM icon
9
JPMorgan Chase
JPM
$920B
$374M 0.83%
6,209,000
+13,285
+0.2% +$777K
INTC icon
10
Intel
INTC
$515B
$353M 0.78%
10,152,189
+655,931
+7% +$22.2M
IVV icon
11
iShares Core S&P 500 ETF
IVV
$877B
$352M 0.78%
1,777,291
+1,222,427
+220% +$243M
GE icon
12
GE Aerospace
GE
$361B
$339M 0.75%
2,759,467
+3,403
+0.1% +$424K
PG icon
13
Procter & Gamble
PG
$341B
$330M 0.73%
3,936,969
+13,921
+0.4% +$1.14M
T icon
14
AT&T
T
$159B
$317M 0.7%
11,928,017
+72,811
+0.6% +$1.94M
PFE icon
15
Pfizer
PFE
$142B
$302M 0.67%
10,754,999
-438,047
-4% -$12.3M
BAC icon
16
Bank of America
BAC
$428B
$288M 0.64%
16,916,171
-765,190
-4% -$12.2M
VZ icon
17
Verizon
VZ
$185B
$287M 0.63%
5,735,814
+161,576
+3% +$8.03M
IBM icon
18
IBM
IBM
$190B
$286M 0.63%
1,573,721
+43,830
+3% +$7.99M
MRK icon
19
Merck
MRK
$319B
$282M 0.62%
4,985,881
+25,000
+0.5% +$1.4M
GILD icon
20
Gilead Sciences
GILD
$159B
$278M 0.61%
2,609,421
-75,702
-3% -$7.41M
QCOM icon
21
Qualcomm
QCOM
$181B
$276M 0.61%
3,689,648
-62,091
-2% -$4.75M
SPY icon
22
State Street SPDR S&P 500 ETF Trust
SPY
$779B
$267M 0.59%
1,353,326
+775,910
+134% +$153M
BRK.B icon
23
Berkshire Hathaway Class B
BRK.B
$1.05T
$263M 0.58%
1,906,387
+16,306
+0.9% +$2.17M
EFA icon
24
iShares MSCI EAFE ETF
EFA
$76.1B
$254M 0.56%
3,953,657
+2,770,873
+234% +$185M
KO icon
25
Coca-Cola
KO
$349B
$237M 0.52%
5,546,949
+14,763
+0.3% +$610K
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.