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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
NIO
526
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$16M 0.04%
1,119,695
+28,624
+3% +$403K
CFN
527
DELISTED
CAREFUSION CORPORATION
CFN
$16M 0.04%
352,530
+26,709
+8% +$1.2M
SIG icon
528
Signet Jewelers
SIG
$3.55B
$15.9M 0.04%
139,900
+8,015
+6% +$886K
AAP icon
529
Advance Auto Parts
AAP
$3.37B
$15.9M 0.04%
122,264
+9,149
+8% +$1.2M
GMCR
530
DELISTED
KEURIG GREEN MTN INC
GMCR
$15.8M 0.04%
121,687
+3,398
+3% +$425K
AZN icon
531
AstraZeneca
AZN
$263B
$15.8M 0.04%
221,451
+14,568
+7% +$1.07M
CBRE icon
532
CBRE Group
CBRE
$40.8B
$15.8M 0.03%
530,698
+25,739
+5% +$809K
XLS
533
DELISTED
EXELIS INC COM STK
XLS
$15.7M 0.03%
951,472
-112,759
-11% -$1.83M
ANZ
534
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$15.7M 0.03%
581,287
+17,660
+3% +$478K
MWV
535
DELISTED
MEADWESTVACO CORP
MWV
$15.7M 0.03%
383,381
+1,307
+0.3% +$55.9K
VALE icon
536
Vale
VALE
$62.9B
$15.7M 0.03%
1,421,768
-6,536
-0.5% -$87.3K
LNKD
537
DELISTED
LinkedIn Corporation
LNKD
$15.6M 0.03%
75,154
+4,673
+7% +$933K
RLY icon
538
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$15.6M 0.03%
549,988
-23,969
-4% -$724K
JPS
539
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$15.6M 0.03%
1,786,636
+68,536
+4% +$614K
ARW icon
540
Arrow Electronics
ARW
$10.9B
$15.5M 0.03%
279,189
+3,671
+1% +$221K
THC icon
541
Tenet Healthcare
THC
$20.1B
$15.4M 0.03%
259,903
-53,399
-17% -$2.98M
IDXX icon
542
Idexx Laboratories
IDXX
$42.9B
$15.4M 0.03%
261,452
+6,924
+3% +$438K
NTRS icon
543
Northern Trust
NTRS
$22.2B
$15.4M 0.03%
226,217
+26,265
+13% +$1.77M
HCF
544
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$15.3M 0.03%
1,442,370
+94,452
+7% +$1M
SWKS icon
545
Skyworks Solutions
SWKS
$9.06B
$15.3M 0.03%
263,568
+97,849
+59% +$5.22M
EXPE icon
546
Expedia Group
EXPE
$31.2B
$15.2M 0.03%
173,874
+4,502
+3% +$378K
SWN
547
DELISTED
Southwestern Energy Company
SWN
$15.2M 0.03%
435,234
-168,238
-28% -$6.73M
UHS icon
548
Universal Health Services
UHS
$9.43B
$15.2M 0.03%
145,474
+3,057
+2% +$325K
NGG icon
549
National Grid
NGG
$82.7B
$15.2M 0.03%
218,572
-2,904
-1% -$206K
VCSH icon
550
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$15.1M 0.03%
189,442
-1,834
-1% -$147K
20 21
22
23 24

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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.