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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
IFF icon
751
International Flavors & Fragrances
IFF
$19.4B
$9.34M 0.02%
97,434
+4,403
+5% +$445K
TSS
752
DELISTED
Total System Services, Inc.
TSS
$9.33M 0.02%
301,326
+1,228
+0.4% +$38.8K
TW
753
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$9.32M 0.02%
93,672
+78
+0.1% +$8.23K
CNC icon
754
Centene
CNC
$31.3B
$9.3M 0.02%
449,640
-27,048
-6% -$521K
GLOG
755
DELISTED
GASLOG LTD
GLOG
$9.27M 0.02%
420,988
+95,566
+29% +$2.46M
PWR icon
756
Quanta Services
PWR
$93.9B
$9.2M 0.02%
253,596
+26,142
+11% +$930K
EW icon
757
Edwards Lifesciences
EW
$47.6B
$9.2M 0.02%
540,204
+14,496
+3% +$229K
PDCO
758
DELISTED
Patterson Companies, Inc.
PDCO
$9.18M 0.02%
221,510
+70,849
+47% +$2.83M
CYN
759
DELISTED
CITY NATIONAL CORPORATION
CYN
$9.17M 0.02%
121,142
+7,229
+6% +$546K
PCL
760
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$9.13M 0.02%
234,001
+4,807
+2% +$200K
VMW
761
DELISTED
VMware, Inc
VMW
$9.11M 0.02%
97,117
+12,375
+15% +$1.2M
ATI icon
762
ATI
ATI
$27B
$9.08M 0.02%
244,747
+66,676
+37% +$2.8M
CMCSK
763
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$9.06M 0.02%
169,364
+4,368
+3% +$234K
LEN icon
764
Lennar Class A
LEN
$20.4B
$9.06M 0.02%
245,131
-3,122
-1% -$116K
NVG icon
765
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$9.04M 0.02%
640,721
-101,328
-14% -$1.45M
RVTY icon
766
Revvity
RVTY
$12.3B
$9.02M 0.02%
206,953
+15,804
+8% +$720K
TDC icon
767
Teradata
TDC
$2.68B
$9M 0.02%
214,721
-29,714
-12% -$1.28M
GGAL icon
768
Galicia Financial Group
GGAL
$7.92B
$8.99M 0.02%
632,349
-102,367
-14% -$1.48M
RDY icon
769
Dr. Reddy's Laboratories
RDY
$9.82B
$8.97M 0.02%
853,825
+2,655
+0.3% +$25K
POR icon
770
Portland General Electric
POR
$6.02B
$8.94M 0.02%
278,295
+111,366
+67% +$3.7M
FLEX icon
771
Flex
FLEX
$43.4B
$8.94M 0.02%
1,149,239
+82,936
+8% +$678K
EXPD icon
772
Expeditors International
EXPD
$22.9B
$8.92M 0.02%
219,869
+8,747
+4% +$373K
AYI icon
773
Acuity Brands
AYI
$9.88B
$8.88M 0.02%
75,461
+15,446
+26% +$1.82M
AROC icon
774
Archrock
AROC
$6.33B
$8.86M 0.02%
199,913
-13,272
-6% -$583K
EWY icon
775
iShares MSCI South Korea ETF
EWY
$21.7B
$8.85M 0.02%
146,266
-39,294
-21% -$2.55M
29 30
31
32 33

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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.