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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
CRESY
926
Cresud
CRESY
$794M
$6.48M 0.01%
675,517
-125,335
-16% -$1.36M
SON icon
927
Sonoco
SON
$5.76B
$6.47M 0.01%
164,662
-11,817
-7% -$482K
SONC
928
DELISTED
Sonic Corp
SONC
$6.46M 0.01%
289,043
-22,379
-7% -$484K
SFLY
929
DELISTED
Shutterfly, Inc.
SFLY
$6.46M 0.01%
132,472
+4,487
+4% +$219K
GXP
930
DELISTED
Great Plains Energy Incorporated
GXP
$6.45M 0.01%
267,008
+42,581
+19% +$1.08M
GDO
931
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$6.43M 0.01%
353,516
+21,417
+6% +$395K
TRGP icon
932
Targa Resources
TRGP
$60.4B
$6.4M 0.01%
46,993
+33,476
+248% +$4.6M
TRMB icon
933
Trimble
TRMB
$12.3B
$6.4M 0.01%
209,780
-6,318
-3% -$205K
ALLE icon
934
Allegion
ALLE
$13B
$6.36M 0.01%
133,571
+8,659
+7% +$454K
PANW icon
935
Palo Alto Networks
PANW
$264B
$6.36M 0.01%
388,734
+55,740
+17% +$800K
TX icon
936
Ternium
TX
$9.29B
$6.35M 0.01%
264,080
-2,585
-1% -$69.4K
DCI icon
937
Donaldson
DCI
$10.8B
$6.35M 0.01%
156,218
+18,028
+13% +$734K
TOWR
938
DELISTED
Tower International, Inc.
TOWR
$6.31M 0.01%
250,498
+18,076
+8% +$607K
LSTR icon
939
Landstar System
LSTR
$6.8B
$6.3M 0.01%
87,329
+9,250
+12% +$627K
TLS
940
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$6.3M 0.01%
271,021
+23,286
+9% +$542K
TQNT
941
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$6.3M 0.01%
330,432
-56,947
-15% -$1.06M
DST
942
DELISTED
DST Systems Inc.
DST
$6.28M 0.01%
149,768
+49,254
+49% +$2.24M
MANH icon
943
Manhattan Associates
MANH
$8.97B
$6.28M 0.01%
187,758
-22,980
-11% -$719K
S
944
DELISTED
Sprint Corporation
S
$6.27M 0.01%
989,129
-118,539
-11% -$807K
PNRA
945
DELISTED
Panera Bread Co
PNRA
$6.27M 0.01%
38,521
+1,790
+5% +$270K
LR
946
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$6.27M 0.01%
348,136
+2,019
+0.6% +$36.3K
AGNC icon
947
AGNC Investment
AGNC
$12.3B
$6.26M 0.01%
294,465
+14,794
+5% +$341K
JAH
948
DELISTED
JARDEN CORPORATION
JAH
$6.25M 0.01%
155,994
+16,315
+12% +$638K
ESV
949
DELISTED
Ensco Rowan plc
ESV
$6.25M 0.01%
37,830
+9,514
+34% +$1.89M
CAB
950
DELISTED
Cabela's Inc
CAB
$6.24M 0.01%
106,012
+30,403
+40% +$1.82M
36 37
38
39 40

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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.