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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
LECO icon
976
Lincoln Electric
LECO
$13.8B
$5.98M 0.01%
86,517
+15,841
+22% +$1.1M
CPAY icon
977
Corpay
CPAY
$24.2B
$5.98M 0.01%
42,084
-4,530
-10% -$624K
TEX icon
978
Terex
TEX
$7.98B
$5.97M 0.01%
187,956
+783
+0.4% +$28.6K
CXO
979
DELISTED
CONCHO RESOURCES INC.
CXO
$5.97M 0.01%
47,585
+7,596
+19% +$1.04M
IGR
980
CBRE Global Real Estate Income Fund
IGR
$712M
$5.96M 0.01%
711,792
+104,238
+17% +$929K
JEF icon
981
Jefferies Financial Group
JEF
$12.9B
$5.96M 0.01%
279,510
+1,627
+0.6% +$36.6K
AN icon
982
AutoNation
AN
$6.97B
$5.96M 0.01%
118,372
-7,512
-6% -$411K
JNS
983
DELISTED
Janus Capital Group Inc
JNS
$5.95M 0.01%
408,920
+16,165
+4% +$196K
YELP icon
984
Yelp
YELP
$1.38B
$5.94M 0.01%
87,017
+35,339
+68% +$2.63M
IDTI
985
DELISTED
Integrated Device Technology I
IDTI
$5.94M 0.01%
372,233
-3,571
-1% -$55.5K
CLC
986
DELISTED
Clarcor
CLC
$5.92M 0.01%
93,856
+2,002
+2% +$124K
REXMY
987
DELISTED
REXAM PLC ADR - NEW
REXMY
$5.91M 0.01%
147,176
-10,032
-6% -$403K
ANF icon
988
Abercrombie & Fitch
ANF
$4.17B
$5.9M 0.01%
162,432
-403
-0.2% -$16.4K
JACK icon
989
Jack in the Box
JACK
$278M
$5.89M 0.01%
86,345
-7,271
-8% -$438K
HI
990
DELISTED
Hillenbrand
HI
$5.88M 0.01%
190,350
+36,662
+24% +$1.17M
LUX
991
DELISTED
Luxottica Group
LUX
$5.87M 0.01%
112,725
+5,189
+5% +$279K
CACI icon
992
CACI
CACI
$10.8B
$5.87M 0.01%
82,333
+4,078
+5% +$288K
CRL icon
993
Charles River Laboratories
CRL
$10.9B
$5.86M 0.01%
98,148
+24,375
+33% +$1.39M
LE icon
994
Lands' End
LE
$361M
$5.86M 0.01%
142,525
+643
+0.5% +$23.8K
ORI icon
995
Old Republic International
ORI
$10.3B
$5.86M 0.01%
410,357
-36,961
-8% -$565K
BKT icon
996
BlackRock Income Trust
BKT
$330M
$5.85M 0.01%
307,044
-34,873
-10% -$678K
MITSY
997
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$5.84M 0.01%
18,525
+1,743
+10% +$550K
MFG icon
998
Mizuho Financial
MFG
$129B
$5.83M 0.01%
1,633,340
-19,313
-1% -$74.4K
SIVB
999
DELISTED
SVB Financial Group
SIVB
$5.82M 0.01%
51,958
+19,128
+58% +$2.12M
AMTD
1000
DELISTED
TD Ameritrade Holding Corp
AMTD
$5.82M 0.01%
174,467
+25,785
+17% +$835K
38 39
40
41 42

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MCM
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PSUF
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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.