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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
ALB icon
1026
Albemarle
ALB
$13.6B
$5.6M 0.01%
95,016
+15,969
+20% +$1.04M
SNI
1027
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.59M 0.01%
71,578
+6,826
+11% +$550K
TER icon
1028
Teradyne
TER
$51.9B
$5.59M 0.01%
288,159
+42,598
+17% +$836K
DFE icon
1029
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$5.57M 0.01%
106,186
-1,391
-1% -$78.7K
SNN icon
1030
Smith & Nephew
SNN
$13.1B
$5.56M 0.01%
164,988
+8,555
+5% +$299K
LDOS icon
1031
Leidos
LDOS
$14.5B
$5.55M 0.01%
161,774
-29,225
-15% -$1.08M
AXE
1032
DELISTED
Anixter International Inc
AXE
$5.51M 0.01%
64,980
-1,464
-2% -$133K
ZBRA icon
1033
Zebra Technologies
ZBRA
$12.6B
$5.51M 0.01%
77,656
+11,455
+17% +$893K
EGN
1034
DELISTED
Energen
EGN
$5.51M 0.01%
76,212
+1,600
+2% +$128K
PMC
1035
DELISTED
PharMerica Corporation
PMC
$5.5M 0.01%
225,013
+14,343
+7% +$380K
SBS icon
1036
Sabesp
SBS
$19.8B
$5.49M 0.01%
3,491,064
+134,957
+4% +$244K
FSL
1037
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$5.48M 0.01%
280,536
+9,019
+3% +$193K
NQI
1038
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$5.48M 0.01%
423,261
+51,176
+14% +$665K
CPLA
1039
DELISTED
Capella Education Company
CPLA
$5.47M 0.01%
87,330
+14,513
+20% +$903K
TXNM
1040
TXNM Energy Inc
TXNM
$6.45B
$5.47M 0.01%
219,420
+35,353
+19% +$938K
WTW icon
1041
Willis Towers Watson
WTW
$28.5B
$5.45M 0.01%
49,710
+3,936
+9% +$438K
DCM
1042
DELISTED
NTT DOCOMO, Inc.
DCM
$5.44M 0.01%
325,034
+22,286
+7% +$390K
IART icon
1043
Integra LifeSciences
IART
$1.52B
$5.44M 0.01%
268,038
+42,324
+19% +$842K
KB icon
1044
KB Financial Group
KB
$41.3B
$5.44M 0.01%
150,145
-3,344
-2% -$127K
GGB icon
1045
Gerdau
GGB
$9.4B
$5.44M 0.01%
1,427,245
-94,254
-6% -$431K
NPP
1046
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.43M 0.01%
374,609
-451
-0.1% -$6.5K
FRGI
1047
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$5.42M 0.01%
109,136
-22,032
-17% -$1.05M
PUB
1048
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$5.41M 0.01%
317,718
-15,888
-5% -$271K
NUVA
1049
DELISTED
NuVasive, Inc.
NUVA
$5.41M 0.01%
155,240
+9,914
+7% +$353K
AGRO icon
1050
Adecoagro
AGRO
$1.49B
$5.41M 0.01%
614,496
-3,185
-0.5% -$30.4K
40 41
42
43 44

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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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ACI
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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.