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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
SOHU
1051
Sohu.com
SOHU
$347M
$5.41M 0.01%
107,671
-605
-0.6% -$34.2K
NAD icon
1052
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$5.4M 0.01%
390,426
+11,218
+3% +$155K
ATML
1053
DELISTED
ATMEL CORP
ATML
$5.39M 0.01%
667,066
+150,496
+29% +$1.3M
ST icon
1054
Sensata Technologies
ST
$6.63B
$5.36M 0.01%
120,282
-1,329
-1% -$63K
FMS icon
1055
Fresenius Medical Care
FMS
$13.4B
$5.34M 0.01%
154,028
+19,197
+14% +$662K
SAIA icon
1056
Saia
SAIA
$11.1B
$5.34M 0.01%
107,813
-1,206
-1% -$57.3K
RFMD
1057
DELISTED
RF MICRO DEVICES INC
RFMD
$5.34M 0.01%
462,548
-77,532
-14% -$873K
WCC
1058
WESCO International
WCC
$15.9B
$5.34M 0.01%
68,180
-22,211
-25% -$1.84M
HRC
1059
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$5.34M 0.01%
128,791
+16,384
+15% +$688K
ITGR icon
1060
Integer Holdings
ITGR
$3.38B
$5.33M 0.01%
137,253
+19,503
+17% +$834K
CLGX
1061
DELISTED
Corelogic, Inc.
CLGX
$5.32M 0.01%
196,555
+7,382
+4% +$208K
AMCR
1062
DELISTED
AMCOR LTD ADR
AMCR
$5.32M 0.01%
133,770
+19,863
+17% +$790K
CNW
1063
DELISTED
CON-WAY INC.
CNW
$5.31M 0.01%
111,768
+8,866
+9% +$447K
MCR
1064
DELISTED
MFS Charter Income Trust
MCR
$5.3M 0.01%
598,414
+80,967
+16% +$735K
MCY icon
1065
Mercury Insurance
MCY
$6.01B
$5.28M 0.01%
108,144
-1,668
-2% -$82.3K
GK
1066
DELISTED
G&K Services Inc
GK
$5.27M 0.01%
95,151
+26,591
+39% +$1.41M
TCO
1067
DELISTED
Taubman Centers Inc.
TCO
$5.25M 0.01%
71,926
+9,731
+16% +$732K
WBC
1068
DELISTED
WABCO HOLDINGS INC.
WBC
$5.25M 0.01%
57,714
+7,999
+16% +$807K
CNSL
1069
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.24M 0.01%
209,236
+16,375
+8% +$384K
TUES
1070
DELISTED
Tuesday Morning Corp
TUES
$5.2M 0.01%
268,110
+43,772
+20% +$780K
WR
1071
DELISTED
Westar Energy Inc
WR
$5.19M 0.01%
152,052
-17,258
-10% -$625K
MIDD icon
1072
Middleby
MIDD
$6.07B
$5.19M 0.01%
58,854
+21,643
+58% +$1.79M
CASY icon
1073
Casey's General Stores
CASY
$31.7B
$5.18M 0.01%
72,292
+9,421
+15% +$654K
DO
1074
DELISTED
Diamond Offshore Drilling
DO
$5.14M 0.01%
150,137
+4,226
+3% +$187K
ISD
1075
PGIM High Yield Bond Fund
ISD
$415M
$5.14M 0.01%
307,353
+107,035
+53% +$1.85M
41 42
43
44 45

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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.