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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
EPOL icon
3426
iShares MSCI Poland ETF
EPOL
$669M
– –
-9,876
Closed -$290K
ESGR
3427
DELISTED
Enstar Group
ESGR
– –
-3,387
Closed -$511K
FCNCA icon
3428
First Citizens BancShares
FCNCA
$24.6B
– –
-11,150
Closed -$2.73M
FXN icon
3429
First Trust Energy AlphaDEX Fund
FXN
$398M
– –
-1,031,298
Closed -$30.2M
FXU icon
3430
First Trust Utilities AlphaDEX Fund
FXU
$840M
– –
-1,276,596
Closed -$30.4M
GEL icon
3431
Genesis Energy
GEL
$1.84B
– –
-11,462
Closed -$642K
GEOS icon
3432
Geospace Technologies
GEOS
$91.6M
– –
-9,178
Closed -$506K
GIB icon
3433
CGI
GIB
$13.9B
– –
-7,159
Closed -$254K
GIL icon
3434
Gildan
GIL
$9.25B
– –
-13,456
Closed -$396K
IEV icon
3435
iShares Europe ETF
IEV
$1.63B
– –
-67,939
Closed -$3.3M
IHI icon
3436
iShares US Medical Devices ETF
IHI
$3.02B
– –
-77,610
Closed -$1.32M
IJR icon
3437
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-5,942
Closed -$333K
INDA icon
3438
iShares MSCI India ETF
INDA
$6.71B
– –
-11,378
Closed -$338K
IWB icon
3439
iShares Russell 1000 ETF
IWB
$47.7B
– –
-8,366
Closed -$921K
IWC icon
3440
iShares Micro-Cap ETF
IWC
$1.43B
– –
-8,973
Closed -$683K
IWN icon
3441
iShares Russell 2000 Value ETF
IWN
$14.4B
– –
-3,551
Closed -$367K
IWO icon
3442
iShares Russell 2000 Growth ETF
IWO
$14.5B
– –
-15,801
Closed -$2.19M
IYR icon
3443
iShares US Real Estate ETF
IYR
$4.59B
– –
-8,141
Closed -$584K
LCII icon
3444
LCI Industries
LCII
$2.51B
– –
-16,774
Closed -$839K
LGND icon
3445
Ligand Pharmaceuticals
LGND
$6.02B
– –
-9,039
Closed -$351K
LQD icon
3446
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
– –
-71,035
Closed -$8.47M
MBB icon
3447
iShares MBS ETF
MBB
$39B
– –
-3,698
Closed -$400K
MHO icon
3448
M/I Homes
MHO
$3.83B
– –
-9,492
Closed -$230K
MX icon
3449
Magnachip Semiconductor
MX
$128M
– –
-39,002
Closed -$550K
NMFC icon
3450
New Mountain Finance
NMFC
$646M
– –
-14,228
Closed -$211K
136 137
138
139 140

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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.