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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
TFCF
626
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12.6M 0.03%
377,979
-236,609
-38% -$7.98M
MNK
627
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$12.6M 0.03%
139,543
+93,076
+200% +$7.28M
LM
628
DELISTED
Legg Mason, Inc.
LM
$12.5M 0.03%
244,391
+36,947
+18% +$1.83M
CDNS icon
629
Cadence Design Systems
CDNS
$90B
$12.5M 0.03%
726,064
+205,439
+39% +$3.57M
XLNX
630
DELISTED
Xilinx Inc
XLNX
$12.5M 0.03%
294,445
-17,996
-6% -$786K
IX icon
631
ORIX
IX
$44B
$12.5M 0.03%
902,360
+9,250
+1% +$142K
BHC icon
632
Bausch Health
BHC
$1.65B
$12.4M 0.03%
94,613
+24,370
+35% +$2.9M
CPB icon
633
Campbell Soup
CPB
$6.51B
$12.4M 0.03%
289,984
-10,094
-3% -$442K
LBTYK icon
634
Liberty Global Class C
LBTYK
$3.27B
$12.3M 0.03%
369,931
-28,324
-7% -$954K
NEM icon
635
Newmont
NEM
$98.2B
$12.3M 0.03%
532,552
+61,663
+13% +$1.57M
ACGL icon
636
Arch Capital
ACGL
$36.1B
$12.3M 0.03%
672,582
+12,588
+2% +$232K
AIV
637
Aimco
AIV
$380M
$12.2M 0.03%
2,882,628
+120,297
+4% +$536K
DG icon
638
Dollar General
DG
$25.9B
$12.2M 0.03%
199,376
-58,336
-23% -$3.49M
DISH
639
DELISTED
DISH Network Corp.
DISH
$12.2M 0.03%
188,378
+3,073
+2% +$198K
MR
640
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$12.1M 0.03%
402,423
+57,619
+17% +$1.78M
JAZZ icon
641
Jazz Pharmaceuticals
JAZZ
$15.9B
$12M 0.03%
74,878
+23,922
+47% +$3.68M
SBH icon
642
Sally Beauty Holdings
SBH
$1.4B
$12M 0.03%
436,949
+72,248
+20% +$1.92M
EVT icon
643
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$11.9M 0.03%
591,761
+35,852
+6% +$732K
OKE icon
644
Oneok
OKE
$58.7B
$11.9M 0.03%
181,751
+7,689
+4% +$515K
BMRN icon
645
BioMarin Pharmaceuticals
BMRN
$11.5B
$11.9M 0.03%
164,327
+3,954
+2% +$260K
PFF icon
646
iShares Preferred and Income Securities ETF
PFF
$13.2B
$11.8M 0.03%
299,211
+10,047
+3% +$398K
RHT
647
DELISTED
Red Hat Inc
RHT
$11.8M 0.03%
210,302
+24,535
+13% +$1.43M
TEG
648
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$11.7M 0.03%
181,059
-3,684
-2% -$248K
LPNT
649
DELISTED
LifePoint Health, Inc.
LPNT
$11.7M 0.03%
169,171
-3,634
-2% -$255K
FCN icon
650
FTI Consulting
FCN
$4.82B
$11.7M 0.03%
334,774
+5,812
+2% +$215K
24 25
26
27 28

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MCM
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PSUF
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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.