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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
JLA
776
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
$8.84M 0.02%
676,462
+72,463
+12% +$968K
ABB
777
DELISTED
ABB Ltd
ABB
$8.83M 0.02%
393,947
+20,536
+5% +$471K
WPP icon
778
WPP
WPP
$4.04B
$8.81M 0.02%
87,697
+1,926
+2% +$200K
FICO icon
779
Fair Isaac
FICO
$28.7B
$8.8M 0.02%
159,793
-7,649
-5% -$451K
EVG
780
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$8.8M 0.02%
599,903
-58,424
-9% -$876K
OII icon
781
Oceaneering
OII
$5.25B
$8.77M 0.02%
134,546
-5,783
-4% -$400K
PVH icon
782
PVH
PVH
$3.71B
$8.76M 0.02%
72,341
+4,823
+7% +$565K
DRI icon
783
Darden Restaurants
DRI
$22.5B
$8.75M 0.02%
190,132
-10,186
-5% -$430K
WLL
784
DELISTED
Whiting Petroleum Corporation
WLL
$8.73M 0.02%
375
+87
+30% +$2.22M
IGD
785
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$8.7M 0.02%
928,311
-21,908
-2% -$210K
DPZ icon
786
Domino's
DPZ
$11B
$8.64M 0.02%
112,225
-6,964
-6% -$519K
PAY
787
DELISTED
Verifone Systems Inc
PAY
$8.63M 0.02%
250,869
-12,891
-5% -$454K
PAM icon
788
Pampa Energía
PAM
$4.64B
$8.58M 0.02%
798,183
+35,899
+5% +$361K
THG icon
789
Hanover Insurance
THG
$7.63B
$8.58M 0.02%
139,633
+35,841
+35% +$2.23M
NBR icon
790
Nabors Industries
NBR
$1.23B
$8.55M 0.02%
7,510
+350
+5% +$466K
USCI icon
791
US Commodity Index
USCI
$372M
$8.52M 0.02%
154,655
– –
MAA icon
792
Mid-America Apartment Communities
MAA
$15.6B
$8.51M 0.02%
129,623
-1,440
-1% -$103K
AOL
793
DELISTED
AOL INC COMMON STOCK
AOL
$8.5M 0.02%
189,186
+383
+0.2% +$16K
DINO icon
794
HF Sinclair
DINO
$15.9B
$8.46M 0.02%
193,606
+1,531
+0.8% +$71.4K
ITY
795
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$8.45M 0.02%
97,369
+7,311
+8% +$634K
MDU icon
796
MDU Resources
MDU
$4.44B
$8.43M 0.02%
797,247
-24,179
-3% -$288K
MXIM
797
DELISTED
Maxim Integrated Products
MXIM
$8.42M 0.02%
278,403
+7,438
+3% +$234K
SNA icon
798
Snap-on
SNA
$20.9B
$8.4M 0.02%
69,413
-5,273
-7% -$648K
IQNT
799
DELISTED
Inteliquent, Inc.
IQNT
$8.4M 0.02%
675,035
+46,127
+7% +$569K
BND icon
800
Vanguard Total Bond Market
BND
$157B
$8.39M 0.02%
102,362
-1,409
-1% -$116K
30 31
32
33 34

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MCM
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PSUF
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IA
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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.