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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
NFG icon
901
National Fuel Gas
NFG
$7.84B
$6.85M 0.02%
97,909
+1,957
+2% +$143K
FDS icon
902
Factset
FDS
$9.05B
$6.84M 0.02%
56,252
+650
+1% +$80.3K
IGLB icon
903
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.59B
$6.83M 0.02%
113,980
+3,642
+3% +$220K
SPXC icon
904
SPX Corp
SPXC
$11B
$6.83M 0.02%
288,688
+6,167
+2% +$160K
DAN icon
905
Dana Inc
DAN
$2.91B
$6.82M 0.02%
355,645
+35,298
+11% +$801K
VER
906
DELISTED
VEREIT, Inc.
VER
$6.81M 0.02%
112,902
+29,234
+35% +$1.88M
SYNA icon
907
Synaptics
SYNA
$4.41B
$6.79M 0.02%
92,813
-5,804
-6% -$473K
BRFS
908
DELISTED
BRF SA
BRFS
$6.77M 0.02%
284,404
+1,691
+0.6% +$42.6K
HA
909
DELISTED
Hawaiian Holdings, Inc.
HA
$6.72M 0.01%
500,028
+146,775
+42% +$2.12M
ACHC icon
910
Acadia Healthcare
ACHC
$3.17B
$6.71M 0.01%
138,239
+50,471
+58% +$2.47M
IGIB icon
911
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$6.69M 0.01%
122,342
-55,176
-31% -$3.03M
HYG icon
912
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$6.68M 0.01%
72,682
-41,266
-36% -$3.86M
PTC icon
913
PTC
PTC
$13.7B
$6.67M 0.01%
180,883
+90,353
+100% +$3.45M
SMG icon
914
ScottsMiracle-Gro
SMG
$4.03B
$6.67M 0.01%
121,276
-22,277
-16% -$1.25M
AVA icon
915
Avista
AVA
$3.47B
$6.66M 0.01%
218,082
+47,857
+28% +$1.53M
VRNT
916
DELISTED
Verint Systems
VRNT
$6.65M 0.01%
234,838
+27,787
+13% +$712K
AJG icon
917
Arthur J. Gallagher & Co
AJG
$63.7B
$6.59M 0.01%
145,357
-5,997
-4% -$276K
RPM icon
918
RPM International
RPM
$13.7B
$6.58M 0.01%
143,831
+1,374
+1% +$63K
CNQR
919
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$6.55M 0.01%
51,639
+15,192
+42% +$1.54M
KEP icon
920
Korea Electric Power
KEP
$15.5B
$6.53M 0.01%
291,007
-254,595
-47% -$5.18M
BPOP icon
921
Popular Inc
BPOP
$11B
$6.51M 0.01%
221,280
-4,397
-2% -$140K
DHI icon
922
D.R. Horton
DHI
$41B
$6.5M 0.01%
317,017
-20,395
-6% -$449K
CMRE icon
923
Costamare
CMRE
$1.9B
$6.5M 0.01%
296,175
-541
-0.2% -$12.5K
SCI icon
924
Service Corp International
SCI
$11.4B
$6.49M 0.01%
307,019
-16,707
-5% -$356K
ENH
925
DELISTED
Endurance Specialty Holdings Ltd
ENH
$6.49M 0.01%
117,566
+20,005
+21% +$1.11M
35 36
37
38 39

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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.