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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
DLR icon
951
Digital Realty Trust
DLR
$73.7B
$6.22M 0.01%
99,671
+5,386
+6% +$342K
MD icon
952
Pediatrix Medical
MD
$2.16B
$6.2M 0.01%
113,058
+25,096
+29% +$1.42M
ARE icon
953
Alexandria Real Estate Equities
ARE
$8.88B
$6.2M 0.01%
84,009
+11,748
+16% +$914K
ATR icon
954
AptarGroup
ATR
$8.45B
$6.19M 0.01%
102,046
-6,803
-6% -$433K
QGENF
955
DELISTED
QIAGEN NV
QGENF
$6.19M 0.01%
271,828
+26,190
+11% +$596K
UDR icon
956
UDR
UDR
$12.9B
$6.19M 0.01%
227,033
+6,904
+3% +$200K
SCM
957
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$6.18M 0.01%
108,650
+9,179
+9% +$522K
AWP
958
abrdn Global Premier Properties Fund
AWP
$377M
$6.13M 0.01%
297,556
-6,533
-2% -$142K
UMPQ
959
DELISTED
Umpqua Holdings Corp
UMPQ
$6.12M 0.01%
371,713
-38,484
-9% -$661K
MMT
960
Aberdeen Multi-Market Income Fund
MMT
$237M
$6.11M 0.01%
951,356
+101,629
+12% +$661K
TRI icon
961
Thomson Reuters
TRI
$39.4B
$6.09M 0.01%
144,258
-28,907
-17% -$1.25M
ODP
962
DELISTED
ODP
ODP
$6.09M 0.01%
118,434
-40,987
-26% -$2.17M
CBI
963
DELISTED
Chicago Bridge & Iron Nv
CBI
$6.08M 0.01%
105,038
+11,359
+12% +$716K
WEX icon
964
WEX
WEX
$6.11B
$6.07M 0.01%
55,046
+8,158
+17% +$896K
BGB
965
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$6.07M 0.01%
361,431
+50,129
+16% +$864K
EHC icon
966
Encompass Health
EHC
$11.2B
$6.05M 0.01%
206,157
+54,663
+36% +$1.67M
CAJ
967
DELISTED
Canon, Inc.
CAJ
$6.05M 0.01%
185,598
+22,163
+14% +$733K
SLM icon
968
SLM Corp
SLM
$4.57B
$6.04M 0.01%
705,066
+65,821
+10% +$577K
PPT
969
Franklin Premier Income Trust
PPT
$323M
$6.02M 0.01%
1,099,256
+55,011
+5% +$302K
TK icon
970
Teekay
TK
$975M
$6.02M 0.01%
90,731
+36,227
+66% +$2.13M
EPAC icon
971
Enerpac Tool Group
EPAC
$1.77B
$6.01M 0.01%
196,889
+93,860
+91% +$3.1M
DAR icon
972
Darling Ingredients
DAR
$9.93B
$6M 0.01%
327,757
+72,289
+28% +$1.4M
DRE
973
DELISTED
Duke Realty Corp.
DRE
$6M 0.01%
349,488
+4,748
+1% +$85.8K
FCE.A
974
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$5.99M 0.01%
306,271
+59,192
+24% +$1.18M
HMN icon
975
Horace Mann Educators
HMN
$2.1B
$5.99M 0.01%
209,920
+19,068
+10% +$561K
37 38
39
40 41

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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.