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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
BN icon
1076
Brookfield
BN
$103B
$5.12M 0.01%
486,585
+8,837
+2% +$95.1K
SRC
1077
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$5.11M 0.01%
103,949
-3,840
-4% -$198K
CIM
1078
Chimera Investment
CIM
$1.05B
$5.11M 0.01%
112,121
+35,263
+46% +$1.7M
BOH icon
1079
Bank of Hawaii
BOH
$3.2B
$5.11M 0.01%
89,882
+3,749
+4% +$217K
SR icon
1080
Spire
SR
$4.9B
$5.1M 0.01%
109,923
+21,316
+24% +$1.02M
AEO icon
1081
American Eagle Outfitters
AEO
$2.92B
$5.1M 0.01%
351,117
+106,316
+43% +$1.31M
TBI
1082
Trueblue
TBI
$240M
$5.09M 0.01%
201,721
+63,486
+46% +$1.76M
NWE icon
1083
NorthWestern Energy
NWE
$4.45B
$5.08M 0.01%
112,113
+8,128
+8% +$391K
NZF icon
1084
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$5.08M 0.01%
371,515
+26,495
+8% +$368K
RJF icon
1085
Raymond James Financial
RJF
$33.1B
$5.08M 0.01%
142,151
+10,446
+8% +$366K
IHG icon
1086
InterContinental Hotels
IHG
$23.4B
$5.08M 0.01%
99,499
+2,006
+2% +$104K
BXMX
1087
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$5.07M 0.01%
397,780
+79,208
+25% +$1.03M
SKT icon
1088
Tanger
SKT
$4.82B
$5.06M 0.01%
154,780
-12,076
-7% -$417K
ALGN icon
1089
Align Technology
ALGN
$12.1B
$5.06M 0.01%
97,905
+32,292
+49% +$1.76M
VMC icon
1090
Vulcan Materials
VMC
$36.8B
$5.06M 0.01%
84,008
+5,414
+7% +$342K
MINI
1091
DELISTED
Mobile Mini Inc
MINI
$5.05M 0.01%
144,455
-22,299
-13% -$917K
XYL icon
1092
Xylem
XYL
$28.6B
$5.05M 0.01%
142,335
+10,275
+8% +$382K
BDN
1093
Brandywine Realty Trust
BDN
$542M
$5.03M 0.01%
357,606
+53,427
+18% +$829K
ACM icon
1094
Aecom
ACM
$9.1B
$5.02M 0.01%
148,737
+36,022
+32% +$1.28M
HLF icon
1095
Herbalife
HLF
$1.26B
$5.02M 0.01%
229,354
-249,164
-52% -$6.66M
HE icon
1096
Hawaiian Electric Industries
HE
$2.3B
$5.01M 0.01%
188,718
-17,090
-8% -$424K
LTM
1097
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$5M 0.01%
440,231
+3,347
+0.8% +$41.5K
CNX icon
1098
CNX Resources
CNX
$4.79B
$5M 0.01%
158,525
-56,906
-26% -$1.91M
PHH
1099
DELISTED
PHH Corporation
PHH
$5M 0.01%
223,615
+1,693
+0.8% +$40K
TKC icon
1100
Turkcell
TKC
$4.78B
$5M 0.01%
380,420
+8,361
+2% +$124K
42 43
44
45 46

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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.