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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
NRF
1151
DELISTED
NorthStar Realty Finance Corp.
NRF
$4.66M 0.01%
131,813
-154,460
-54% -$5.41M
HEES
1152
DELISTED
H&E Equipment Services
HEES
$4.65M 0.01%
115,534
-42,367
-27% -$1.65M
UVE icon
1153
Universal Insurance Holdings
UVE
$1.21B
$4.65M 0.01%
359,366
-45,638
-11% -$596K
MLM icon
1154
Martin Marietta Materials
MLM
$34.3B
$4.64M 0.01%
35,952
+9,063
+34% +$1.17M
NHY
1155
DELISTED
NORSK HYDRO A. S. ADR
NHY
$4.63M 0.01%
829,330
+65,549
+9% +$366K
FUJI
1156
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$4.63M 0.01%
150,633
+6,282
+4% +$193K
EFII
1157
DELISTED
Electronics for Imaging
EFII
$4.62M 0.01%
104,617
+668
+0.6% +$29.8K
EDE
1158
DELISTED
Empire District Electric
EDE
$4.6M 0.01%
190,562
+27,570
+17% +$692K
AFFX
1159
DELISTED
Affymetrix Inc
AFFX
$4.59M 0.01%
575,528
-50,198
-8% -$430K
THO icon
1160
Thor Industries
THO
$4.03B
$4.59M 0.01%
89,144
-1,410
-2% -$75.5K
LPLA icon
1161
LPL Financial
LPLA
$26.5B
$4.58M 0.01%
99,557
+10,167
+11% +$490K
TFSL icon
1162
TFS Financial
TFSL
$5.06B
$4.58M 0.01%
319,878
+37,964
+13% +$531K
PMM
1163
Franklin Managed Municipal Income Trust
PMM
$273M
$4.58M 0.01%
646,888
+116,362
+22% +$818K
WMGI
1164
DELISTED
Wright Medical Group Inc
WMGI
$4.57M 0.01%
150,700
+12,670
+9% +$390K
WLK icon
1165
Westlake Corp
WLK
$9.37B
$4.56M 0.01%
52,660
-15,077
-22% -$1.36M
RYAAY icon
1166
Ryanair
RYAAY
$30B
$4.56M 0.01%
196,916
-1,489
-0.8% -$33.2K
SID icon
1167
Companhia Siderúrgica Nacional
SID
$1.47B
$4.56M 0.01%
1,284,080
+37,049
+3% +$170K
TIMB icon
1168
TIM SA
TIMB
$10.1B
$4.56M 0.01%
173,950
+13,979
+9% +$378K
EGP icon
1169
EastGroup Properties
EGP
$11.3B
$4.56M 0.01%
75,201
+17,767
+31% +$1.13M
RGC
1170
DELISTED
Regal Entertainment Group
RGC
$4.55M 0.01%
228,954
+8,279
+4% +$170K
WRB icon
1171
W.R. Berkley
WRB
$28B
$4.55M 0.01%
321,077
-9,366
-3% -$130K
CVG
1172
DELISTED
Convergys
CVG
$4.55M 0.01%
255,172
+10,336
+4% +$201K
BNS icon
1173
Scotiabank
BNS
$106B
$4.54M 0.01%
78,351
-2,188
-3% -$136K
VAC icon
1174
Marriott Vacations Worldwide
VAC
$3.35B
$4.54M 0.01%
71,618
+1,700
+2% +$101K
MFA
1175
MFA Financial
MFA
$934M
$4.54M 0.01%
145,872
+63,975
+78% +$2.11M
45 46
47
48 49

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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.