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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
MDP
1251
DELISTED
Meredith Corporation
MDP
$4.11M 0.01%
96,114
+11,449
+14% +$533K
CPT icon
1252
Camden Property Trust
CPT
$11.2B
$4.11M 0.01%
59,923
+4,129
+7% +$299K
GRFS
1253
Grifois
GRFS
$5.27B
$4.1M 0.01%
233,174
+41,762
+22% +$811K
AEL
1254
DELISTED
American Equity Investment Life Holding Company
AEL
$4.09M 0.01%
178,976
-465
-0.3% -$11K
MEI icon
1255
Methode Electronics
MEI
$542M
$4.09M 0.01%
110,844
-5,319
-5% -$189K
SAFM
1256
DELISTED
Sanderson Farms Inc
SAFM
$4.08M 0.01%
46,400
+2,765
+6% +$261K
EAD
1257
Allspring Income Opportunities Fund
EAD
$372M
$4.08M 0.01%
450,799
+130,754
+41% +$1.21M
NEU icon
1258
NewMarket
NEU
$7.13B
$4.08M 0.01%
10,708
+254
+2% +$101K
BAS
1259
DELISTED
Basis Energy Services, Inc.
BAS
$4.08M 0.01%
330
-7
-2% -$99.1K
CPRT icon
1260
Copart
CPRT
$27.6B
$4.07M 0.01%
1,040,712
-29,616
-3% -$126K
WDR
1261
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.07M 0.01%
78,770
-15,657
-17% -$872K
MTW icon
1262
Manitowoc
MTW
$523M
$4.07M 0.01%
191,580
-12,241
-6% -$319K
PZZA icon
1263
Papa John's
PZZA
$997M
$4.07M 0.01%
101,726
-794
-0.8% -$32.6K
DNOW icon
1264
DNOW Inc
DNOW
$2.59B
$4.07M 0.01%
133,735
-19,319
-13% -$633K
BGY icon
1265
BlackRock Enhanced International Dividend Trust
BGY
$515M
$4.06M 0.01%
539,592
-23,103
-4% -$183K
OHI icon
1266
Omega Healthcare
OHI
$15.3B
$4.06M 0.01%
118,652
+38,386
+48% +$1.41M
SGI
1267
Somnigroup International
SGI
$15.3B
$4.05M 0.01%
288,636
+28,744
+11% +$421K
COLM icon
1268
Columbia Sportswear
COLM
$3.25B
$4.05M 0.01%
113,126
-27,050
-19% -$1.05M
LPT
1269
DELISTED
Liberty Property Trust
LPT
$4.05M 0.01%
121,692
+5,710
+5% +$205K
GHI
1270
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$4.03M 0.01%
417,182
+36,963
+10% +$371K
WCG
1271
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.03M 0.01%
66,732
+31
+0% +$2.06K
CXT icon
1272
Crane NXT
CXT
$3.12B
$4.02M 0.01%
182,952
+5,105
+3% +$124K
GPI icon
1273
Group 1 Automotive
GPI
$4.01B
$4.02M 0.01%
55,244
+2,296
+4% +$179K
PKX icon
1274
POSCO
PKX
$16.1B
$4.01M 0.01%
52,871
+6,895
+15% +$550K
B
1275
DELISTED
Barnes Group Inc.
B
$4.01M 0.01%
132,077
-1,464
-1% -$51.3K
49 50
51
52 53

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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.