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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
RY icon
1301
Royal Bank of Canada
RY
$291B
$3.87M 0.01%
54,163
+2,307
+4% +$170K
CWEI
1302
DELISTED
Clayton Williams Energy, Inc.
CWEI
$3.87M 0.01%
40,120
+11,508
+40% +$1.33M
RMBS icon
1303
Rambus
RMBS
$10.4B
$3.86M 0.01%
309,505
+39,065
+14% +$493K
EDP
1304
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.86M 0.01%
88,878
+8,288
+10% +$360K
ESND
1305
DELISTED
Essendant Inc.
ESND
$3.85M 0.01%
102,578
+18,135
+21% +$730K
NTRI
1306
DELISTED
NutriSystem, Inc.
NTRI
$3.84M 0.01%
250,094
-1,048
-0.4% -$17.4K
NDSN icon
1307
Nordson
NDSN
$16.6B
$3.83M 0.01%
50,393
+8,301
+20% +$651K
TRAK
1308
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$3.83M 0.01%
88,258
+35,034
+66% +$1.48M
AVNT icon
1309
Avient
AVNT
$3.34B
$3.83M 0.01%
107,617
+61,142
+132% +$2.4M
WOLF icon
1310
Wolfspeed
WOLF
$1.24B
$3.83M 0.01%
93,498
-266
-0.3% -$12.3K
PNK
1311
DELISTED
Pinnacle Entertainment Inc.
PNK
$3.83M 0.01%
152,616
-16,135
-10% -$396K
NXZ
1312
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$3.83M 0.01%
274,792
+30,966
+13% +$426K
DSL
1313
DoubleLine Income Solutions Fund
DSL
$1.23B
$3.83M 0.01%
176,658
-2,318
-1% -$50.3K
TTEK icon
1314
Tetra Tech
TTEK
$8.28B
$3.83M 0.01%
765,705
+139,840
+22% +$728K
GTIV
1315
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$3.82M 0.01%
227,802
+103,119
+83% +$1.81M
NM
1316
DELISTED
Navios Maritime Holdings Inc.
NM
$3.82M 0.01%
63,635
+765
+1% +$64.6K
MUE
1317
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.81M 0.01%
286,827
+34,245
+14% +$448K
SCS
1318
DELISTED
Steelcase
SCS
$3.81M 0.01%
235,226
+13,611
+6% +$213K
IRM icon
1319
Iron Mountain
IRM
$37.8B
$3.81M 0.01%
116,555
+6,390
+6% +$207K
GATX icon
1320
GATX Corp
GATX
$6.52B
$3.81M 0.01%
65,181
-1,460
-2% -$94.3K
BAH icon
1321
Booz Allen Hamilton
BAH
$8.59B
$3.8M 0.01%
162,439
-5,527
-3% -$122K
FR icon
1322
First Industrial Realty Trust
FR
$8.81B
$3.8M 0.01%
224,638
-1,688
-0.7% -$30.8K
ERIE icon
1323
Erie Indemnity
ERIE
$11.9B
$3.79M 0.01%
49,991
+4,056
+9% +$305K
TTI icon
1324
TETRA Technologies
TTI
$1.14B
$3.79M 0.01%
350,267
-21,656
-6% -$247K
KFY icon
1325
Korn Ferry
KFY
$4.13B
$3.77M 0.01%
151,430
+15,411
+11% +$453K
51 52
53
54 55

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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.