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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
MT icon
1401
ArcelorMittal
MT
$50.9B
$3.44M 0.01%
110,046
+14,220
+15% +$473K
HDS
1402
DELISTED
HD Supply Holdings, Inc.
HDS
$3.44M 0.01%
126,029
+62,894
+100% +$1.72M
HLIT icon
1403
Harmonic Inc
HLIT
$1.23B
$3.43M 0.01%
541,670
+5,338
+1% +$34.6K
BKW
1404
DELISTED
BURGER KING WORLDWIDE
BKW
$3.43M 0.01%
115,645
-20,492
-15% -$584K
PRI icon
1405
Primerica
PRI
$9.81B
$3.43M 0.01%
71,062
+1,354
+2% +$65.4K
APAM icon
1406
Artisan Partners
APAM
$2.86B
$3.43M 0.01%
65,828
+52,381
+390% +$2.83M
ROL icon
1407
Rollins
ROL
$18.8B
$3.43M 0.01%
394,851
+12,784
+3% +$112K
WTFC icon
1408
Wintrust Financial
WTFC
$10.7B
$3.42M 0.01%
76,682
+4,582
+6% +$212K
HMIN
1409
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$3.41M 0.01%
117,581
-400
-0.3% -$13.3K
BGC icon
1410
BGC Group
BGC
$5.65B
$3.41M 0.01%
713,305
+134,008
+23% +$656K
OZK icon
1411
Bank OZK
OZK
$5.5B
$3.4M 0.01%
107,743
+4,607
+4% +$149K
ARRS
1412
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$3.39M 0.01%
119,637
-16,995
-12% -$531K
PDLI
1413
DELISTED
PDL BioPharma, Inc.
PDLI
$3.39M 0.01%
454,109
-2,014
-0.4% -$18.7K
DPG
1414
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$3.39M 0.01%
159,342
+54,010
+51% +$1.18M
KN icon
1415
Knowles
KN
$3.2B
$3.38M 0.01%
127,520
+6,651
+6% +$203K
CVI icon
1416
CVR Energy
CVI
$3.43B
$3.37M 0.01%
75,391
-4,393
-6% -$211K
MKSI icon
1417
MKS Inc
MKSI
$21.3B
$3.37M 0.01%
100,915
+21,490
+27% +$704K
EGL
1418
DELISTED
Engility Holdings, Inc.
EGL
$3.37M 0.01%
108,000
+17,790
+20% +$625K
GHL
1419
DELISTED
Greenhill & Co., Inc.
GHL
$3.36M 0.01%
72,238
+17,621
+32% +$829K
CPWR
1420
DELISTED
COMPUWARE CORP
CPWR
$3.36M 0.01%
329,267
+28,003
+9% +$263K
GLO
1421
Clough Global Opportunities Fund
GLO
$248M
$3.34M 0.01%
280,265
+6,266
+2% +$79K
MLKN icon
1422
MillerKnoll
MLKN
$1.54B
$3.34M 0.01%
112,027
+2,572
+2% +$77.3K
ACH
1423
Accendra Health
ACH
$247M
$3.34M 0.01%
102,008
+4,234
+4% +$144K
NVRI icon
1424
Enviri
NVRI
$620M
$3.34M 0.01%
155,970
-9,495
-6% -$235K
RLI icon
1425
RLI Corp
RLI
$5.88B
$3.34M 0.01%
154,118
+26,712
+21% +$596K
55 56
57
58 59

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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.