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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
BERY
1426
DELISTED
Berry Global Group, Inc.
BERY
$3.33M 0.01%
143,878
+24,039
+20% +$548K
TELN
1427
DELISTED
TELENOR ASA
TELN
$3.33M 0.01%
50,556
+3,853
+8% +$254K
MGLN
1428
DELISTED
Magellan Health Services, Inc.
MGLN
$3.33M 0.01%
60,769
+756
+1% +$43.4K
LNW
1429
DELISTED
Light & Wonder
LNW
$3.32M 0.01%
308,654
+27,123
+10% +$277K
CIR
1430
DELISTED
CIRCOR International, Inc
CIR
$3.32M 0.01%
49,353
+16,469
+50% +$1.18M
AAT
1431
American Assets Trust
AAT
$1.49B
$3.32M 0.01%
100,672
+28,784
+40% +$999K
UPL
1432
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$3.31M 0.01%
142,526
-53,190
-27% -$1.33M
BABA icon
1433
Alibaba
BABA
$276B
$3.31M 0.01%
+37,240
New +$3.34M
ACIW icon
1434
ACI Worldwide
ACIW
$5.88B
$3.3M 0.01%
175,736
-1,921
-1% -$36K
PLXS icon
1435
Plexus
PLXS
$6.78B
$3.29M 0.01%
89,212
-19,375
-18% -$785K
TGI
1436
DELISTED
Triumph Group
TGI
$3.28M 0.01%
50,455
+8,275
+20% +$554K
EOD
1437
Allspring Global Dividend Opportunity Fund
EOD
$276M
$3.28M 0.01%
409,041
+56,734
+16% +$470K
PNFP icon
1438
Pinnacle Financial Partners Inc
PNFP
$15.6B
$3.28M 0.01%
90,886
-197
-0.2% -$7.24K
SIGI icon
1439
Selective Insurance
SIGI
$5.53B
$3.27M 0.01%
147,913
-3,626
-2% -$85.6K
WOOF
1440
DELISTED
VCA Inc.
WOOF
$3.27M 0.01%
83,192
+13,001
+19% +$502K
DHC
1441
Diversified Healthcare Trust
DHC
$2.28B
$3.27M 0.01%
157,664
-17,068
-10% -$387K
TECH icon
1442
Bio-Techne
TECH
$11.2B
$3.27M 0.01%
139,776
-7,016
-5% -$164K
DFT
1443
DELISTED
DuPont Fabros Technology Inc.
DFT
$3.27M 0.01%
120,755
+83,050
+220% +$2.29M
THI
1444
DELISTED
TIM HORTONS INC COM, CANADA
THI
$3.26M 0.01%
41,392
+923
+2% +$61.6K
ENB icon
1445
Enbridge
ENB
$121B
$3.26M 0.01%
68,084
-3,241
-5% -$160K
AYR
1446
DELISTED
Aircastle Ltd
AYR
$3.26M 0.01%
199,083
+80,727
+68% +$1.47M
SSL icon
1447
Sasol
SSL
$7.34B
$3.25M 0.01%
59,702
+1,647
+3% +$95.4K
KMPR icon
1448
Kemper
KMPR
$1.73B
$3.25M 0.01%
95,210
-1,265
-1% -$45.2K
BKU icon
1449
Bankunited
BKU
$3.36B
$3.24M 0.01%
106,226
+16,575
+18% +$528K
TPC
1450
Tutor Perini Cor
TPC
$4.51B
$3.24M 0.01%
122,687
-2,496
-2% -$72.8K
56 57
58
59 60

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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.