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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
CALM icon
1576
Cal-Maine
CALM
$4.2B
$2.77M 0.01%
62,078
+784
+1% +$31.1K
CMP icon
1577
Compass Minerals
CMP
$1.25B
$2.77M 0.01%
32,904
+3,235
+11% +$290K
AOS icon
1578
A.O. Smith
AOS
$8.61B
$2.77M 0.01%
117,270
+25,364
+28% +$616K
EXP icon
1579
Eagle Materials
EXP
$6.69B
$2.77M 0.01%
27,219
+4,510
+20% +$438K
NCI
1580
DELISTED
Navigant Consulting, Inc.
NCI
$2.77M 0.01%
199,259
+7,760
+4% +$125K
ADTN icon
1581
Adtran
ADTN
$769M
$2.77M 0.01%
134,893
+19,286
+17% +$432K
OC icon
1582
Owens Corning
OC
$11.6B
$2.77M 0.01%
87,169
-14,359
-14% -$507K
BYI
1583
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$2.77M 0.01%
34,297
-362
-1% -$26.4K
WTRG icon
1584
Essential Utilities
WTRG
$11.2B
$2.76M 0.01%
117,325
-10,881
-8% -$266K
GTE icon
1585
Gran Tierra Energy
GTE
$238M
$2.76M 0.01%
49,820
-602
-1% -$40.1K
KAI icon
1586
Kadant
KAI
$3.69B
$2.76M 0.01%
70,682
+24,969
+55% +$981K
ZINC
1587
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$2.76M 0.01%
166,981
+767
+0.5% +$14.6K
ZWS icon
1588
Zurn Elkay Water Solutions
ZWS
$8.14B
$2.75M 0.01%
201,069
+14,821
+8% +$204K
CRH icon
1589
CRH
CRH
$68.7B
$2.75M 0.01%
120,690
-14,802
-11% -$357K
NMA
1590
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$2.74M 0.01%
203,414
+47,034
+30% +$640K
EDR
1591
DELISTED
Education Realty Trust Inc
EDR
$2.74M 0.01%
88,946
+39,736
+81% +$1.28M
ELME
1592
Elme Communities
ELME
$144M
$2.74M 0.01%
107,878
+5,809
+6% +$155K
GRPN icon
1593
Groupon
GRPN
$1.05B
$2.74M 0.01%
20,485
+4,491
+28% +$585K
CTRN icon
1594
Citi Trends
CTRN
$543M
$2.73M 0.01%
123,721
-5,244
-4% -$114K
KNL
1595
DELISTED
Knoll, Inc.
KNL
$2.73M 0.01%
157,933
+11,752
+8% +$210K
DHG
1596
DELISTED
Deutsche High Incm Opportunities
DHG
$2.73M 0.01%
186,641
+10,183
+6% +$150K
WEN icon
1597
Wendy's
WEN
$1.39B
$2.73M 0.01%
329,848
+1,065
+0.3% +$8.73K
ITG
1598
DELISTED
Investment Technology Group Inc
ITG
$2.72M 0.01%
172,378
-47,216
-22% -$822K
FELE icon
1599
Franklin Electric
FELE
$4.66B
$2.71M 0.01%
78,124
-3,559
-4% -$134K
ENTG icon
1600
Entegris
ENTG
$19.2B
$2.7M 0.01%
234,932
-37,953
-14% -$467K
62 63
64
65 66

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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.