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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
MUS
2051
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.59M ﹤0.01%
122,968
+5,624
+5% +$72.9K
MUA icon
2052
BlackRock MuniAssets Fund
MUA
$518M
$1.59M ﹤0.01%
121,419
-63,137
-34% -$823K
BONT
2053
DELISTED
Bon-Ton Stores Inc/The
BONT
$1.59M ﹤0.01%
190,707
-46,162
-19% -$444K
CRAY
2054
DELISTED
Cray, Inc.
CRAY
$1.59M ﹤0.01%
60,678
+3,904
+7% +$108K
NWBI icon
2055
Northwest Bancshares
NWBI
$2.33B
$1.59M ﹤0.01%
131,375
-13,335
-9% -$168K
UFCS icon
2056
United Fire Group
UFCS
$1.35B
$1.59M ﹤0.01%
57,238
+1,293
+2% +$37.4K
JHX icon
2057
James Hardie Industries
JHX
$15.6B
$1.59M ﹤0.01%
151,620
+6,090
+4% +$74.3K
JTP
2058
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.58M ﹤0.01%
194,475
+47,328
+32% +$395K
OME
2059
DELISTED
Omega Protein
OME
$1.58M ﹤0.01%
126,708
+26,852
+27% +$374K
CWB icon
2060
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.52B
$1.58M ﹤0.01%
31,889
+329
+1% +$16.6K
GEF icon
2061
Greif
GEF
$4.74B
$1.58M ﹤0.01%
36,130
+4,624
+15% +$231K
CENTA icon
2062
Central Garden & Pet Co Class A
CENTA
$2.44B
$1.58M ﹤0.01%
245,683
+10,784
+5% +$76.4K
TGS icon
2063
Transportadora de Gas del Sur
TGS
$4.44B
$1.58M ﹤0.01%
494,229
+63,074
+15% +$183K
KBAL
2064
DELISTED
Kimball International
KBAL
$1.58M ﹤0.01%
134,483
-296
-0.2% -$3.69K
AUXL
2065
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$1.58M ﹤0.01%
52,870
+7,518
+17% +$159K
NC icon
2066
NACCO Industries
NC
$359M
$1.58M ﹤0.01%
138,747
-19,924
-13% -$236K
PDM
2067
Piedmont Realty Trust
PDM
$1.2B
$1.57M ﹤0.01%
89,174
+8,112
+10% +$156K
LKFN icon
2068
Lakeland Financial Corp
LKFN
$1.58B
$1.57M ﹤0.01%
62,690
+4,200
+7% +$107K
ZG icon
2069
Zillow
ZG
$7.74B
$1.57M ﹤0.01%
40,506
+9,405
+30% +$425K
UBA
2070
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.57M ﹤0.01%
77,162
+11,347
+17% +$237K
CATY icon
2071
Cathay General Bancorp
CATY
$4.25B
$1.56M ﹤0.01%
63,040
+924
+1% +$23.8K
GMK
2072
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
$1.56M ﹤0.01%
36,561
-62
-0.2% -$2.79K
PTRY
2073
DELISTED
PANTRY INC (THE)
PTRY
$1.55M ﹤0.01%
76,860
+29,390
+62% +$562K
NEOG icon
2074
Neogen
NEOG
$2B
$1.55M ﹤0.01%
104,939
+10,598
+11% +$167K
PRIM icon
2075
Primoris Services
PRIM
$4.28B
$1.55M ﹤0.01%
57,809
+6,029
+12% +$165K
81 82
83
84 85

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.