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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
ASRT
2551
DELISTED
Assertio
ASRT
$825K ﹤0.01%
905
+242
+37% +$194K
MTH icon
2552
Meritage Homes
MTH
$4.89B
$825K ﹤0.01%
46,470
+7,348
+19% +$147K
QLTY
2553
DELISTED
QUALITY DISTR INC FLA
QLTY
$824K ﹤0.01%
64,503
+4,562
+8% +$65.3K
LPX icon
2554
Louisiana-Pacific
LPX
$5.19B
$823K ﹤0.01%
60,528
-87,220
-59% -$1.23M
CLNY
2555
DELISTED
Colony Capital, Inc.
CLNY
$823K ﹤0.01%
36,761
-1,519
-4% -$34.2K
KCLI
2556
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$823K ﹤0.01%
18,558
+162
+0.9% +$7.37K
SJR
2557
DELISTED
Shaw Communications Inc.
SJR
$822K ﹤0.01%
33,595
+4,726
+16% +$119K
XCO
2558
DELISTED
Exco Resources
XCO
$822K ﹤0.01%
16,404
-1,897
-10% -$133K
TC
2559
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$822K ﹤0.01%
373,537
– –
PHIIK
2560
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$822K ﹤0.01%
19,972
-166
-0.8% -$7K
CLUB
2561
DELISTED
Town Sports International Holdings, Inc.
CLUB
$819K ﹤0.01%
122,301
-26,501
-18% -$154K
PEBO icon
2562
Peoples Bancorp
PEBO
$1.46B
$816K ﹤0.01%
34,372
-35
-0.1% -$853
DX
2563
Dynex Capital
DX
$3B
$813K ﹤0.01%
33,537
+958
+3% +$24.3K
ACLS icon
2564
Axcelis
ACLS
$3.94B
$811K ﹤0.01%
101,825
+204
+0.2% +$1.53K
UVSP icon
2565
Univest Financial
UVSP
$1.23B
$810K ﹤0.01%
43,201
+317
+0.7% +$6.17K
UHT
2566
Universal Health Realty Income Trust
UHT
$614M
$808K ﹤0.01%
19,377
+2,390
+14% +$104K
VEEV icon
2567
Veeva Systems
VEEV
$31.6B
$808K ﹤0.01%
+28,673
New +$738K
WNS
2568
DELISTED
WNS Holdings
WNS
$808K ﹤0.01%
+35,884
New +$720K
CRD.B icon
2569
Crawford & Co Class B
CRD.B
$496M
$807K ﹤0.01%
97,810
+297
+0.3% +$2.79K
LBAI
2570
DELISTED
Lakeland Bancorp Inc
LBAI
$807K ﹤0.01%
82,704
+531
+0.6% +$5.46K
DXLG icon
2571
Destination XL Group
DXLG
$34.3M
$804K ﹤0.01%
170,287
-15,255
-8% -$79K
ESLT icon
2572
Elbit Systems
ESLT
$38.1B
$804K ﹤0.01%
12,941
-988
-7% -$60.2K
CDE icon
2573
Coeur Mining
CDE
$15.8B
$803K ﹤0.01%
161,879
-9,262
-5% -$71.2K
BBRG
2574
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$803K ﹤0.01%
61,948
-4,891
-7% -$71.4K
AUO
2575
DELISTED
AU Optronics Corp
AUO
$803K ﹤0.01%
192,967
-1,208
-0.6% -$5.47K
101 102
103
104 105

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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.