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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
AMH icon
2576
American Homes 4 Rent
AMH
$12B
$802K ﹤0.01%
47,506
+33,404
+237% +$597K
ENVE
2577
DELISTED
ENVENTIS CORP COM STK
ENVE
$791K ﹤0.01%
43,500
+9,380
+27% +$160K
PBF icon
2578
PBF Energy
PBF
$7.43B
$789K ﹤0.01%
32,887
-5,746
-15% -$151K
GBDC icon
2579
Golub Capital BDC
GBDC
$3.36B
$788K ﹤0.01%
50,449
+8,044
+19% +$134K
AMTG
2580
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$788K ﹤0.01%
51,088
+31,484
+161% +$518K
TPH
2581
DELISTED
Tri Pointe Homes
TPH
$785K ﹤0.01%
60,698
+38,643
+175% +$550K
SPSC icon
2582
SPS Commerce
SPSC
$2.41B
$784K ﹤0.01%
29,486
-902
-3% -$25K
TRMK icon
2583
Trustmark
TRMK
$2.71B
$784K ﹤0.01%
34,038
-4,018
-11% -$95.2K
WLT
2584
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$784K ﹤0.01%
335,037
+219,605
+190% +$1.14M
RGP icon
2585
Resources Connection
RGP
$133M
$783K ﹤0.01%
56,193
+18,272
+48% +$269K
FISI icon
2586
Financial Institutions
FISI
$812M
$782K ﹤0.01%
34,774
-324
-0.9% -$7.46K
LIOX
2587
DELISTED
Lionbridge Technologies
LIOX
$782K ﹤0.01%
173,859
+1,521
+0.9% +$7.77K
HLIO icon
2588
Helios Technologies
HLIO
$2.59B
$780K ﹤0.01%
20,742
+109
+0.5% +$4.26K
DVR
2589
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$779K ﹤0.01%
803,606
-8,816
-1% -$8.79K
DFP
2590
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
$778K ﹤0.01%
34,453
+14,788
+75% +$337K
PDS
2591
Precision Drilling
PDS
$1.04B
$777K ﹤0.01%
3,601
-232
-6% -$57.7K
BCS.PR.CL
2592
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$776K ﹤0.01%
30,605
-543
-2% -$13.8K
PNNT
2593
Pennant Park Investment Corp
PNNT
$219M
$775K ﹤0.01%
71,025
+35,753
+101% +$411K
DCO icon
2594
Ducommun
DCO
$2.77B
$772K ﹤0.01%
28,182
-460
-2% -$12.8K
WW
2595
DELISTED
WW International
WW
$771K ﹤0.01%
28,111
-267
-0.9% -$6.1K
LQ
2596
DELISTED
La Quinta Holdings Inc.
LQ
$769K ﹤0.01%
+40,520
New +$785K
BLOX
2597
DELISTED
Infoblox Inc
BLOX
$769K ﹤0.01%
52,149
+25,166
+93% +$327K
BK.PRC
2598
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$766K ﹤0.01%
33,240
-669
-2% -$15.6K
RITM icon
2599
Rithm Capital
RITM
$5.15B
$765K ﹤0.01%
65,606
+16,003
+32% +$199K
SRDX
2600
DELISTED
Surmodics
SRDX
$764K ﹤0.01%
42,048
-1,137
-3% -$22.7K
102 103
104
105 106

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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.