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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
AORT icon
2601
Artivion
AORT
$1.27B
$762K ﹤0.01%
77,169
-31
-0% -$305
TBNK
2602
DELISTED
Territorial Bancorp Inc.
TBNK
$761K ﹤0.01%
37,491
+2,353
+7% +$48.2K
GLPW
2603
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
$760K ﹤0.01%
50,992
+1,308
+3% +$21.1K
HIMX
2604
Himax Technologies
HIMX
$2.22B
$759K ﹤0.01%
74,760
-2,628
-3% -$19.9K
KTOS icon
2605
Kratos Defense & Security Solutions
KTOS
$9.27B
$758K ﹤0.01%
115,561
+5,876
+5% +$43.7K
RNG icon
2606
RingCentral
RNG
$4.5B
$754K ﹤0.01%
59,315
+23,779
+67% +$327K
ACWI icon
2607
iShares MSCI ACWI ETF
ACWI
$32.5B
$753K ﹤0.01%
12,789
-421
-3% -$25.4K
AMWD
2608
DELISTED
American Woodmark
AMWD
$753K ﹤0.01%
20,436
-3,338
-14% -$115K
TKA
2609
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$752K ﹤0.01%
41,974
+17,226
+70% +$309K
ACIC icon
2610
American Coastal Insurance
ACIC
$505M
$748K ﹤0.01%
49,836
+8,421
+20% +$133K
LTXB
2611
DELISTED
LegacyTexas Financial Group Inc
LTXB
$746K ﹤0.01%
31,177
+8,760
+39% +$225K
UGP icon
2612
Ultrapar
UGP
$6.71B
$745K ﹤0.01%
70,582
+3,496
+5% +$41.5K
NFBK
2613
DELISTED
Northfield Bancorp
NFBK
$744K ﹤0.01%
54,647
-54,084
-50% -$711K
AX icon
2614
Axos Financial
AX
$5.45B
$743K ﹤0.01%
40,876
-356
-0.9% -$6.72K
LABL
2615
DELISTED
Multi-Color Corp
LABL
$743K ﹤0.01%
16,337
+281
+2% +$12.2K
PGNX
2616
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$742K ﹤0.01%
142,881
+34,004
+31% +$169K
CSTE icon
2617
Caesarstone
CSTE
$75.7M
$741K ﹤0.01%
14,343
+359
+3% +$17.9K
CMLS
2618
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$741K ﹤0.01%
22,992
+2,122
+10% +$84.1K
KNM
2619
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$741K ﹤0.01%
35,648
-4,664
-12% -$106K
HPP
2620
Hudson Pacific Properties
HPP
$794M
$740K ﹤0.01%
4,285
-633
-13% -$115K
HTHT icon
2621
Huazhu Hotels Group
HTHT
$12.9B
$740K ﹤0.01%
114,860
+4,772
+4% +$30.4K
BBT.PRE.CL
2622
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$738K ﹤0.01%
31,907
+3,291
+12% +$77.6K
CROX icon
2623
Crocs
CROX
$6.69B
$737K ﹤0.01%
58,588
+10,856
+23% +$163K
DHX icon
2624
DHI Group
DHX
$164M
$736K ﹤0.01%
87,802
+1,795
+2% +$14.9K
FC icon
2625
Franklin Covey
FC
$245M
$736K ﹤0.01%
37,584
+288
+0.8% +$5.54K
103 104
105
106 107

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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
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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.