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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
TRNO icon
2626
Terreno Realty
TRNO
$7.72B
$736K ﹤0.01%
39,078
-2,677
-6% -$51.9K
KERX
2627
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$736K ﹤0.01%
53,552
-13,467
-20% -$206K
RKUS
2628
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$733K ﹤0.01%
54,837
+34,768
+173% +$454K
SFE
2629
DELISTED
Safeguard Scientifics, Inc.
SFE
$732K ﹤0.01%
+39,803
New +$785K
FBC
2630
DELISTED
Flagstar Bancorp, Inc. New
FBC
$732K ﹤0.01%
43,513
-8,392
-16% -$149K
SUBC
2631
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$732K ﹤0.01%
51,489
-7,504
-13% -$107K
FTD
2632
DELISTED
FTD Companies, Inc. Common Stock
FTD
$731K ﹤0.01%
21,432
+8,211
+62% +$267K
FARM
2633
DELISTED
Farmer Brothers
FARM
$730K ﹤0.01%
25,212
-28
-0.1% -$640
BAC.PRI.CL
2634
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$730K ﹤0.01%
28,433
-520
-2% -$13.4K
AVNW icon
2635
Aviat Networks
AVNW
$265M
$727K ﹤0.01%
67,326
+13
+0% +$111
OCFC icon
2636
OceanFirst Financial
OCFC
$1.7B
$727K ﹤0.01%
45,680
– –
CIGI icon
2637
Colliers International
CIGI
$5.21B
$724K ﹤0.01%
23,695
-4,245
-15% -$133K
VLRS
2638
Controladora Vuela Compania de Aviacion
VLRS
$898M
$721K ﹤0.01%
83,089
+4,605
+6% +$40.7K
NOR
2639
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$717K ﹤0.01%
22,649
+8,767
+63% +$271K
CLDT
2640
Chatham Lodging
CLDT
$643M
$716K ﹤0.01%
31,019
+739
+2% +$16.5K
BNNY
2641
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
$716K ﹤0.01%
+15,609
New +$547K
YDKN
2642
DELISTED
Yadkin Financial Corporation
YDKN
$715K ﹤0.01%
39,349
+25,915
+193% +$487K
GEK.CL
2643
DELISTED
General Electric Capital Corp.
GEK.CL
$714K ﹤0.01%
30,981
+6,220
+25% +$144K
ESI
2644
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$714K ﹤0.01%
166,325
-20,009
-11% -$208K
KFX
2645
DELISTED
KOFAX LIMITED COM STK
KFX
$713K ﹤0.01%
92,174
+26,979
+41% +$208K
WFC.PRQ
2646
DELISTED
Wells Fargo & Co.
WFC.PRQ
$712K ﹤0.01%
27,762
+1,625
+6% +$42K
CYOU
2647
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$712K ﹤0.01%
29,750
+9,896
+50% +$242K
ALL.PRE.CL
2648
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$712K ﹤0.01%
27,832
+16,627
+148% +$431K
IAU icon
2649
iShares Gold Trust
IAU
$63.4B
$711K ﹤0.01%
30,372
-10,450
-26% -$259K
RVT icon
2650
Royce Value Trust
RVT
$2.21B
$711K ﹤0.01%
+49,028
New +$761K
104 105
106
107 108

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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.