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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
AEPI
2876
DELISTED
AEP Industries Inc
AEPI
$499K ﹤0.01%
13,186
-1,045
-7% -$42.7K
RST
2877
DELISTED
ROSETTA STONE INC
RST
$498K ﹤0.01%
61,896
-3,962
-6% -$36K
ORIG
2878
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$497K ﹤0.01%
+3
New +$494K
PROV icon
2879
Provident Financial
PROV
$108M
$496K ﹤0.01%
34,018
-1,778
-5% -$26.1K
PRFT
2880
DELISTED
Perficient Inc
PRFT
$496K ﹤0.01%
33,072
-612
-2% -$10.7K
ALR
2881
DELISTED
AlerisLife Inc
ALR
$496K ﹤0.01%
13,144
+1,089
+9% +$49.2K
HIL
2882
DELISTED
Hill International, Inc. Common Stock
HIL
$496K ﹤0.01%
124,039
+55,073
+80% +$268K
CZZ
2883
DELISTED
Cosan Limited
CZZ
$495K ﹤0.01%
45,998
-12,379
-21% -$156K
ADC icon
2884
Agree Realty
ADC
$9.76B
$494K ﹤0.01%
18,054
-18,604
-51% -$548K
OABC
2885
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$494K ﹤0.01%
18,998
+139
+0.7% +$3.5K
KRA
2886
DELISTED
Kraton Corporation
KRA
$492K ﹤0.01%
27,620
-3,541
-11% -$72K
TMHC icon
2887
Taylor Morrison
TMHC
$491K ﹤0.01%
30,267
+12,604
+71% +$245K
DZSI
2888
DELISTED
DZS Inc. Common Stock
DZSI
$491K ﹤0.01%
36,371
– –
AVG
2889
DELISTED
AVG Technologies N.V.
AVG
$490K ﹤0.01%
29,541
-3,661
-11% -$66.5K
LCM
2890
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$489K ﹤0.01%
51,503
+4,790
+10% +$48.4K
YZC
2891
DELISTED
Yanzhou Coal Mining
YZC
$488K ﹤0.01%
60,021
+10,100
+20% +$83.4K
LULU icon
2892
lululemon athletica
LULU
$13.3B
$487K ﹤0.01%
11,584
+3,538
+44% +$142K
EOX
2893
DELISTED
EMERALD OIL INC (MT)
EOX
$487K ﹤0.01%
3,957
+77
+2% +$11.7K
AHRT
2894
AH Realty Trust
AHRT
$542M
$485K ﹤0.01%
53,368
+27,498
+106% +$262K
SN
2895
DELISTED
Sanchez Energy Corporation
SN
$483K ﹤0.01%
18,385
+7,029
+62% +$223K
PTCT icon
2896
PTC Therapeutics
PTCT
$6.37B
$482K ﹤0.01%
+10,955
New +$343K
JSN
2897
DELISTED
NUVEEN EQUITY PREMIUM OPPORTUNITY FUND
JSN
$479K ﹤0.01%
+37,629
New +$480K
COR
2898
DELISTED
Coresite Realty Corporation
COR
$478K ﹤0.01%
14,545
+4,698
+48% +$161K
MS.PRG.CL
2899
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$478K ﹤0.01%
19,103
-252
-1% -$6.4K
HTGC icon
2900
Hercules Capital
HTGC
$2.97B
$477K ﹤0.01%
32,977
-5,964
-15% -$94.4K
114 115
116
117 118

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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.