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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
PRE.PRE.CL
3026
DELISTED
Partnerre Ltd
PRE.PRE.CL
$373K ﹤0.01%
13,897
-204
-1% -$5.47K
PSB.PRT.CL
3027
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$371K ﹤0.01%
15,424
-169
-1% -$4.1K
INSM icon
3028
Insmed
INSM
$22.7B
$369K ﹤0.01%
28,301
-6,822
-19% -$103K
ZOES
3029
DELISTED
Zoe's Kitchen, Inc.
ZOES
$369K ﹤0.01%
+11,989
New +$355K
FLIC
3030
DELISTED
First of Long Island Corp
FLIC
$368K ﹤0.01%
24,008
-184
-0.8% -$2.92K
HCT
3031
DELISTED
AMRICAN RLTY CAP HEALTHCARE TRUST INC. COMMON STOCK
HCT
$368K ﹤0.01%
+35,129
New +$378K
GLRE icon
3032
Greenlight Captial
GLRE
$570M
$367K ﹤0.01%
11,331
+1,538
+16% +$51.7K
SPXX icon
3033
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$333M
$367K ﹤0.01%
26,072
-3,034
-10% -$43.7K
ORA icon
3034
Ormat Technologies
ORA
$6.28B
$366K ﹤0.01%
13,926
-367
-3% -$9.98K
NYRT
3035
DELISTED
New York REIT, Inc.
NYRT
$365K ﹤0.01%
+3,547
New +$374K
XLF icon
3036
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$364K ﹤0.01%
17,879
+3,924
+28% +$79.2K
HSBC.PRA
3037
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$364K ﹤0.01%
14,481
-249
-2% -$6.32K
MNR
3038
DELISTED
Monmouth Real Estate Investment Corp
MNR
$364K ﹤0.01%
36,006
+3,197
+10% +$33.4K
ARPI
3039
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$363K ﹤0.01%
+19,811
New +$369K
LCUT icon
3040
Lifetime Brands
LCUT
$202M
$359K ﹤0.01%
23,434
+11
+0% +$185
PFSI icon
3041
PennyMac Financial
PFSI
$4.39B
$359K ﹤0.01%
24,505
-723
-3% -$11K
TECU
3042
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
$359K ﹤0.01%
83,542
-23,241
-22% -$110K
PFBC icon
3043
Preferred Bank
PFBC
$1.23B
$358K ﹤0.01%
15,910
-939
-6% -$21.9K
UCTT
3044
Ultra Clean Holdings
UCTT
$3.9B
$358K ﹤0.01%
40,030
-1,680
-4% -$15.7K
EBSB
3045
DELISTED
Meridian Bancorp, Inc.
EBSB
$358K ﹤0.01%
33,872
+5,580
+20% +$59.5K
AEM icon
3046
Agnico Eagle Mines
AEM
$73B
$357K ﹤0.01%
12,310
+48
+0.4% +$1.78K
CIA icon
3047
Citizens
CIA
$248M
$357K ﹤0.01%
55,201
-5,101
-8% -$35.4K
STT.PRC.CL
3048
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$357K ﹤0.01%
15,535
-221
-1% -$5.12K
MEN
3049
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$356K ﹤0.01%
31,773
+1,703
+6% +$18.9K
FSD
3050
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$355K ﹤0.01%
20,752
-356
-2% -$6.24K
120 121
122
123 124

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.