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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
PL.PRC.CL
3151
DELISTED
Protective Life Corp
PL.PRC.CL
$270K ﹤0.01%
10,484
-134
-1% -$3.46K
WRB.PRB
3152
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$268K ﹤0.01%
11,491
-191
-2% -$4.43K
SRCI
3153
DELISTED
SRC Energy Inc
SRCI
$268K ﹤0.01%
22,022
+6,683
+44% +$83.3K
IVAC
3154
DELISTED
Intevac Inc
IVAC
$265K ﹤0.01%
+39,677
New +$276K
PSA.PRR
3155
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$265K ﹤0.01%
10,297
-149
-1% -$3.84K
AIFU
3156
AIFU Inc
AIFU
$201M
$264K ﹤0.01%
120
+3
+3% +$7.87K
RBS.PRN
3157
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$264K ﹤0.01%
10,780
-193
-2% -$4.71K
WTSL
3158
DELISTED
WET SEAL INC CL-A
WTSL
$264K ﹤0.01%
503,143
-1,966
-0.4% -$1.64K
MRGE
3159
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$264K ﹤0.01%
+119,788
New +$291K
TECK icon
3160
Teck Resources
TECK
$29.5B
$263K ﹤0.01%
13,898
-3,271
-19% -$74.3K
PZN
3161
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$261K ﹤0.01%
27,357
+1,977
+8% +$20.4K
MSO
3162
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$258K ﹤0.01%
71,651
-1,759
-2% -$7.74K
TAC icon
3163
TransAlta
TAC
$4.34B
$257K ﹤0.01%
24,511
+6,592
+37% +$75.3K
RRTS
3164
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$256K ﹤0.01%
449
+2
+0.4% +$1.3K
WSTL
3165
DELISTED
Westell Technologies Inc
WSTL
$256K ﹤0.01%
34,799
-878
-2% -$6.85K
VNO.PRK
3166
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$255K ﹤0.01%
+10,663
New +$259K
BB icon
3167
BlackBerry
BB
$5.01B
$254K ﹤0.01%
25,535
+1,303
+5% +$13.3K
AMRC icon
3168
Ameresco
AMRC
$1.15B
$252K ﹤0.01%
36,731
-978
-3% -$7.38K
KIM.PRK.CL
3169
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$252K ﹤0.01%
10,711
-174
-2% -$4.11K
CCBG icon
3170
Capital City Bank Group
CCBG
$882M
$251K ﹤0.01%
18,510
+15
+0.1% +$207
TITN icon
3171
Titan Machinery
TITN
$466M
$250K ﹤0.01%
19,253
+1,080
+6% +$15.3K
AMNB
3172
DELISTED
American National Bankshares Inc
AMNB
$250K ﹤0.01%
10,998
+572
+5% +$12.6K
ASXC
3173
DELISTED
Asensus Surgical, Inc.
ASXC
$248K ﹤0.01%
+4,380
New +$236K
UCP
3174
DELISTED
UCP, Inc.
UCP
$248K ﹤0.01%
20,714
+4,430
+27% +$56.2K
EIGI
3175
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$247K ﹤0.01%
15,188
+148
+1% +$2.1K
125 126
127
128 129

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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.