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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
NVR icon
3451
NVR
NVR
$17.2B
– –
-3,418
Closed -$3.93M
OMER icon
3452
Omeros
OMER
$709M
– –
-15,274
Closed -$266K
PHD
3453
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-43,955
Closed -$548K
PLPC icon
3454
Preformed Line Products
PLPC
$1.52B
– –
-4,065
Closed -$219K
SEB icon
3455
Seaboard Corp
SEB
$4.52B
– –
-316
Closed -$954K
SGA icon
3456
Saga Communications
SGA
$54.6M
– –
-6,469
Closed -$276K
SHY icon
3457
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
– –
-6,915
Closed -$585K
SPAB icon
3458
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
– –
-14,018
Closed -$406K
SRPT icon
3459
Sarepta Therapeutics
SRPT
$1.66B
– –
-12,013
Closed -$358K
TBF icon
3460
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
– –
-8,471
Closed -$244K
TIP icon
3461
iShares TIPS Bond ETF
TIP
$14.5B
– –
-6,213
Closed -$717K
TRC icon
3462
Tejon Ranch
TRC
$476M
– –
-8,194
Closed -$256K
VBK icon
3463
Vanguard Small-Cap Growth ETF
VBK
$23.2B
– –
-1,687
Closed -$215K
VET icon
3464
Vermilion Energy
VET
$1.73B
– –
-6,169
Closed -$430K
VGK icon
3465
Vanguard FTSE Europe ETF
VGK
$30B
– –
-5,542
Closed -$332K
VNO.PRL icon
3466
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
– –
-8,886
Closed -$203K
VNQI icon
3467
Vanguard Global ex-US Real Estate ETF
VNQI
$3.46B
– –
-26,486
Closed -$1.54M
VRTS icon
3468
Virtus Investment Partners
VRTS
$1.11B
– –
-3,928
Closed -$832K
VT icon
3469
Vanguard Total World Stock ETF
VT
$76.3B
– –
-4,110
Closed -$256K
VUG icon
3470
Vanguard Growth ETF
VUG
$216B
– –
-14,646
Closed -$241K
WIX icon
3471
WIX.com
WIX
$2.15B
– –
-10,229
Closed -$203K
WSO icon
3472
Watsco Inc
WSO
$14.9B
– –
-10,293
Closed -$1.06M
XBI icon
3473
State Street SPDR S&P Biotech ETF
XBI
$10.2B
– –
-27,156
Closed -$1.39M
TBRG
3474
DELISTED
TruBridge
TBRG
– –
-11,090
Closed -$705K
JOYY
3475
JOYY Inc
JOYY
$3.73B
– –
-5,257
Closed -$397K
137 138
139
140 141

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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.