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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
AAMC
3476
DELISTED
Altisource Asset Management Corp
AAMC
– –
-1,459
Closed -$620K
ATRI
3477
DELISTED
Atrion Corp
ATRI
– –
-813
Closed -$265K
LL
3478
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-5,362
Closed -$407K
CONN
3479
DELISTED
Conn's Inc.
CONN
– –
-19,796
Closed -$978K
AMJ
3480
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-8,263
Closed -$433K
NS
3481
DELISTED
NuStar Energy L.P.
NS
– –
-10,066
Closed -$624K
TGH
3482
DELISTED
Textainer Group Holdings limited
TGH
– –
-7,555
Closed -$292K
ICPT
3483
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-3,088
Closed -$731K
DCP
3484
DELISTED
DCP Midstream, LP
DCP
– –
-13,297
Closed -$758K
BNFT
3485
DELISTED
Benefitfocus, Inc.
BNFT
– –
-4,662
Closed -$215K
DS
3486
DELISTED
Drive Shack Inc.
DS
– –
-77,986
Closed -$402K
ECOM
3487
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-14,509
Closed -$382K
TMX
3488
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-22,043
Closed -$269K
BBQ
3489
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
– –
-8,692
Closed -$249K
MIC
3490
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-3,284
Closed -$205K
HGH
3491
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
– –
-7,165
Closed -$215K
XONE
3492
DELISTED
The ExOne Company
XONE
– –
-7,236
Closed -$287K
TDE
3493
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
TDE
– –
-14,437
Closed -$365K
TDJ
3494
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
– –
-16,847
Closed -$434K
BITA
3495
DELISTED
Bitauto Holdings Limited
BITA
– –
-8,685
Closed -$423K
EQM
3496
DELISTED
EQM Midstream Partners, LP
EQM
– –
-3,268
Closed -$316K
CRCM
3497
DELISTED
CARE.COM, INC.
CRCM
– –
-47,999
Closed -$608K
PSB.PRU.CL
3498
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
– –
-10,055
Closed -$231K
BBT.PRD.CL
3499
DELISTED
BB&T CORPORATION Depositary Shares, representing 1/1,000th interest in a share of Series D Non-Cumul
BBT.PRD.CL
– –
-9,882
Closed -$246K
ANDX
3500
DELISTED
Andeavor Logistics LP
ANDX
– –
-5,066
Closed -$372K
138 139
140
141 142

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MCM
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PSUF
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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.