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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
PPLI
876
People Inc
PPLI
$3.1B
$7.19M 0.02%
610,258
-70,709
-10% -$855K
PETM
877
DELISTED
PETSMART INC
PETM
$7.19M 0.02%
102,523
+5,721
+6% +$398K
GTAT
878
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$7.17M 0.02%
662,204
+6,211
+0.9% +$94.7K
VR
879
DELISTED
Validus Hold Ltd
VR
$7.17M 0.02%
183,155
-10,813
-6% -$415K
IT icon
880
Gartner
IT
$9.41B
$7.17M 0.02%
97,545
+7,782
+9% +$565K
ALR
881
DELISTED
Alere Inc
ALR
$7.16M 0.02%
184,627
-1,209
-0.7% -$45.3K
CUK
882
DELISTED
Carnival PLC
CUK
$7.14M 0.02%
178,809
+13,093
+8% +$495K
GPRE icon
883
Green Plains
GPRE
$1.19B
$7.13M 0.02%
190,657
-31,197
-14% -$1.25M
SVC
884
Service Properties Trust
SVC
$1.1B
$7.12M 0.02%
53,380
+9,002
+20% +$1.3M
LAMR icon
885
Lamar Advertising Co
LAMR
$16.2B
$7.11M 0.02%
144,351
+39,524
+38% +$2.04M
EQNR icon
886
Equinor
EQNR
$95.9B
$7.08M 0.02%
260,853
+4,450
+2% +$129K
QEP
887
DELISTED
QEP RESOURCES, INC.
QEP
$7.07M 0.02%
229,795
+253
+0.1% +$8.46K
HUB.B
888
DELISTED
HUBBELL INC CL-B
HUB.B
$7.07M 0.02%
58,670
+7,109
+14% +$860K
CZR
889
DELISTED
Caesars Entertainment Corporation
CZR
$7.07M 0.02%
562,038
-33,774
-6% -$493K
ISIL
890
DELISTED
Intersil Corp
ISIL
$7.03M 0.02%
494,827
+111,895
+29% +$1.62M
PVA
891
DELISTED
PENN VIRGINIA CORP
PVA
$7.03M 0.02%
553,111
+60,003
+12% +$842K
JBL icon
892
Jabil
JBL
$32.8B
$7.02M 0.02%
347,962
-16,297
-4% -$341K
EAT icon
893
Brinker International
EAT
$8.02B
$7.01M 0.02%
137,952
-1,410
-1% -$67.7K
IBKR icon
894
Interactive Brokers
IBKR
$40.9B
$6.98M 0.02%
1,119,580
-122,164
-10% -$727K
BMS
895
DELISTED
Bemis
BMS
$6.98M 0.02%
183,679
-2,677
-1% -$107K
JCP
896
DELISTED
J.C. Penney Company, Inc.
JCP
$6.97M 0.02%
694,446
+92,552
+15% +$907K
DNR
897
DELISTED
Denbury Resources, Inc.
DNR
$6.96M 0.02%
463,241
+19,599
+4% +$329K
TFX icon
898
Teleflex
TFX
$5.85B
$6.95M 0.02%
66,144
+8,667
+15% +$930K
KUB
899
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$6.93M 0.02%
88,003
+13,362
+18% +$1.05M
FOE
900
DELISTED
Ferro Corporation
FOE
$6.86M 0.02%
473,276
+48,422
+11% +$646K
34 35
36
37 38

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MCM
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PSUF
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SCC
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BAM
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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.