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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
EWX icon
1001
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$669M
$5.82M 0.01%
121,275
-2,117
-2% -$107K
AKS
1002
DELISTED
AK Steel Holding Corp
AKS
$5.81M 0.01%
725,742
+114,490
+19% +$1.07M
ARCC icon
1003
Ares Capital
ARCC
$13.6B
$5.81M 0.01%
359,539
+5,023
+1% +$84.9K
WTS icon
1004
Watts Water Technologies
WTS
$11.7B
$5.8M 0.01%
99,630
+31,120
+45% +$1.9M
CHE icon
1005
Chemed
CHE
$6.78B
$5.8M 0.01%
56,368
+11,831
+27% +$1.2M
DSX icon
1006
Diana Shipping
DSX
$280M
$5.8M 0.01%
927,473
-2,593
-0.3% -$18.4K
RKT
1007
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$5.78M 0.01%
121,396
+13,468
+12% +$668K
BRSL
1008
Brightstar Lottery PLC
BRSL
$1.94B
$5.77M 0.01%
342,198
-17,858
-5% -$297K
Y
1009
DELISTED
Alleghany Corp
Y
$5.77M 0.01%
13,800
+1,575
+13% +$673K
VOYA icon
1010
Voya Financial
VOYA
$9.02B
$5.73M 0.01%
146,575
+29,111
+25% +$1.1M
PEI
1011
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$5.73M 0.01%
19,154
+7,780
+68% +$2.3M
PHG icon
1012
Philips
PHG
$25.8B
$5.73M 0.01%
260,547
+21,204
+9% +$455K
SFG
1013
DELISTED
STANCORP FINL GRP
SFG
$5.71M 0.01%
90,339
+4,746
+6% +$301K
KNGT
1014
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$5.7M 0.01%
208,130
+13,250
+7% +$363K
HTLD icon
1015
Heartland Express
HTLD
$1.11B
$5.68M 0.01%
237,275
+30,475
+15% +$705K
VGR
1016
DELISTED
Vector Group Ltd.
VGR
$5.68M 0.01%
461,284
+97,169
+27% +$1.14M
CBT icon
1017
Cabot Corp
CBT
$4.71B
$5.68M 0.01%
111,942
+9,379
+9% +$515K
ICLR icon
1018
Icon
ICLR
$12.8B
$5.68M 0.01%
99,292
+27,962
+39% +$1.44M
ANDE icon
1019
Andersons Inc
ANDE
$2.63B
$5.68M 0.01%
90,264
+1,331
+1% +$81.1K
EME icon
1020
Emcor
EME
$33.6B
$5.64M 0.01%
141,153
+43,919
+45% +$1.89M
SINA
1021
DELISTED
Sina Corp
SINA
$5.64M 0.01%
137,091
-2,136
-2% -$100K
FWONK icon
1022
Liberty Media Series C
FWONK
$24.4B
$5.63M 0.01%
+224,080
New +$5.73M
CII icon
1023
BlackRock Enhanced Captial and Income Fund
CII
$1.01B
$5.62M 0.01%
378,108
-57,589
-13% -$863K
MUSA icon
1024
Murphy USA
MUSA
$10.9B
$5.61M 0.01%
105,664
+32,644
+45% +$1.69M
NJ
1025
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$5.6M 0.01%
330,866
+31,342
+10% +$510K
39 40
41
42 43

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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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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.