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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
WWAV
1101
DELISTED
The WhiteWave Foods Company
WWAV
$5M 0.01%
137,540
+20,688
+18% +$691K
SONY icon
1102
Sony
SONY
$131B
$4.99M 0.01%
1,384,270
+185,420
+15% +$667K
AWC
1103
DELISTED
Alumina Ltd
AWC
$4.97M 0.01%
846,862
+43,786
+5% +$257K
URBN icon
1104
Urban Outfitters
URBN
$6.19B
$4.97M 0.01%
135,421
+17,145
+14% +$630K
KRC icon
1105
Kilroy Realty
KRC
$4.55B
$4.96M 0.01%
83,463
+15,321
+22% +$951K
TCF
1106
DELISTED
TCF Financial Corporation
TCF
$4.96M 0.01%
319,316
+71,993
+29% +$1.15M
ROC
1107
DELISTED
ROCKWOOD HLDGS INC
ROC
$4.96M 0.01%
64,824
-963
-1% -$77K
FLIR
1108
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.95M 0.01%
157,787
+1,124
+0.7% +$37.8K
DEG
1109
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$4.94M 0.01%
285,810
+53,462
+23% +$908K
CORE
1110
DELISTED
Core Mark Holding Co., Inc.
CORE
$4.94M 0.01%
186,188
+42,968
+30% +$1.05M
BBAR icon
1111
BBVA Argentina
BBAR
$3.87B
$4.93M 0.01%
381,813
-63,228
-14% -$771K
TIVO
1112
DELISTED
Tivo Inc
TIVO
$4.93M 0.01%
249,796
+46,939
+23% +$1.06M
MKTAY
1113
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$4.92M 0.01%
86,794
+2,353
+3% +$133K
IDA icon
1114
Idacorp
IDA
$8.21B
$4.91M 0.01%
91,583
+9,077
+11% +$500K
TEN
1115
Tsakos Energy Navigation Ltd
TEN
$1.18B
$4.91M 0.01%
153,807
+35,220
+30% +$1.24M
CNQ icon
1116
Canadian Natural Resources
CNQ
$94.1B
$4.88M 0.01%
259,791
-5,384
-2% -$111K
OWW
1117
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$4.88M 0.01%
619,476
-46,197
-7% -$396K
BMO icon
1118
Bank of Montreal
BMO
$124B
$4.87M 0.01%
66,194
+4,013
+6% +$302K
AIN icon
1119
Albany International
AIN
$2.15B
$4.87M 0.01%
142,916
-1,220
-0.8% -$45.2K
DLX icon
1120
Deluxe
DLX
$1.22B
$4.86M 0.01%
88,152
+8,879
+11% +$512K
AAUK
1121
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$4.84M 0.01%
433,922
+10,601
+3% +$118K
DLB icon
1122
Dolby
DLB
$4.81B
$4.83M 0.01%
115,677
+16,503
+17% +$731K
IBKC
1123
DELISTED
IBERIABANK Corp
IBKC
$4.82M 0.01%
77,148
+33,263
+76% +$2.2M
O icon
1124
Realty Income
O
$61.5B
$4.8M 0.01%
121,414
+5,056
+4% +$216K
BDC icon
1125
Belden
BDC
$4.02B
$4.79M 0.01%
74,888
+14,840
+25% +$1.07M
43 44
45
46 47

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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.