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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
HPY
1126
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$4.79M 0.01%
100,351
+31,829
+46% +$1.48M
N
1127
DELISTED
Netsuite Inc
N
$4.78M 0.01%
53,379
+30,817
+137% +$2.61M
CRZO
1128
DELISTED
Carrizo Oil & Gas Inc
CRZO
$4.78M 0.01%
88,801
+3,993
+5% +$244K
ISBC
1129
DELISTED
Investors Bancorp, Inc.
ISBC
$4.78M 0.01%
471,590
+102,411
+28% +$1.08M
WAL icon
1130
Western Alliance Bancorporation
WAL
$9.06B
$4.77M 0.01%
199,665
+57,870
+41% +$1.37M
KBR icon
1131
KBR
KBR
$4.7B
$4.76M 0.01%
253,060
+17,671
+8% +$384K
TDS icon
1132
Telephone and Data Systems
TDS
$3.84B
$4.76M 0.01%
198,800
+5,893
+3% +$150K
CNA icon
1133
CNA Financial
CNA
$14.7B
$4.76M 0.01%
125,218
+9,726
+8% +$376K
AKRX
1134
DELISTED
Akorn Inc
AKRX
$4.76M 0.01%
131,116
+47,482
+57% +$1.7M
SAFE
1135
Safehold
SAFE
$1.2B
$4.74M 0.01%
72,110
+5,505
+8% +$389K
AGU
1136
DELISTED
Agrium
AGU
$4.74M 0.01%
53,228
-2,928
-5% -$269K
ULTA icon
1137
Ulta Beauty
ULTA
$20.6B
$4.73M 0.01%
40,025
+6,823
+21% +$678K
REG icon
1138
Regency Centers
REG
$15.1B
$4.73M 0.01%
87,825
+1,381
+2% +$77K
NSM
1139
DELISTED
Nationstar Mortgage Holdings
NSM
$4.72M 0.01%
137,863
-2,938
-2% -$97.4K
SGY
1140
DELISTED
Stone Energy
SGY
$4.71M 0.01%
2,645
+547
+26% +$1.13M
ON icon
1141
ON Semiconductor
ON
$33.8B
$4.71M 0.01%
526,695
+15,005
+3% +$139K
ATO icon
1142
Atmos Energy
ATO
$29.7B
$4.7M 0.01%
98,573
+1,506
+2% +$75.1K
FMBI
1143
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.7M 0.01%
292,124
+27,285
+10% +$457K
CNL
1144
DELISTED
CLECO CRP (HOLDING CO)
CNL
$4.7M 0.01%
97,585
+17,924
+23% +$993K
RGLD icon
1145
Royal Gold
RGLD
$17B
$4.7M 0.01%
72,313
+6,858
+10% +$512K
GWR
1146
DELISTED
Genesee & Wyoming Inc.
GWR
$4.68M 0.01%
49,130
+9,601
+24% +$953K
MTOR
1147
DELISTED
MERITOR, Inc.
MTOR
$4.66M 0.01%
429,770
+11,824
+3% +$154K
STR
1148
DELISTED
QUESTAR CORP
STR
$4.66M 0.01%
209,122
-5,940
-3% -$137K
TEN
1149
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.66M 0.01%
89,083
+18,225
+26% +$1.16M
HLX icon
1150
Helix Energy Solutions
HLX
$1.44B
$4.66M 0.01%
211,146
+28,688
+16% +$732K
44 45
46
47 48

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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.