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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
SITC icon
1176
SITE Centers
SITC
$234M
$4.54M 0.01%
210,428
+9,558
+5% +$217K
EWBC icon
1177
East-West Bancorp
EWBC
$17.9B
$4.53M 0.01%
133,324
+47,772
+56% +$1.66M
FHI icon
1178
Federated Hermes
FHI
$4.48B
$4.53M 0.01%
154,245
-34,893
-18% -$1.05M
P
1179
DELISTED
Pandora Media Inc
P
$4.53M 0.01%
187,414
+34,586
+23% +$918K
CVSA
1180
Covista Inc
CVSA
$4.07B
$4.52M 0.01%
105,485
+1,558
+1% +$66.2K
PC
1181
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$4.52M 0.01%
376,922
+50,008
+15% +$599K
MATW icon
1182
Matthews International
MATW
$885M
$4.48M 0.01%
102,085
+21,903
+27% +$977K
CW icon
1183
Curtiss-Wright
CW
$27.3B
$4.47M 0.01%
67,872
+30,721
+83% +$2.07M
PNY
1184
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.46M 0.01%
132,950
+20,704
+18% +$743K
WBMD
1185
DELISTED
WebMD Health Corp.
WBMD
$4.46M 0.01%
106,567
-2,107
-2% -$102K
NWG icon
1186
NatWest
NWG
$72.5B
$4.45M 0.01%
346,194
+37,846
+12% +$470K
EHI
1187
Western Asset Global High Income Fund
EHI
$175M
$4.43M 0.01%
363,761
+71,113
+24% +$891K
RAS
1188
DELISTED
RAIT Financial Trust
RAS
$4.43M 0.01%
596,090
-22,370
-4% -$177K
PRXL
1189
DELISTED
Parexel International Corp
PRXL
$4.43M 0.01%
70,148
+30,145
+75% +$1.72M
CLW icon
1190
Clearwater Paper
CLW
$281M
$4.42M 0.01%
73,461
-2,391
-3% -$158K
ZTR
1191
Virtus Total Return Fund
ZTR
$339M
$4.42M 0.01%
318,817
-38,456
-11% -$545K
SPLK
1192
DELISTED
Splunk Inc
SPLK
$4.41M 0.01%
79,733
+21,799
+38% +$1.09M
GRA
1193
DELISTED
W.R. Grace & Co.
GRA
$4.41M 0.01%
48,447
+1,709
+4% +$164K
ECHO
1194
EchoStar
ECHO
$25.2B
$4.4M 0.01%
111,369
-3,727
-3% -$153K
INVX
1195
Innovex International
INVX
$1.86B
$4.4M 0.01%
49,231
+3,658
+8% +$365K
SPR
1196
DELISTED
Spirit AeroSystems
SPR
$4.39M 0.01%
115,473
+2,098
+2% +$76.7K
ORB
1197
DELISTED
ORBITAL SCIENCES CORP
ORB
$4.38M 0.01%
157,525
+24,208
+18% +$666K
SANM icon
1198
Sanmina
SANM
$11B
$4.38M 0.01%
209,765
+9,096
+5% +$212K
JBTM
1199
JBT Marel
JBTM
$7.35B
$4.37M 0.01%
155,299
+11,458
+8% +$330K
TUP
1200
DELISTED
Tupperware Brands Corporation
TUP
$4.37M 0.01%
63,236
+11,277
+22% +$857K
46 47
48
49 50

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AF
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MCM
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PSUF
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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.