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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
MAGN
1226
Magnera Corp
MAGN
$490M
$4.24M 0.01%
14,874
-15
-0.1% -$4.78K
BSMX
1227
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$4.24M 0.01%
313,178
+58,371
+23% +$805K
ITRI icon
1228
Itron
ITRI
$3.76B
$4.23M 0.01%
107,596
+10,228
+11% +$410K
WCN
1229
Waste Connections
WCN
$42.7B
$4.23M 0.01%
130,773
+29,070
+29% +$943K
POLY
1230
DELISTED
Plantronics, Inc.
POLY
$4.22M 0.01%
88,259
+9,974
+13% +$477K
CBL
1231
DELISTED
CBL& Associates Properties, Inc.
CBL
$4.22M 0.01%
235,568
+58,990
+33% +$1.11M
UHAL icon
1232
U-Haul Holding Co
UHAL
$14.3B
$4.21M 0.01%
160,870
-1,780
-1% -$49.2K
MBFI
1233
DELISTED
MB Financial Corp
MBFI
$4.19M 0.01%
151,523
+28,022
+23% +$782K
BSY
1234
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$4.19M 0.01%
72,624
+8,660
+14% +$500K
PDCE
1235
DELISTED
PDC Energy, Inc.
PDCE
$4.18M 0.01%
83,175
+8,955
+12% +$505K
HTS
1236
DELISTED
HATTERAS FINANCIAL CORP
HTS
$4.18M 0.01%
232,647
-46,475
-17% -$902K
LYV icon
1237
Live Nation Entertainment
LYV
$41.7B
$4.18M 0.01%
173,913
-655
-0.4% -$15.1K
RLJ icon
1238
RLJ Lodging Trust
RLJ
$1.9B
$4.17M 0.01%
146,552
+26,502
+22% +$773K
DXCM icon
1239
DexCom
DXCM
$28.3B
$4.17M 0.01%
416,872
+210,188
+102% +$2.15M
CHRD icon
1240
Chord Energy
CHRD
$7.42B
$4.17M 0.01%
99,621
+35,844
+56% +$1.78M
SNX icon
1241
TD Synnex
SNX
$19.6B
$4.17M 0.01%
128,896
+26,836
+26% +$882K
TXRH icon
1242
Texas Roadhouse
TXRH
$13.2B
$4.16M 0.01%
149,447
+5,275
+4% +$137K
IQI icon
1243
Invesco Quality Municipal Securities
IQI
$526M
$4.16M 0.01%
343,154
+15,524
+5% +$189K
JBLU icon
1244
JetBlue
JBLU
$2.02B
$4.16M 0.01%
391,594
+20,308
+5% +$232K
CHH icon
1245
Choice Hotels
CHH
$5.15B
$4.15M 0.01%
79,882
+1,154
+1% +$58.3K
NE
1246
DELISTED
Noble Corporation
NE
$4.15M 0.01%
186,630
-187,310
-50% -$5.05M
CBRL icon
1247
Cracker Barrel
CBRL
$1.17B
$4.15M 0.01%
40,178
+1,644
+4% +$164K
MGEE icon
1248
MGE Energy Inc
MGEE
$3.08B
$4.13M 0.01%
110,976
+2,457
+2% +$96K
SPTN
1249
DELISTED
SpartanNash
SPTN
$4.13M 0.01%
212,308
+24,439
+13% +$518K
TYL icon
1250
Tyler Technologies
TYL
$13B
$4.13M 0.01%
46,664
+8,988
+24% +$811K
48 49
50
51 52

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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.