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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
VGM icon
1276
Invesco Trust Investment Grade Municipals
VGM
$549M
$4M 0.01%
304,954
+13,006
+4% +$168K
AMED
1277
DELISTED
Amedisys
AMED
$4M 0.01%
198,077
+9,111
+5% +$176K
NYT icon
1278
New York Times
NYT
$11.7B
$3.99M 0.01%
355,667
-6,502
-2% -$83.9K
SBW
1279
DELISTED
Western Asset Worldwide Income
SBW
$3.98M 0.01%
325,139
-2,472
-0.8% -$31.5K
HOUS
1280
DELISTED
Anywhere Real Estate
HOUS
$3.98M 0.01%
106,947
+26,165
+32% +$1.02M
TTWO icon
1281
Take-Two Interactive
TTWO
$45.3B
$3.98M 0.01%
172,374
+10,564
+7% +$240K
NPO icon
1282
Enpro
NPO
$6.95B
$3.96M 0.01%
65,404
+4,061
+7% +$277K
BWXT icon
1283
BWX Technologies
BWXT
$16.2B
$3.96M 0.01%
199,833
-43,146
-18% -$932K
EXR icon
1284
Extra Space Storage
EXR
$31.3B
$3.96M 0.01%
76,720
-5,209
-6% -$275K
HXL icon
1285
Hexcel
HXL
$8.28B
$3.95M 0.01%
99,587
+20,020
+25% +$789K
COHR
1286
DELISTED
Coherent Inc
COHR
$3.95M 0.01%
64,350
+7,420
+13% +$468K
DY icon
1287
Dycom Industries
DY
$12.7B
$3.94M 0.01%
128,188
+29,960
+31% +$913K
RRGB icon
1288
Red Robin
RRGB
$136M
$3.93M 0.01%
69,113
-464
-0.7% -$28K
BIT icon
1289
BlackRock Multi-Sector Income Trust
BIT
$694M
$3.93M 0.01%
221,594
+48,110
+28% +$871K
MEG
1290
DELISTED
Media General, Inc
MEG
$3.93M 0.01%
299,571
-58,768
-16% -$1.06M
NP
1291
DELISTED
Neenah, Inc. Common Stock
NP
$3.93M 0.01%
73,411
+14,365
+24% +$772K
PCY icon
1292
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
$3.92M 0.01%
137,908
+501
+0.4% +$14.5K
SLGN icon
1293
Silgan Holdings
SLGN
$4.92B
$3.92M 0.01%
166,886
+82,092
+97% +$2.05M
MW
1294
DELISTED
THE MENS WAREHOUSE INC
MW
$3.92M 0.01%
82,982
+24,364
+42% +$1.3M
OB
1295
DELISTED
Onebeacon Insurance Group Ltd
OB
$3.91M 0.01%
253,973
-494
-0.2% -$7.76K
CQB
1296
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$3.91M 0.01%
275,566
+35,154
+15% +$431K
JJSF icon
1297
J&J Snack Foods
JJSF
$1.46B
$3.9M 0.01%
41,713
+11,440
+38% +$1.08M
FNF icon
1298
Fidelity National Financial
FNF
$14B
$3.88M 0.01%
201,258
-37,626
-16% -$728K
ULTI
1299
DELISTED
Ultimate Software Group Inc
ULTI
$3.88M 0.01%
27,390
+6,658
+32% +$932K
CCU icon
1300
Compañía de Cervecerías Unidas
CCU
$2.2B
$3.87M 0.01%
175,865
-959
-0.5% -$21.3K
50 51
52
53 54

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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.