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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
NTCT icon
1326
NETSCOUT
NTCT
$2.86B
$3.77M 0.01%
82,205
+14,846
+22% +$665K
FRA icon
1327
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$3.76M 0.01%
267,391
-32,099
-11% -$458K
PRA
1328
DELISTED
ProAssurance
PRA
$3.75M 0.01%
85,069
-4,651
-5% -$209K
UBSI icon
1329
United Bankshares
UBSI
$6.57B
$3.74M 0.01%
120,930
+885
+0.7% +$28.5K
PLCM
1330
DELISTED
POLYCOM INC
PLCM
$3.73M 0.01%
303,537
+12,129
+4% +$157K
AMCX icon
1331
AMC Global Media
AMCX
$445M
$3.73M 0.01%
63,822
+14,582
+30% +$899K
PSO icon
1332
Pearson
PSO
$10.1B
$3.73M 0.01%
186,162
+22,174
+14% +$423K
WP
1333
DELISTED
Worldpay, Inc.
WP
$3.73M 0.01%
120,534
+46,866
+64% +$1.52M
ATHN
1334
DELISTED
Athenahealth, Inc.
ATHN
$3.73M 0.01%
28,288
+1,377
+5% +$181K
FRC
1335
DELISTED
First Republic Bank
FRC
$3.72M 0.01%
75,403
-23,205
-24% -$1.14M
RRX icon
1336
Regal Rexnord
RRX
$14B
$3.72M 0.01%
57,852
+21,085
+57% +$1.52M
BNA
1337
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
$3.72M 0.01%
358,716
+26,907
+8% +$282K
CODE
1338
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$3.71M 0.01%
162,701
+60,204
+59% +$1.28M
GBCI icon
1339
Glacier Bancorp
GBCI
$6.38B
$3.7M 0.01%
143,163
+28,345
+25% +$768K
HCSG icon
1340
Healthcare Services Group
HCSG
$1.58B
$3.7M 0.01%
129,264
+12,446
+11% +$346K
IPHS
1341
DELISTED
Innophos Holdings, Inc.
IPHS
$3.7M 0.01%
67,101
+9,857
+17% +$572K
WOR icon
1342
Worthington Enterprises
WOR
$2.79B
$3.69M 0.01%
161,042
+20,635
+15% +$513K
IHS
1343
DELISTED
IHS INC CL-A COM STK
IHS
$3.69M 0.01%
29,515
+1,279
+5% +$173K
ADEA icon
1344
Adeia
ADEA
$2.88B
$3.69M 0.01%
525,223
+3,277
+0.6% +$22.8K
CMC icon
1345
Commercial Metals
CMC
$7.53B
$3.69M 0.01%
216,258
+16,249
+8% +$285K
SHG icon
1346
Shinhan Financial Group
SHG
$33.6B
$3.68M 0.01%
81,047
+1,691
+2% +$82.2K
VIPS icon
1347
Vipshop
VIPS
$7.08B
$3.68M 0.01%
194,770
+34,590
+22% +$713K
ZD icon
1348
Ziff Davis
ZD
$1.93B
$3.68M 0.01%
85,646
+16,582
+24% +$736K
ABG icon
1349
Asbury Automotive
ABG
$4.22B
$3.67M 0.01%
57,043
-4,028
-7% -$278K
GBX icon
1350
The Greenbrier Companies
GBX
$1.56B
$3.67M 0.01%
50,005
+14,355
+40% +$984K
52 53
54
55 56

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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.