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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
SAIC icon
1351
Saic
SAIC
$5.01B
$3.66M 0.01%
82,819
+3,131
+4% +$138K
CSGP icon
1352
CoStar Group
CSGP
$11.9B
$3.66M 0.01%
235,460
+126,840
+117% +$1.89M
NMO
1353
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$3.66M 0.01%
275,810
+14,285
+5% +$188K
RES icon
1354
RPC Inc
RES
$1.21B
$3.64M 0.01%
165,822
+40,391
+32% +$906K
TTC icon
1355
Toro Company
TTC
$9.01B
$3.64M 0.01%
122,844
-31,376
-20% -$956K
UNT
1356
DELISTED
UNIT Corporation
UNT
$3.64M 0.01%
62,017
+2,763
+5% +$178K
TDW icon
1357
Tidewater
TDW
$3.91B
$3.63M 0.01%
2,886
+350
+14% +$546K
PAG icon
1358
Penske Automotive Group
PAG
$14.2B
$3.63M 0.01%
89,434
+744
+0.8% +$34.9K
WDAY icon
1359
Workday
WDAY
$36.4B
$3.63M 0.01%
44,000
+1,619
+4% +$138K
CYS
1360
DELISTED
CYS Investments Inc.
CYS
$3.62M 0.01%
439,807
+237,198
+117% +$2.14M
NTUS
1361
DELISTED
Natus Medical Inc
NTUS
$3.62M 0.01%
122,768
+35,735
+41% +$986K
LAZ icon
1362
Lazard
LAZ
$4.23B
$3.62M 0.01%
71,442
-86
-0.1% -$4.51K
GLBR
1363
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$3.61M 0.01%
22,798
+3,106
+16% +$443K
SIX
1364
DELISTED
Six Flags Entertainment Corp.
SIX
$3.61M 0.01%
104,973
-873
-0.8% -$32.8K
CSGS
1365
DELISTED
CSG Systems International
CSGS
$3.6M 0.01%
136,996
+19,214
+16% +$520K
HNP
1366
DELISTED
Huaneng Power Intl, Inc.
HNP
$3.6M 0.01%
82,418
+59,346
+257% +$2.78M
ALE
1367
DELISTED
Allete
ALE
$3.58M 0.01%
80,752
+14,759
+22% +$707K
POWI icon
1368
Power Integrations
POWI
$3.53B
$3.58M 0.01%
132,942
+20,182
+18% +$568K
KS
1369
DELISTED
KapStone Paper and Pack Corp.
KS
$3.58M 0.01%
127,928
+3,054
+2% +$92.9K
GDOT icon
1370
Green Dot
GDOT
$746M
$3.58M 0.01%
169,103
+1,490
+0.9% +$28K
H icon
1371
Hyatt Hotels
H
$18B
$3.56M 0.01%
58,853
+3,497
+6% +$213K
TS icon
1372
Tenaris
TS
$28.5B
$3.56M 0.01%
78,209
+8,234
+12% +$370K
FAF icon
1373
First American
FAF
$7.79B
$3.55M 0.01%
130,960
+8,833
+7% +$246K
LTRPA
1374
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.55M 0.01%
+104,758
New +$3.66M
LHO
1375
DELISTED
LaSalle Hotel Properties
LHO
$3.55M 0.01%
103,646
+16,397
+19% +$587K
53 54
55
56 57

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MCM
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PSUF
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IA
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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.