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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
ACC
1376
DELISTED
American Campus Communities, Inc.
ACC
$3.54M 0.01%
97,075
+30,106
+45% +$1.17M
UIS icon
1377
Unisys
UIS
$245M
$3.54M 0.01%
151,091
-1,647
-1% -$37.9K
CAKE icon
1378
Cheesecake Factory
CAKE
$4.32B
$3.53M 0.01%
77,676
+7,963
+11% +$357K
BHE icon
1379
Benchmark Electronics
BHE
$2.86B
$3.53M 0.01%
159,075
+15,091
+10% +$366K
ATW
1380
DELISTED
Atwood Oceanics
ATW
$3.53M 0.01%
80,839
+13,856
+21% +$664K
ACAS
1381
DELISTED
American Capital Ltd
ACAS
$3.53M 0.01%
249,446
-1,457
-0.6% -$22.2K
WNR
1382
DELISTED
Western Refining Inc
WNR
$3.52M 0.01%
83,860
+4,991
+6% +$216K
MPWR icon
1383
Monolithic Power Systems
MPWR
$65.8B
$3.52M 0.01%
79,901
+21,202
+36% +$933K
TD icon
1384
Toronto Dominion Bank
TD
$198B
$3.51M 0.01%
71,079
+2,109
+3% +$109K
CBSH icon
1385
Commerce Bancshares
CBSH
$8.49B
$3.51M 0.01%
141,136
-12,079
-8% -$308K
CDP icon
1386
COPT Defense Properties
CDP
$4.34B
$3.5M 0.01%
136,282
+40,557
+42% +$1.14M
MMS icon
1387
Maximus
MMS
$3.2B
$3.5M 0.01%
87,303
+13,145
+18% +$544K
AKR icon
1388
Acadia Realty Trust
AKR
$2.99B
$3.5M 0.01%
126,973
+40,689
+47% +$1.15M
TVTY
1389
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$3.49M 0.01%
218,010
-30,863
-12% -$523K
MOG.A icon
1390
Moog Inc Class A
MOG.A
$13.2B
$3.49M 0.01%
51,006
+20,104
+65% +$1.4M
LAD icon
1391
Lithia Motors
LAD
$7.88B
$3.48M 0.01%
46,032
-5,695
-11% -$504K
ALLY icon
1392
Ally Financial
ALLY
$13.3B
$3.48M 0.01%
150,175
+59,080
+65% +$1.41M
BOKF icon
1393
BOK Financial
BOKF
$8.58B
$3.47M 0.01%
52,245
-1,409
-3% -$94K
SIRI icon
1394
SiriusXM
SIRI
$10.5B
$3.47M 0.01%
99,504
-20,867
-17% -$729K
SLCA
1395
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.47M 0.01%
55,509
+17,610
+46% +$1.1M
OPLN
1396
Openlane
OPLN
$4.25B
$3.47M 0.01%
320,041
-2,484
-0.8% -$28.4K
KYO
1397
DELISTED
Kyocera Adr
KYO
$3.47M 0.01%
74,230
+5,364
+8% +$256K
GIII icon
1398
G-III Apparel Group
GIII
$1.52B
$3.46M 0.01%
83,636
+7,626
+10% +$312K
WPG
1399
DELISTED
Washington Prime Group Inc.
WPG
$3.46M 0.01%
22,000
+606
+3% +$103K
PES
1400
DELISTED
Pioneer Energy Services Corp.
PES
$3.46M 0.01%
246,702
+20,443
+9% +$319K
54 55
56
57 58

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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.