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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
CNK icon
1451
Cinemark Holdings
CNK
$3.93B
$3.23M 0.01%
94,935
-1,013
-1% -$35.1K
GPOR
1452
DELISTED
Gulfport Energy Corp.
GPOR
$3.22M 0.01%
60,333
+3,264
+6% +$187K
MZTI
1453
The Marzetti Company
MZTI
$2.95B
$3.21M 0.01%
37,579
+1,122
+3% +$101K
GEO icon
1454
The GEO Group
GEO
$4.13B
$3.19M 0.01%
125,364
+9,883
+9% +$241K
BPFH
1455
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.19M 0.01%
257,679
+96,937
+60% +$1.22M
HIW icon
1456
Highwoods Properties
HIW
$3.73B
$3.18M 0.01%
81,819
+16,184
+25% +$675K
HWC icon
1457
Hancock Whitney
HWC
$6.07B
$3.18M 0.01%
99,281
+47,234
+91% +$1.58M
IWM icon
1458
iShares Russell 2000 ETF
IWM
$80.3B
$3.17M 0.01%
28,972
+8,117
+39% +$929K
ARIA
1459
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$3.16M 0.01%
585,741
+40,486
+7% +$236K
RYN icon
1460
Rayonier
RYN
$6.52B
$3.16M 0.01%
111,753
+10,496
+10% +$322K
CAL icon
1461
Caleres
CAL
$420M
$3.16M 0.01%
116,340
+17,907
+18% +$517K
WGL
1462
DELISTED
Wgl Holdings
WGL
$3.15M 0.01%
74,851
+1,763
+2% +$73.8K
LXP icon
1463
LXP Industrial Trust
LXP
$3.52B
$3.15M 0.01%
64,383
+18,861
+41% +$1.02M
NOW icon
1464
ServiceNow
NOW
$109B
$3.14M 0.01%
267,345
+16,975
+7% +$200K
NUAN
1465
DELISTED
Nuance Communications, Inc.
NUAN
$3.14M 0.01%
235,495
-7,643
-3% -$113K
HURN icon
1466
Huron Consulting
HURN
$1.89B
$3.13M 0.01%
51,421
-2,253
-4% -$144K
SMCI icon
1467
Super Micro Computer
SMCI
$19.3B
$3.13M 0.01%
1,065,320
+312,090
+41% +$809K
LOPE icon
1468
Grand Canyon Education
LOPE
$3.84B
$3.13M 0.01%
76,853
-5,734
-7% -$249K
FNB icon
1469
FNB Corp
FNB
$6.71B
$3.13M 0.01%
261,178
+32,198
+14% +$399K
SEM
1470
DELISTED
Select Medical
SEM
$3.13M 0.01%
483,158
+166,413
+53% +$1.29M
RCI icon
1471
Rogers Communications
RCI
$17.7B
$3.13M 0.01%
83,655
+14,895
+22% +$590K
IPCC
1472
DELISTED
Infinity Property & Casualty C
IPCC
$3.12M 0.01%
48,752
+6,663
+16% +$445K
DMND
1473
DELISTED
DIAMOND FOODS, INC.
DMND
$3.12M 0.01%
108,909
-2,903
-3% -$79.9K
MTRN icon
1474
Materion
MTRN
$5.03B
$3.12M 0.01%
101,551
+330
+0.3% +$11.2K
CIEN icon
1475
Ciena
CIEN
$53.4B
$3.11M 0.01%
186,075
-701
-0.4% -$13.7K
57 58
59
60 61

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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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ACI
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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.