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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
CYT
1476
DELISTED
CYTEC INDS INC
CYT
$3.11M 0.01%
65,795
+9,033
+16% +$463K
LGF
1477
DELISTED
Lions Gate Entertainment
LGF
$3.11M 0.01%
94,291
-39,683
-30% -$1.26M
HR
1478
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.1M 0.01%
130,777
+31,565
+32% +$782K
AMKR icon
1479
Amkor Technology
AMKR
$15B
$3.09M 0.01%
367,904
-82,908
-18% -$819K
STE icon
1480
Steris
STE
$21.3B
$3.09M 0.01%
57,219
-20,387
-26% -$1.11M
DVYE icon
1481
iShares Emerging Markets Dividend ETF
DVYE
$1.2B
$3.08M 0.01%
68,212
+21,217
+45% +$1.04M
GASS icon
1482
StealthGas
GASS
$329M
$3.07M 0.01%
336,780
+22,284
+7% +$226K
CUZ icon
1483
Cousins Properties
CUZ
$5.28B
$3.06M 0.01%
90,810
+4,970
+6% +$177K
BBG
1484
DELISTED
Bill Barrett Corp
BBG
$3.06M 0.01%
138,970
+9,654
+7% +$225K
ENV
1485
DELISTED
ENVESTNET, INC.
ENV
$3.05M 0.01%
67,812
+25,549
+60% +$1.17M
PEB icon
1486
Pebblebrook Hotel Trust
PEB
$2.19B
$3.05M 0.01%
81,720
+46,598
+133% +$1.76M
RYL
1487
DELISTED
RYLAND GROUP INC
RYL
$3.05M 0.01%
91,746
+6,721
+8% +$244K
SF
1488
Stifel
SF
$12.5B
$3.04M 0.01%
145,982
+33,630
+30% +$701K
MOH icon
1489
Molina Healthcare
MOH
$10.4B
$3.04M 0.01%
71,803
+8,292
+13% +$367K
FNFG
1490
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$3.03M 0.01%
364,233
+107,745
+42% +$933K
WDFC icon
1491
WD-40
WDFC
$3.13B
$3.03M 0.01%
44,591
-146
-0.3% -$10.1K
DBRG icon
1492
DigitalBridge
DBRG
$2.93B
$3.02M 0.01%
+41,022
New +$3.09M
AIMC
1493
DELISTED
Altra Industrial Motion Corp
AIMC
$3.01M 0.01%
103,333
+26,084
+34% +$872K
ZNGA
1494
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$3.01M 0.01%
1,114,557
-83,507
-7% -$250K
GCO icon
1495
Genesco
GCO
$416M
$3M 0.01%
40,186
+10,465
+35% +$835K
CKH
1496
DELISTED
Seacor Holdings Inc.
CKH
$3M 0.01%
41,512
+4,128
+11% +$316K
TTEC icon
1497
TTEC Holdings
TTEC
$107M
$3M 0.01%
122,117
+7,070
+6% +$193K
KNBWY
1498
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$3M 0.01%
226,852
+7,973
+4% +$105K
MSGS icon
1499
Madison Square Garden
MSGS
$9.57B
$3M 0.01%
63,512
-5,322
-8% -$240K
UEIC icon
1500
Universal Electronics
UEIC
$57.6M
$2.99M 0.01%
60,632
-7,034
-10% -$362K
58 59
60
61 62

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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.