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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
DEI icon
1551
Douglas Emmett
DEI
$2.01B
$2.84M 0.01%
110,516
+1,179
+1% +$33.2K
ELS icon
1552
Equity Lifestyle Properties
ELS
$12.9B
$2.84M 0.01%
133,946
+7,040
+6% +$156K
ABM icon
1553
ABM Industries
ABM
$2.9B
$2.83M 0.01%
110,232
+8,947
+9% +$235K
ELUX
1554
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$2.83M 0.01%
53,604
+13,852
+35% +$730K
SMTC icon
1555
Semtech
SMTC
$10.2B
$2.82M 0.01%
103,999
+38,997
+60% +$981K
TESO
1556
DELISTED
Tesco Corp
TESO
$2.82M 0.01%
142,245
+17,745
+14% +$365K
AMRI
1557
DELISTED
Albany Molecular Research Inc
AMRI
$2.82M 0.01%
127,814
-55,330
-30% -$1.13M
PSB
1558
DELISTED
PS Business Parks, Inc.
PSB
$2.81M 0.01%
36,961
+3,959
+12% +$323K
MTX icon
1559
Minerals Technologies
MTX
$2.35B
$2.81M 0.01%
45,480
+21,331
+88% +$1.33M
TIME
1560
DELISTED
Time Inc.
TIME
$2.81M 0.01%
119,815
-58,911
-33% -$1.42M
VMI icon
1561
Valmont Industries
VMI
$9.32B
$2.8M 0.01%
20,728
+9,764
+89% +$1.4M
WG
1562
DELISTED
Willbros Group
WG
$2.79M 0.01%
335,522
-1,311
-0.4% -$14.3K
CBST
1563
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$2.79M 0.01%
42,125
+9,792
+30% +$643K
PFS icon
1564
Provident Financial Services
PFS
$3.14B
$2.79M 0.01%
170,682
+3,186
+2% +$53.9K
NPKI
1565
NPK International
NPKI
$1.11B
$2.79M 0.01%
224,486
+23,899
+12% +$295K
RVBD
1566
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$2.79M 0.01%
150,511
-228
-0.2% -$4.29K
RJET
1567
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.79M 0.01%
251,057
-20,827
-8% -$219K
FWONA icon
1568
Liberty Media Series A
FWONA
$23.3B
$2.79M 0.01%
115,980
-208,508
-64% -$5.12M
BMR
1569
DELISTED
BIOMED REALTY TRUST INC
BMR
$2.79M 0.01%
137,862
+9,991
+8% +$217K
EE
1570
DELISTED
El Paso Electric Company
EE
$2.79M 0.01%
76,205
+4,863
+7% +$184K
EIG icon
1571
Employers Holdings
EIG
$918M
$2.78M 0.01%
144,561
+19,056
+15% +$397K
FIA
1572
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
$2.78M 0.01%
286,885
+36,985
+15% +$359K
AMU
1573
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.78M 0.01%
83,243
-439
-0.5% -$14.5K
DIN icon
1574
Dine Brands
DIN
$454M
$2.78M 0.01%
34,090
-4,330
-11% -$352K
OVTI
1575
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$2.77M 0.01%
104,846
+570
+0.5% +$14.3K
61 62
63
64 65

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AF
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MCM
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PSUF
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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.