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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
WRI
1601
DELISTED
Weingarten Realty Investors
WRI
$2.7M 0.01%
85,775
-4,468
-5% -$149K
RSX
1602
DELISTED
VanEck Russia ETF
RSX
$2.69M 0.01%
+120,400
New +$2.98M
SXT icon
1603
Sensient Technologies
SXT
$5.32B
$2.69M 0.01%
51,429
+22,610
+78% +$1.23M
AAN.A
1604
DELISTED
The Aaron's Company Inc Class A
AAN.A
$2.69M 0.01%
110,658
-51,149
-32% -$1.24M
FLO icon
1605
Flowers Foods
FLO
$1.62B
$2.69M 0.01%
146,265
-6,698
-4% -$131K
KMT icon
1606
Kennametal
KMT
$2.69B
$2.68M 0.01%
64,966
+6,207
+11% +$273K
NSLR
1607
Neostellar Capital Corp
NSLR
$270M
$2.68M 0.01%
412,912
+381,854
+1,229% +$2.54M
EGBN icon
1608
Eagle Bancorp
EGBN
$858M
$2.68M 0.01%
84,321
+39,236
+87% +$1.31M
PIM
1609
Franklin Master Intermediate Income Trust
PIM
$150M
$2.68M 0.01%
533,161
+34,893
+7% +$176K
AHT
1610
Ashford Hospitality Trust
AHT
$20.9M
$2.68M 0.01%
281
+115
+69% +$1.23M
NBTB icon
1611
NBT Bancorp
NBTB
$2.73B
$2.67M 0.01%
118,744
+179
+0.2% +$4.24K
FFIN icon
1612
First Financial Bankshares
FFIN
$4.94B
$2.66M 0.01%
191,608
+31,274
+20% +$465K
LFC
1613
DELISTED
China Life Insurance Company Ltd.
LFC
$2.66M 0.01%
191,346
+26,004
+16% +$374K
SSP icon
1614
E.W. Scripps
SSP
$271M
$2.66M 0.01%
183,703
-6,997
-4% -$124K
PRDO icon
1615
Perdoceo Education
PRDO
$1.99B
$2.66M 0.01%
523,204
+5,834
+1% +$29.9K
BGX
1616
Blackstone Long-Short Credit Income Fund
BGX
$136M
$2.66M 0.01%
159,096
+17,213
+12% +$296K
PBH icon
1617
Prestige Consumer Healthcare
PBH
$2.39B
$2.65M 0.01%
82,023
+4,921
+6% +$165K
CHCO icon
1618
City Holding Co
CHCO
$2.03B
$2.65M 0.01%
63,000
-514
-0.8% -$22K
CTB
1619
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.65M 0.01%
92,462
+10,490
+13% +$313K
GES
1620
DELISTED
Guess Inc
GES
$2.65M 0.01%
120,534
+7,161
+6% +$180K
EBS icon
1621
Emergent Biosolutions
EBS
$378M
$2.65M 0.01%
124,193
+2,785
+2% +$63.8K
SIRO
1622
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$2.65M 0.01%
34,520
+12,325
+56% +$990K
MWA icon
1623
Mueller Water Products
MWA
$3.94B
$2.65M 0.01%
319,573
-47,902
-13% -$415K
ALKS icon
1624
Alkermes
ALKS
$8.79B
$2.64M 0.01%
61,646
-15,622
-20% -$700K
SYKE
1625
DELISTED
SYKES Enterprises Inc
SYKE
$2.64M 0.01%
132,210
+2,738
+2% +$56.9K
63 64
65
66 67

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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.