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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
ALSN icon
1701
Allison Transmission
ALSN
$10.1B
$2.43M 0.01%
85,139
+35,497
+72% +$1.08M
UIL
1702
DELISTED
UIL HOLDINGS
UIL
$2.42M 0.01%
68,490
+11,333
+20% +$414K
MBI icon
1703
MBIA
MBI
$277M
$2.42M 0.01%
263,918
-58,545
-18% -$576K
STBA icon
1704
S&T Bancorp
STBA
$1.92B
$2.42M 0.01%
102,965
-5,339
-5% -$131K
PVTB
1705
DELISTED
PrivateBancorp Inc
PVTB
$2.42M 0.01%
80,744
+3,812
+5% +$112K
RBBN icon
1706
Ribbon Communications
RBBN
$354M
$2.41M 0.01%
141,017
-13,120
-9% -$250K
AF
1707
DELISTED
Astoria Financial Corporation
AF
$2.41M 0.01%
194,317
-17,707
-8% -$231K
CBK
1708
DELISTED
Christopher & Banks Corporation
CBK
$2.4M 0.01%
243,096
-43,197
-15% -$414K
CHSP
1709
DELISTED
Chesapeake Lodging Trust
CHSP
$2.4M 0.01%
82,366
+19,339
+31% +$581K
PRK icon
1710
Park National Corp
PRK
$3.7B
$2.4M 0.01%
31,815
+450
+1% +$34.5K
TRST
1711
Trustco Bank Corp NY
TRST
$997M
$2.4M 0.01%
74,508
+3,056
+4% +$103K
GFIG
1712
DELISTED
GFI GROUP INC
GFIG
$2.39M 0.01%
442,195
-28,682
-6% -$126K
INDB icon
1713
Independent Bank
INDB
$4.11B
$2.39M 0.01%
66,931
+4,436
+7% +$164K
SUI icon
1714
Sun Communities
SUI
$15.6B
$2.39M 0.01%
47,261
+2,597
+6% +$136K
TAL
1715
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.38M 0.01%
57,824
+10,798
+23% +$479K
CADE
1716
DELISTED
Cadence Bank
CADE
$2.38M 0.01%
118,333
-26,762
-18% -$581K
CVA
1717
DELISTED
Covanta Holding Corporation
CVA
$2.38M 0.01%
112,278
+13,153
+13% +$274K
TCF
1718
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.38M 0.01%
88,603
+10,246
+13% +$286K
AIT icon
1719
Applied Industrial Technologies
AIT
$12.8B
$2.38M 0.01%
52,096
+19,738
+61% +$966K
KFRC icon
1720
Kforce
KFRC
$1.05B
$2.38M 0.01%
121,449
-4,645
-4% -$93.9K
MUB icon
1721
iShares National Muni Bond ETF
MUB
$45.3B
$2.38M 0.01%
21,676
+1,685
+8% +$184K
CRK icon
1722
Comstock Resources
CRK
$3.66B
$2.37M 0.01%
25,458
-2,400
-9% -$285K
WAFD icon
1723
WaFd
WAFD
$2.72B
$2.36M 0.01%
115,924
-5,966
-5% -$128K
SCOR icon
1724
Comscore
SCOR
$115M
$2.36M 0.01%
3,240
+20
+0.6% +$15.1K
USG
1725
DELISTED
Usg
USG
$2.36M 0.01%
85,753
+18,054
+27% +$513K
67 68
69
70 71

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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.