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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
WSFS icon
1751
WSFS Financial
WSFS
$4.2B
$2.32M 0.01%
97,224
+26,229
+37% +$634K
MTSC
1752
DELISTED
MTS Systems Corp
MTSC
$2.32M 0.01%
33,982
+3,697
+12% +$253K
MRH
1753
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$2.32M 0.01%
74,480
+16,275
+28% +$509K
BOBE
1754
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.31M 0.01%
48,897
+3,620
+8% +$169K
PSA.PRS.CL
1755
DELISTED
Public Storage
PSA.PRS.CL
$2.31M 0.01%
93,277
+8,514
+10% +$211K
SNV
1756
DELISTED
Synovus
SNV
$2.31M 0.01%
97,767
-15,104
-13% -$362K
DWA
1757
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$2.31M 0.01%
84,753
-17,787
-17% -$397K
HHH icon
1758
Howard Hughes
HHH
$4B
$2.31M 0.01%
16,122
+2,206
+16% +$323K
IRS
1759
IRSA Inversiones y Representaciones
IRS
$1.3B
$2.3M 0.01%
173,805
-60,199
-26% -$891K
BRKR icon
1760
Bruker
BRKR
$9.58B
$2.3M 0.01%
124,266
+17,214
+16% +$368K
ZVO
1761
DELISTED
Zovio Inc. Common Stock
ZVO
$2.3M 0.01%
205,934
+24,329
+13% +$305K
BUI icon
1762
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$731M
$2.29M 0.01%
114,639
-3,356
-3% -$68.5K
SHLD
1763
DELISTED
Sears Holding Corporation
SHLD
$2.28M 0.01%
97,141
-9,854
-9% -$322K
ASB icon
1764
Associated Banc-Corp
ASB
$5.86B
$2.28M 0.01%
130,947
-13,817
-10% -$250K
CFFN icon
1765
Capitol Federal Financial
CFFN
$1.09B
$2.28M 0.01%
192,820
+54,921
+40% +$662K
IDV icon
1766
iShares International Select Dividend ETF
IDV
$8.28B
$2.28M 0.01%
63,664
-39,944
-39% -$1.54M
ARC
1767
DELISTED
ARC Document Solutions, Inc.
ARC
$2.28M 0.01%
281,364
+33,114
+13% +$222K
SFNC icon
1768
Simmons First National
SFNC
$3.39B
$2.27M 0.01%
117,834
-1,976
-2% -$39.2K
CATM
1769
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.27M 0.01%
64,345
+6,310
+11% +$225K
CEB
1770
DELISTED
CEB Inc.
CEB
$2.26M 0.01%
37,665
+1,908
+5% +$125K
CWT icon
1771
California Water Service
CWT
$3.14B
$2.26M 0.01%
100,615
+30,127
+43% +$709K
JFR icon
1772
Nuveen Floating Rate Income Fund
JFR
$1.23B
$2.26M 0.01%
199,874
-13,337
-6% -$156K
SAPE
1773
DELISTED
SAPIENT CORP
SAPE
$2.25M 0.01%
161,094
-9,032
-5% -$134K
NHI icon
1774
National Health Investors
NHI
$3.81B
$2.25M 0.01%
39,450
+633
+2% +$39.2K
MPT
1775
Medical Properties Trust
MPT
$2.89B
$2.25M 0.01%
183,426
+18,704
+11% +$249K
69 70
71
72 73

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MCM
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PSUF
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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.