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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
KOP icon
1851
Koppers
KOP
$965M
$2.03M ﹤0.01%
61,246
+4,484
+8% +$163K
BSV icon
1852
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.03M ﹤0.01%
25,317
+3,714
+17% +$298K
PKY
1853
DELISTED
Parkway, Inc.
PKY
$2.03M ﹤0.01%
107,960
+30,553
+39% +$626K
CRI icon
1854
Carter's
CRI
$1.45B
$2.02M ﹤0.01%
26,094
-846
-3% -$65.4K
HHS icon
1855
Harte-Hanks
HHS
$16.3M
$2.02M ﹤0.01%
31,704
-1,455
-4% -$98.9K
THRM icon
1856
Gentherm
THRM
$1.29B
$2.02M ﹤0.01%
47,760
+8,332
+21% +$391K
SUSQ
1857
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$2.01M ﹤0.01%
201,226
+44,177
+28% +$455K
EVHC
1858
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.01M ﹤0.01%
19,366
+4,405
+29% +$467K
CHMT
1859
DELISTED
Chemtura Corporation
CHMT
$2.01M ﹤0.01%
86,098
+1,130
+1% +$28K
AIRM
1860
DELISTED
Air Methods Corp
AIRM
$2M ﹤0.01%
36,054
+2,804
+8% +$154K
LORL
1861
DELISTED
Loral Space and Communications, Inc.
LORL
$2M ﹤0.01%
27,877
+5,794
+26% +$426K
RUSHA icon
1862
Rush Enterprises Class A
RUSHA
$6.13B
$2M ﹤0.01%
134,469
+2,799
+2% +$43.9K
IL
1863
DELISTED
IntraLinks Holdings Inc.
IL
$2M ﹤0.01%
246,731
+8,240
+3% +$69.3K
MOD icon
1864
Modine Manufacturing
MOD
$11B
$2M ﹤0.01%
168,157
-180
-0.1% -$2.52K
NCMI icon
1865
National CineMedia
NCMI
$371M
$2M ﹤0.01%
13,755
+4,479
+48% +$686K
CHS
1866
DELISTED
Chicos FAS, Inc.
CHS
$1.99M ﹤0.01%
134,854
-35,032
-21% -$553K
ARI
1867
Apollo Commercial Real Estate
ARI
$881M
$1.99M ﹤0.01%
126,690
+7,411
+6% +$123K
PODD icon
1868
Insulet
PODD
$11.6B
$1.99M ﹤0.01%
53,988
+43,795
+430% +$1.6M
PCRX icon
1869
Pacira BioSciences
PCRX
$1.05B
$1.99M ﹤0.01%
20,505
+16,365
+395% +$1.59M
HW
1870
DELISTED
Headwaters Inc
HW
$1.99M ﹤0.01%
158,376
-10,323
-6% -$130K
MTZ icon
1871
MasTec
MTZ
$24.7B
$1.98M ﹤0.01%
64,809
-2,333
-3% -$69.4K
SGEN
1872
DELISTED
Seagen Inc. Common Stock
SGEN
$1.98M ﹤0.01%
53,323
+18,383
+53% +$723K
JOE icon
1873
St. Joe Company
JOE
$3.57B
$1.98M ﹤0.01%
99,454
+60,091
+153% +$1.35M
DK icon
1874
Delek US
DK
$3.85B
$1.98M ﹤0.01%
59,784
+4,842
+9% +$155K
CCC
1875
DELISTED
Calgon Carbon Corp
CCC
$1.98M ﹤0.01%
102,168
-6,160
-6% -$131K
73 74
75
76 77

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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.