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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
SPIL
1876
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.98M ﹤0.01%
289,881
+50,056
+21% +$370K
INFA
1877
DELISTED
INFORMATICA CORP
INFA
$1.98M ﹤0.01%
57,727
-64,406
-53% -$2.14M
CCOI icon
1878
Cogent Communications
CCOI
$649M
$1.97M ﹤0.01%
58,743
+13,551
+30% +$463K
UNFI icon
1879
United Natural Foods
UNFI
$3.07B
$1.97M ﹤0.01%
32,111
+3,204
+11% +$201K
CDR
1880
DELISTED
Cedar Realty Trust, Inc
CDR
$1.97M ﹤0.01%
50,703
+2,204
+5% +$91.7K
NSL
1881
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.97M ﹤0.01%
294,442
+2,769
+0.9% +$19.1K
MFL
1882
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$1.97M ﹤0.01%
141,731
-2,039
-1% -$28K
ESE icon
1883
ESCO Technologies
ESE
$8.18B
$1.97M ﹤0.01%
56,602
+1,599
+3% +$55.6K
AUB icon
1884
Atlantic Union Bankshares
AUB
$6.11B
$1.97M ﹤0.01%
85,215
-1,864
-2% -$45K
MNRO icon
1885
Monro
MNRO
$537M
$1.97M ﹤0.01%
40,530
-1,030
-2% -$53K
MX
1886
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.97M ﹤0.01%
55,655
-3,800
-6% -$134K
LYG.PRA
1887
DELISTED
LLOYDS BANKING GROUP PLC 7.75% INCM NTS (PINES)7/15/2050
LYG.PRA
$1.96M ﹤0.01%
74,718
-1,344
-2% -$35.7K
PTP
1888
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
$1.96M ﹤0.01%
32,251
+5,667
+21% +$353K
MANT
1889
DELISTED
Mantech International Corp
MANT
$1.96M ﹤0.01%
72,760
-3,737
-5% -$107K
BGC
1890
DELISTED
General Cable Corporation
BGC
$1.96M ﹤0.01%
129,979
+24,237
+23% +$530K
CMO
1891
DELISTED
Capstead Mortgage Corp.
CMO
$1.96M ﹤0.01%
159,951
+19,476
+14% +$254K
FINL
1892
DELISTED
Finish Line
FINL
$1.95M ﹤0.01%
77,789
+16,690
+27% +$478K
GPT
1893
DELISTED
Gramercy Property Trust
GPT
$1.94M ﹤0.01%
112,394
-15,654
-12% -$286K
INVN
1894
DELISTED
Invensense Inc
INVN
$1.94M ﹤0.01%
98,359
-7,140
-7% -$168K
REX icon
1895
REX American Resources
REX
$1.4B
$1.94M ﹤0.01%
159,606
+5,016
+3% +$74.5K
CIVI
1896
DELISTED
Civitas Resources
CIVI
$1.94M ﹤0.01%
305
+120
+65% +$780K
NICE icon
1897
Nice
NICE
$5.94B
$1.93M ﹤0.01%
47,421
+3,352
+8% +$133K
UI icon
1898
Ubiquiti
UI
$32.4B
$1.93M ﹤0.01%
51,462
+8,590
+20% +$365K
SFL icon
1899
SFL Corp
SFL
$1.61B
$1.93M ﹤0.01%
114,056
-9,458
-8% -$176K
BGS icon
1900
B&G Foods
BGS
$297M
$1.93M ﹤0.01%
69,933
+8,260
+13% +$244K
74 75
76
77 78

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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.