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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
CATO icon
1901
Cato Corp
CATO
$67.3M
$1.92M ﹤0.01%
55,803
-10,616
-16% -$354K
SSYS icon
1902
Stratasys
SSYS
$690M
$1.92M ﹤0.01%
15,912
+314
+2% +$35.5K
SAVE
1903
DELISTED
Spirit Airlines, Inc.
SAVE
$1.92M ﹤0.01%
27,796
-10,040
-27% -$687K
GFF icon
1904
Griffon
GFF
$4.29B
$1.92M ﹤0.01%
168,663
-8,195
-5% -$96.7K
MSCC
1905
DELISTED
Microsemi Corp
MSCC
$1.92M ﹤0.01%
75,584
+24,540
+48% +$628K
MCF
1906
DELISTED
Contango Oil & Gas Co.
MCF
$1.92M ﹤0.01%
57,733
+16,023
+38% +$625K
FRED
1907
DELISTED
Fred's Inc
FRED
$1.92M ﹤0.01%
136,981
+4,028
+3% +$61.7K
TI
1908
DELISTED
Telecom Italia
TI
$1.92M ﹤0.01%
167,678
+31,445
+23% +$362K
KRG icon
1909
Kite Realty
KRG
$5.91B
$1.92M ﹤0.01%
79,095
+13,816
+21% +$350K
MWW
1910
DELISTED
Monster Worldwide Inc
MWW
$1.92M ﹤0.01%
348,490
+345
+0.1% +$2.05K
AMSF icon
1911
AMERISAFE
AMSF
$573M
$1.91M ﹤0.01%
48,836
+171
+0.4% +$6.57K
KPN
1912
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$1.91M ﹤0.01%
589,680
+4,417
+0.8% +$14.3K
CVBF icon
1913
CVB Financial
CVBF
$4.02B
$1.91M ﹤0.01%
132,903
+4,156
+3% +$64K
MFC icon
1914
Manulife Financial
MFC
$74.2B
$1.91M ﹤0.01%
98,994
+4,223
+4% +$85K
GFI icon
1915
Gold Fields
GFI
$29.2B
$1.91M ﹤0.01%
488,420
+188,784
+63% +$781K
WAGE
1916
DELISTED
WageWorks, Inc.
WAGE
$1.9M ﹤0.01%
41,751
+9,659
+30% +$426K
CTBI icon
1917
Community Trust Bancorp
CTBI
$1.42B
$1.9M ﹤0.01%
56,432
+10,709
+23% +$374K
STRA icon
1918
Strategic Education
STRA
$1.84B
$1.9M ﹤0.01%
31,692
+5,647
+22% +$319K
NSR
1919
DELISTED
Neustar Inc
NSR
$1.89M ﹤0.01%
75,986
+15,357
+25% +$423K
CLF icon
1920
Cleveland-Cliffs
CLF
$6.84B
$1.89M ﹤0.01%
181,564
+12,879
+8% +$197K
CHA
1921
DELISTED
China Telecom Corporation, LTD
CHA
$1.88M ﹤0.01%
30,662
+250
+0.8% +$14.3K
TIBX
1922
DELISTED
TIBCO SOFTWARE INC
TIBX
$1.88M ﹤0.01%
79,633
-944
-1% -$19.3K
BCO icon
1923
Brink's
BCO
$4.87B
$1.88M ﹤0.01%
78,089
+4,303
+6% +$115K
GMED icon
1924
Globus Medical
GMED
$10.9B
$1.87M ﹤0.01%
95,158
+3,610
+4% +$74.3K
BYM
1925
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.87M ﹤0.01%
135,047
+63,400
+88% +$874K
75 76
77
78 79

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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.