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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
JSD
1976
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$1.76M ﹤0.01%
102,904
-13,738
-12% -$246K
SCTY
1977
DELISTED
SolarCity Corporation
SCTY
$1.76M ﹤0.01%
29,541
-391
-1% -$26.9K
CCO icon
1978
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.76M ﹤0.01%
261,032
+3,892
+2% +$28.5K
CYBX
1979
DELISTED
CYBERONICS INC
CYBX
$1.76M ﹤0.01%
34,379
-4,607
-12% -$266K
ROSE
1980
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.76M ﹤0.01%
39,428
+11,004
+39% +$548K
SHO icon
1981
Sunstone Hotel Investors
SHO
$2.19B
$1.76M ﹤0.01%
127,032
-30,028
-19% -$436K
SBSI icon
1982
Southside Bancshares
SBSI
$974M
$1.75M ﹤0.01%
59,506
-183
-0.3% -$5.01K
ENOV icon
1983
Enovis
ENOV
$1.7B
$1.74M ﹤0.01%
17,745
-35,329
-67% -$3.97M
SMRT
1984
DELISTED
Stein Mart Inc
SMRT
$1.74M ﹤0.01%
150,446
-8,062
-5% -$104K
IRE
1985
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$1.73M ﹤0.01%
109,528
+40,816
+59% +$618K
EXAM
1986
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$1.73M ﹤0.01%
52,917
+24,779
+88% +$814K
RGP
1987
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$1.73M ﹤0.01%
53,111
+4,274
+9% +$136K
CSR
1988
Centerspace
CSR
$941M
$1.73M ﹤0.01%
22,470
-1,804
-7% -$151K
NEWP
1989
DELISTED
NEWPORT CORP
NEWP
$1.73M ﹤0.01%
97,655
+6,287
+7% +$114K
EGY icon
1990
Vaalco Energy
EGY
$540M
$1.73M ﹤0.01%
203,016
-33,687
-14% -$272K
HR icon
1991
Healthcare Realty
HR
$7.58B
$1.72M ﹤0.01%
74,185
+1,052
+1% +$25.5K
SHLM
1992
DELISTED
Schulman (A.) Inc
SHLM
$1.72M ﹤0.01%
47,585
+2,834
+6% +$112K
COBZ
1993
DELISTED
CoBiz Financial,Inc
COBZ
$1.72M ﹤0.01%
153,931
+65,294
+74% +$740K
WRES
1994
DELISTED
WARREN RESOURCES INC
WRES
$1.71M ﹤0.01%
323,446
+77,844
+32% +$476K
CUBE icon
1995
CubeSmart
CUBE
$9.62B
$1.71M ﹤0.01%
95,022
+11,286
+13% +$209K
WST icon
1996
West Pharmaceutical
WST
$23.7B
$1.71M ﹤0.01%
38,138
+8,848
+30% +$376K
WMK icon
1997
Weis Markets
WMK
$1.9B
$1.71M ﹤0.01%
43,718
+1,930
+5% +$82.9K
COKE icon
1998
Coca-Cola Consolidated
COKE
$13B
$1.7M ﹤0.01%
228,250
+9,960
+5% +$73.7K
VG
1999
DELISTED
Vonage Holdings Corporation
VG
$1.7M ﹤0.01%
519,292
-3,673
-0.7% -$12.8K
AMN icon
2000
AMN Healthcare
AMN
$1.35B
$1.7M ﹤0.01%
108,331
-30,544
-22% -$435K
78 79
80
81 82

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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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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.