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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
CBF
2076
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$1.55M ﹤0.01%
64,750
+2,976
+5% +$71K
BXMT icon
2077
Blackstone Mortgage Trust
BXMT
$2.81B
$1.54M ﹤0.01%
56,957
+17,035
+43% +$486K
RYAM icon
2078
Rayonier Advanced Materials
RYAM
$591M
$1.54M ﹤0.01%
46,911
+16,453
+54% +$577K
HVT icon
2079
Haverty Furniture Companies
HVT
$421M
$1.54M ﹤0.01%
70,792
-15,187
-18% -$358K
LBY
2080
DELISTED
Libbey, Inc.
LBY
$1.54M ﹤0.01%
58,716
+8,780
+18% +$231K
TYPE
2081
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.54M ﹤0.01%
54,440
-6
-0% -$175
FEIC
2082
DELISTED
FEI COMPANY
FEIC
$1.54M ﹤0.01%
20,403
-826
-4% -$69.5K
IOSP icon
2083
Innospec
IOSP
$2.12B
$1.54M ﹤0.01%
42,787
-348
-0.8% -$14.1K
ENOC
2084
DELISTED
EnerNOC, Inc.
ENOC
$1.53M ﹤0.01%
90,412
-3,791
-4% -$70.8K
DGI
2085
DELISTED
DigitalGlobe Inc.
DGI
$1.53M ﹤0.01%
53,797
+23,647
+78% +$688K
ALEX
2086
DELISTED
Alexander & Baldwin
ALEX
$1.53M ﹤0.01%
42,589
+515
+1% +$20.4K
UPM
2087
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$1.53M ﹤0.01%
108,028
-23,617
-18% -$335K
MTN icon
2088
Vail Resorts
MTN
$5.6B
$1.53M ﹤0.01%
17,600
+8,812
+100% +$700K
SNBR
2089
DELISTED
Sleep Number
SNBR
$1.53M ﹤0.01%
72,974
+919
+1% +$19.4K
VKI icon
2090
Invesco Advantage Municipal Income Trust II
VKI
$398M
$1.52M ﹤0.01%
133,944
+41,260
+45% +$464K
ARMK icon
2091
Aramark
ARMK
$15.1B
$1.52M ﹤0.01%
80,221
+59,578
+289% +$1.15M
NNA
2092
DELISTED
Navios Maritime Acquisition Corporation
NNA
$1.52M ﹤0.01%
37,476
+22,462
+150% +$1.12M
GLQ
2093
Clough Global Equity Fund
GLQ
$152M
$1.52M ﹤0.01%
106,232
-12,749
-11% -$191K
TI.A
2094
DELISTED
Telecom Italia 10 Svg
TI.A
$1.52M ﹤0.01%
173,423
+11,367
+7% +$104K
IIM icon
2095
Invesco Value Municipal Income Trust
IIM
$590M
$1.52M ﹤0.01%
99,854
-21,583
-18% -$321K
SXI icon
2096
Standex International
SXI
$3.56B
$1.52M ﹤0.01%
20,448
-2,797
-12% -$202K
HAWK
2097
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$1.51M ﹤0.01%
46,891
-12,542
-21% -$353K
EVC icon
2098
Entravision Communication
EVC
$1.01B
$1.51M ﹤0.01%
381,727
-147,119
-28% -$741K
VKQ icon
2099
Invesco Municipal Trust
VKQ
$541M
$1.51M ﹤0.01%
120,189
+5,501
+5% +$68.1K
FULT icon
2100
Fulton Financial
FULT
$4.73B
$1.51M ﹤0.01%
136,027
+28,760
+27% +$334K
82 83
84
85 86

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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.