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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
HOPE icon
2226
Hope Bancorp
HOPE
$1.8B
$1.28M ﹤0.01%
87,922
+51,516
+142% +$775K
SC
2227
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.28M ﹤0.01%
71,964
+36,983
+106% +$698K
SBGI icon
2228
Sinclair Inc
SBGI
$1.02B
$1.28M ﹤0.01%
49,083
-5,321
-10% -$163K
VSAT icon
2229
Viasat
VSAT
$9.76B
$1.28M ﹤0.01%
23,238
+7,931
+52% +$453K
ALGT icon
2230
Allegiant Air
ALGT
$2.73B
$1.28M ﹤0.01%
10,351
+242
+2% +$29.6K
ISLE
2231
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.28M ﹤0.01%
170,340
+9,968
+6% +$80.8K
TIVO
2232
DELISTED
TIVO INC
TIVO
$1.28M ﹤0.01%
99,770
+15,816
+19% +$213K
ACP
2233
abrdn Income Credit Strategies Fund
ACP
$636M
$1.28M ﹤0.01%
78,488
-26,948
-26% -$457K
MNDT
2234
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.28M ﹤0.01%
41,770
-14,449
-26% -$479K
TWIN icon
2235
Twin Disc
TWIN
$332M
$1.27M ﹤0.01%
47,134
+1,452
+3% +$44.7K
FORR icon
2236
Forrester Research
FORR
$198M
$1.27M ﹤0.01%
34,370
+342
+1% +$13.1K
MIN
2237
Aberdeen Intermediate Income Fund
MIN
$273M
$1.27M ﹤0.01%
252,901
-32,023
-11% -$166K
SKH
2238
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$1.27M ﹤0.01%
191,786
-3,500
-2% -$22.9K
VEDL
2239
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$1.27M ﹤0.01%
73,377
+3,574
+5% +$67.4K
ASX icon
2240
ASE Group
ASX
$74.1B
$1.26M ﹤0.01%
213,806
+47,336
+28% +$298K
HTH icon
2241
Hilltop Holdings
HTH
$2.27B
$1.26M ﹤0.01%
63,059
-14,777
-19% -$306K
CONE
2242
DELISTED
CyrusOne Inc Common Stock
CONE
$1.26M ﹤0.01%
52,503
+24,669
+89% +$627K
ACCO icon
2243
Acco Brands
ACCO
$402M
$1.26M ﹤0.01%
182,806
+39,300
+27% +$275K
SFM icon
2244
Sprouts Farmers Market
SFM
$7.35B
$1.26M ﹤0.01%
43,292
+27,998
+183% +$865K
EPIQ
2245
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.26M ﹤0.01%
71,589
-4,915
-6% -$73.1K
WIBC
2246
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.25M ﹤0.01%
135,732
+697
+0.5% +$6.7K
GTY
2247
Getty Realty Corp
GTY
$2.14B
$1.25M ﹤0.01%
74,568
+4,508
+6% +$82.3K
MYE icon
2248
Myers Industries
MYE
$1.25B
$1.25M ﹤0.01%
70,988
+706
+1% +$13.4K
EVRI
2249
DELISTED
Everi Holdings
EVRI
$1.25M ﹤0.01%
184,654
+15,351
+9% +$123K
NCLH icon
2250
Norwegian Cruise Line
NCLH
$9.63B
$1.25M ﹤0.01%
34,580
+25,603
+285% +$869K
88 89
90
91 92

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.