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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
NQS
2276
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.21M ﹤0.01%
88,427
+11,189
+14% +$153K
GLUU
2277
DELISTED
Glu Mobile Inc.
GLUU
$1.21M ﹤0.01%
233,074
+98,628
+73% +$551K
MLCO icon
2278
Melco Resorts & Entertainment
MLCO
$2.19B
$1.2M ﹤0.01%
45,745
-8,709
-16% -$263K
SSE
2279
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$1.2M ﹤0.01%
+50,617
New +$1.21M
LPL icon
2280
LG Display
LPL
$2.92B
$1.2M ﹤0.01%
76,235
+4,281
+6% +$70.4K
BBT
2281
Beacon Financial Corp
BBT
$2.51B
$1.2M ﹤0.01%
51,031
+14,707
+40% +$353K
UNTD
2282
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.2M ﹤0.01%
109,503
-177
-0.2% -$2K
SPOK icon
2283
Spok Holdings
SPOK
$230M
$1.2M ﹤0.01%
91,894
+26,737
+41% +$398K
JQC icon
2284
Nuveen Credit Strategies Income Fund
JQC
$704M
$1.19M ﹤0.01%
133,679
+9,317
+7% +$84.5K
BFAM icon
2285
Bright Horizons
BFAM
$4.26B
$1.19M ﹤0.01%
28,352
+19,213
+210% +$802K
IMAX icon
2286
IMAX
IMAX
$2.53B
$1.19M ﹤0.01%
43,211
+15,627
+57% +$422K
ROS
2287
DELISTED
ROSTELEKOM
ROS
$1.19M ﹤0.01%
73,364
– –
DAKT icon
2288
Daktronics
DAKT
$956M
$1.18M ﹤0.01%
96,236
+740
+0.8% +$9.02K
IBOC icon
2289
International Bancshares
IBOC
$4.85B
$1.18M ﹤0.01%
47,949
+1,883
+4% +$49.1K
NWPX icon
2290
NWPX Infrastructure Inc
NWPX
$1.2B
$1.18M ﹤0.01%
34,664
+14,964
+76% +$550K
PRSU
2291
Pursuit Attractions and Hospitality Inc
PRSU
$1.48B
$1.18M ﹤0.01%
57,237
-752
-1% -$16.6K
ELNK
2292
DELISTED
EarthLink Holdings Corp.
ELNK
$1.18M ﹤0.01%
345,105
+25,494
+8% +$100K
BZH icon
2293
Beazer Homes USA
BZH
$928M
$1.18M ﹤0.01%
70,212
+2,488
+4% +$45.7K
OTEX icon
2294
Open Text
OTEX
$6.02B
$1.18M ﹤0.01%
42,506
-3,784
-8% -$101K
RNWK
2295
DELISTED
RealNetworks Inc
RNWK
$1.18M ﹤0.01%
169,427
-24,174
-12% -$184K
TSL
2296
DELISTED
Trina Solar Limited
TSL
$1.18M ﹤0.01%
97,539
-28,328
-23% -$354K
BANF icon
2297
BancFirst
BANF
$3.96B
$1.17M ﹤0.01%
37,532
-134
-0.4% -$4.19K
BANR icon
2298
Banner Corp
BANR
$2.41B
$1.17M ﹤0.01%
30,315
-1,158
-4% -$45.4K
TCBK icon
2299
TriCo Bancshares
TCBK
$1.84B
$1.16M ﹤0.01%
51,167
-323
-0.6% -$7.41K
BEE
2300
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.16M ﹤0.01%
99,296
-10,058
-9% -$118K
90 91
92
93 94

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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.