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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
FBR
2376
DELISTED
Fibria Celulose Sa
FBR
$1.05M ﹤0.01%
95,413
-3,179
-3% -$32.9K
CHDN icon
2377
Churchill Downs
CHDN
$6.15B
$1.05M ﹤0.01%
64,542
+3,150
+5% +$48.4K
DNKN
2378
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.05M ﹤0.01%
23,395
+5,950
+34% +$265K
HERO
2379
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$1.05M ﹤0.01%
476,389
+14,804
+3% +$49.7K
FLWS icon
2380
1-800-Flowers.com
FLWS
$245M
$1.05M ﹤0.01%
145,567
-1,952
-1% -$11.4K
LEE icon
2381
Lee Enterprises
LEE
$173M
$1.05M ﹤0.01%
30,966
+5,220
+20% +$207K
CLD
2382
DELISTED
Cloud Peak Energy Inc
CLD
$1.05M ﹤0.01%
82,913
-9,447
-10% -$143K
AMBA icon
2383
Ambarella
AMBA
$2.99B
$1.04M ﹤0.01%
23,916
+9,232
+63% +$306K
ORN icon
2384
Orion Group Holdings
ORN
$503M
$1.04M ﹤0.01%
104,468
-1,137
-1% -$11.9K
CVO
2385
DELISTED
Cenevo, Inc.
CVO
$1.04M ﹤0.01%
52,573
+2,687
+5% +$69K
TFM
2386
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.04M ﹤0.01%
29,733
-380
-1% -$12.4K
EHTH icon
2387
eHealth
EHTH
$43.2M
$1.04M ﹤0.01%
42,956
+3,583
+9% +$97.8K
VVX icon
2388
V2X
VVX
$2.73B
$1.04M ﹤0.01%
+53,060
New +$1.04M
HTO
2389
H2O America
HTO
$2.66B
$1.03M ﹤0.01%
38,510
-525
-1% -$14.1K
MDSO
2390
DELISTED
Medidata Solutions, Inc.
MDSO
$1.03M ﹤0.01%
23,314
-4,089
-15% -$181K
BDBD
2391
DELISTED
BOULDER BRANDS INC
BDBD
$1.03M ﹤0.01%
75,670
-879
-1% -$11.6K
SPNC
2392
DELISTED
Spectranetics Corp
SPNC
$1.03M ﹤0.01%
38,727
+1,552
+4% +$41.7K
MKTO
2393
DELISTED
MARKETO INC COM STK (DE)
MKTO
$1.03M ﹤0.01%
31,834
+24,695
+346% +$721K
JAKK icon
2394
Jakks Pacific
JAKK
$297M
$1.03M ﹤0.01%
14,468
+3,521
+32% +$249K
TAST
2395
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.03M ﹤0.01%
144,361
+7,099
+5% +$51.3K
NGLS
2396
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$1.02M ﹤0.01%
14,131
-6,621
-32% -$465K
MHGC
2397
DELISTED
Morgans Hotel Group Co.
MHGC
$1.02M ﹤0.01%
126,482
+5,986
+5% +$46.4K
COTY icon
2398
Coty
COTY
$2.39B
$1.02M ﹤0.01%
61,520
+23,904
+64% +$417K
PFPT
2399
DELISTED
Proofpoint, Inc.
PFPT
$1.02M ﹤0.01%
27,420
-682
-2% -$25.4K
QQQ icon
2400
Invesco QQQ Trust
QQQ
$449B
$1.02M ﹤0.01%
10,284
+1,573
+18% +$153K
94 95
96
97 98

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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.