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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
PSA.PRO
2451
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
$956K ﹤0.01%
36,882
+4,353
+13% +$114K
GTLS
2452
DELISTED
Chart Industries
GTLS
$954K ﹤0.01%
15,604
+3,380
+28% +$240K
WFC.PRJ.CL
2453
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$954K ﹤0.01%
32,863
-543
-2% -$15.9K
ZU
2454
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$954K ﹤0.01%
25,171
-3,632
-13% -$132K
AEC
2455
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$952K ﹤0.01%
54,359
+13,454
+33% +$243K
AZZ icon
2456
AZZ Inc
AZZ
$4.47B
$951K ﹤0.01%
22,758
-159
-0.7% -$7.25K
RDC
2457
DELISTED
Rowan Companies Plc
RDC
$950K ﹤0.01%
37,546
-16,140
-30% -$476K
FBP icon
2458
First Bancorp
FBP
$4.39B
$948K ﹤0.01%
199,557
+86,978
+77% +$449K
GBL
2459
DELISTED
GAMCO Investors, Inc.
GBL
$948K ﹤0.01%
24,880
-572
-2% -$24.1K
HTR
2460
DELISTED
Brookfield Total Return Fund Inc
HTR
$948K ﹤0.01%
37,971
+11,390
+43% +$285K
SCNB
2461
DELISTED
Suffolk Bancorp
SCNB
$946K ﹤0.01%
48,727
-482
-1% -$10.1K
TY icon
2462
TRI-Continental Corp
TY
$1.86B
$945K ﹤0.01%
45,272
+1,997
+5% +$42.1K
VGI
2463
Virtus Global Multi-Sector Income Fund
VGI
$81.2M
$945K ﹤0.01%
55,371
-6,418
-10% -$113K
AL
2464
DELISTED
Air Lease Corp
AL
$944K ﹤0.01%
29,032
-1,087
-4% -$39.7K
ETG
2465
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$943K ﹤0.01%
55,432
-79,880
-59% -$1.39M
TR icon
2466
Tootsie Roll Industries
TR
$2.9B
$941K ﹤0.01%
47,933
+50
+0.1% +$981
DXPE icon
2467
DXP Enterprises
DXPE
$2.57B
$939K ﹤0.01%
12,739
+2,040
+19% +$155K
PEGA icon
2468
Pegasystems
PEGA
$4.7B
$939K ﹤0.01%
98,320
+2,708
+3% +$29.2K
IIIN icon
2469
Insteel Industries
IIIN
$624M
$936K ﹤0.01%
45,541
+284
+0.6% +$6.04K
ISSI
2470
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$932K ﹤0.01%
67,819
+18,089
+36% +$269K
SLF icon
2471
Sun Life Financial
SLF
$46B
$931K ﹤0.01%
25,663
+1,854
+8% +$69.7K
CSV icon
2472
Carriage Services
CSV
$635M
$929K ﹤0.01%
53,582
-15,089
-22% -$265K
SP
2473
DELISTED
SP Plus Corporation
SP
$929K ﹤0.01%
48,981
+1,169
+2% +$24.4K
JOBS
2474
DELISTED
51job Inc
JOBS
$928K ﹤0.01%
31,004
-554
-2% -$19.1K
IPHI
2475
DELISTED
INPHI CORPORATION
IPHI
$928K ﹤0.01%
64,567
+48,072
+291% +$699K
97 98
99
100 101

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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.