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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
IVH
2651
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$710K ﹤0.01%
41,041
+2,716
+7% +$48.4K
PCBK
2652
DELISTED
Pacific Continental Corp
PCBK
$710K ﹤0.01%
55,247
+321
+0.6% +$4.32K
BELFB
2653
Bel Fuse Inc Class B
BELFB
$3.84B
$709K ﹤0.01%
28,649
+157
+0.6% +$3.78K
OXSQ icon
2654
Oxford Square Capital
OXSQ
$148M
$709K ﹤0.01%
+80,245
New +$771K
VPG icon
2655
Vishay Precision Group
VPG
$1.36B
$709K ﹤0.01%
47,449
-174
-0.4% -$2.73K
CKEC
2656
DELISTED
Carmike Cinemas Inc
CKEC
$709K ﹤0.01%
22,883
+492
+2% +$16.2K
KGC icon
2657
Kinross Gold
KGC
$28.6B
$707K ﹤0.01%
214,316
+117,874
+122% +$463K
OVV icon
2658
Ovintiv
OVV
$16.6B
$706K ﹤0.01%
6,659
+714
+12% +$78.6K
PHX
2659
DELISTED
PHX Minerals
PHX
$706K ﹤0.01%
23,642
+1,896
+9% +$58.3K
PKE icon
2660
Park Aerospace
PKE
$785M
$706K ﹤0.01%
29,971
+38
+0.1% +$1.07K
ZEUS
2661
DELISTED
Olympic Steel
ZEUS
$706K ﹤0.01%
34,324
+1,157
+3% +$26.8K
DEST
2662
DELISTED
Destination Maternity Corporation
DEST
$703K ﹤0.01%
45,504
-3,044
-6% -$60.8K
AP icon
2663
Ampco-Pittsburgh
AP
$177M
$701K ﹤0.01%
35,072
+209
+0.6% +$4.42K
CRVL icon
2664
CorVel
CRVL
$3.08B
$701K ﹤0.01%
61,731
-1,695
-3% -$22.8K
WHG icon
2665
Westwood Holdings Group
WHG
$186M
$701K ﹤0.01%
12,361
-111
-0.9% -$6.42K
FNBC
2666
DELISTED
First NBC Bank Holding Company
FNBC
$701K ﹤0.01%
21,407
+12,708
+146% +$412K
ACTG icon
2667
Acacia Research
ACTG
$447M
$699K ﹤0.01%
45,158
+840
+2% +$14.1K
HCOM
2668
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$699K ﹤0.01%
27,191
+939
+4% +$26.1K
GRC icon
2669
Gorman-Rupp
GRC
$2.13B
$698K ﹤0.01%
23,236
-69
-0.3% -$2.19K
OPCH icon
2670
Option Care Health
OPCH
$3.42B
$698K ﹤0.01%
25,269
+739
+3% +$22.9K
ORBK
2671
DELISTED
Orbotech Ltd
ORBK
$696K ﹤0.01%
44,693
-2,239
-5% -$35.7K
SCLN
2672
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$696K ﹤0.01%
101,035
+59,635
+144% +$357K
AGYS icon
2673
Agilysys
AGYS
$2.91B
$695K ﹤0.01%
59,280
-1,042
-2% -$13.4K
EXL
2674
DELISTED
EXCEL TRUST , INC COM STK
EXL
$695K ﹤0.01%
59,044
+5,755
+11% +$73.8K
OTTR icon
2675
Otter Tail
OTTR
$3.87B
$694K ﹤0.01%
26,024
+283
+1% +$8.01K
105 106
107
108 109

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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.