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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
IMN
2751
DELISTED
Imation
IMN
$607K ﹤0.01%
205,636
-34,162
-14% -$109K
FOR icon
2752
Forestar Group
FOR
$1.47B
$606K ﹤0.01%
34,208
+1,585
+5% +$30.4K
QLGC
2753
DELISTED
QLOGIC CORP
QLGC
$605K ﹤0.01%
66,050
-18,221
-22% -$174K
KYTH
2754
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$605K ﹤0.01%
18,459
+11,185
+154% +$394K
REXR icon
2755
Rexford Industrial Realty
REXR
$8.63B
$604K ﹤0.01%
+43,640
New +$619K
EVF
2756
Eaton Vance Senior Income Trust
EVF
$90.1M
$601K ﹤0.01%
92,252
-5,415
-6% -$36.2K
HRG
2757
DELISTED
HRG Group, Inc.
HRG
$600K ﹤0.01%
45,712
+9,093
+25% +$114K
OSUR icon
2758
OraSure Technologies
OSUR
$273M
$599K ﹤0.01%
83,033
+29,059
+54% +$232K
HWCC
2759
DELISTED
Houston Wire & Cable Company
HWCC
$599K ﹤0.01%
50,013
+2,522
+5% +$31.6K
ANH
2760
DELISTED
Anworth Mortgage Asset Corporation
ANH
$599K ﹤0.01%
125,105
+23,310
+23% +$119K
HWKN icon
2761
Hawkins
HWKN
$2.94B
$598K ﹤0.01%
33,278
+678
+2% +$12.3K
STCN
2762
DELISTED
Steel Connect, Inc. Common Stock
STCN
$598K ﹤0.01%
17,948
+108
+0.6% +$3.84K
LOCK
2763
DELISTED
LifeLock, Inc.
LOCK
$597K ﹤0.01%
41,770
+13,655
+49% +$192K
PRH
2764
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$597K ﹤0.01%
24,504
+2,179
+10% +$53.6K
ONTO icon
2765
Onto Innovation
ONTO
$13B
$593K ﹤0.01%
39,252
+3,330
+9% +$55.8K
HTLF
2766
DELISTED
Heartland Financial USA, Inc.
HTLF
$593K ﹤0.01%
24,816
+195
+0.8% +$4.7K
IVC
2767
DELISTED
Invacare Corporation
IVC
$591K ﹤0.01%
50,041
-1,277
-2% -$19.5K
IRR
2768
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
$591K ﹤0.01%
57,025
+3,345
+6% +$36.8K
HURC icon
2769
Hurco Companies Inc
HURC
$133M
$590K ﹤0.01%
15,671
+2,289
+17% +$76.1K
IO
2770
DELISTED
ION Geophysical Corporation
IO
$590K ﹤0.01%
14,091
-1,084
-7% -$58K
PLUG icon
2771
Plug Power
PLUG
$2.87B
$589K ﹤0.01%
128,293
+17,627
+16% +$90.9K
BIN
2772
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$589K ﹤0.01%
22,856
-2,380
-9% -$60.5K
OMN
2773
DELISTED
OMNOVA Solutions Inc.
OMN
$588K ﹤0.01%
109,413
+551
+0.5% +$4.49K
HFWA icon
2774
Heritage Financial
HFWA
$1.23B
$586K ﹤0.01%
37,004
+83
+0.2% +$1.34K
DGII icon
2775
Digi International
DGII
$2.55B
$584K ﹤0.01%
77,821
-4,578
-6% -$38.2K
109 110
111
112 113

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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.