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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
WNC icon
2826
Wabash National
WNC
$527M
$543K ﹤0.01%
40,768
-2,028
-5% -$28K
TUMI
2827
DELISTED
TUMI HLDGS INC COM
TUMI
$542K ﹤0.01%
+26,611
New +$564K
GORO icon
2828
Goldgroup Mining Inc.
GORO
$151M
$540K ﹤0.01%
105,513
+17,503
+20% +$96.4K
AVNR
2829
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$540K ﹤0.01%
45,299
-1,912
-4% -$13.1K
NOA
2830
North American Construction
NOA
$376M
$538K ﹤0.01%
83,579
-6,343
-7% -$44K
MG icon
2831
Mistras Group
MG
$490M
$536K ﹤0.01%
26,280
+472
+2% +$10.3K
CAS
2832
DELISTED
A M Castle & Co
CAS
$536K ﹤0.01%
62,800
-11,973
-16% -$118K
OPY icon
2833
Oppenheimer Holdings
OPY
$1.18B
$533K ﹤0.01%
26,321
+131
+0.5% +$3.03K
PRGX
2834
DELISTED
PRGX Global, Inc.
PRGX
$533K ﹤0.01%
90,874
+1,931
+2% +$12.1K
BEBE
2835
DELISTED
Bebe Stores Inc
BEBE
$533K ﹤0.01%
22,979
-164
-0.7% -$4.64K
BBSI icon
2836
Barrett Business Services
BBSI
$991M
$531K ﹤0.01%
53,760
-21,316
-28% -$289K
MQT
2837
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$529K ﹤0.01%
41,378
+2,308
+6% +$29.4K
CCJ icon
2838
Cameco
CCJ
$38.6B
$528K ﹤0.01%
29,910
-1,539
-5% -$30.2K
HCKT icon
2839
Hackett Group
HCKT
$257M
$527K ﹤0.01%
88,469
+8,523
+11% +$52.1K
AMRS
2840
DELISTED
Amyris Inc.
AMRS
$526K ﹤0.01%
9,260
+459
+5% +$27.1K
FRM
2841
DELISTED
FURMANITE CORPORATION COM
FRM
$525K ﹤0.01%
77,610
-26,823
-26% -$250K
STEW
2842
SRH Total Return Fund
STEW
$1.76B
$522K ﹤0.01%
59,099
-6,914
-10% -$60.5K
UTEK
2843
DELISTED
Ultratech Inc.
UTEK
$522K ﹤0.01%
22,951
-43
-0.2% -$1.05K
LXFR icon
2844
Luxfer Holdings
LXFR
$462M
$521K ﹤0.01%
30,201
-1,245
-4% -$23K
TNAV
2845
DELISTED
Telenav Inc.
TNAV
$520K ﹤0.01%
77,660
+1,617
+2% +$9.91K
BIRT
2846
DELISTED
Actuate Corp
BIRT
$519K ﹤0.01%
133,073
-2,727
-2% -$11.9K
TLYS icon
2847
Tilly's
TLYS
$117M
$518K ﹤0.01%
68,856
+40,450
+142% +$319K
VNCE icon
2848
Vince Holding Corp
VNCE
$78.8M
$518K ﹤0.01%
+1,711
New +$584K
VTOL icon
2849
Bristow Group
VTOL
$1.36B
$518K ﹤0.01%
11,897
+654
+6% +$34.3K
KRO icon
2850
KRONOS Worldwide
KRO
$700M
$517K ﹤0.01%
37,528
+10,483
+39% +$161K
112 113
114
115 116

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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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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.