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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
VIRX
2926
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$443K ﹤0.01%
295
+6
+2% +$8.69K
CHEF icon
2927
Chefs' Warehouse
CHEF
$3.84B
$440K ﹤0.01%
+27,088
New +$481K
NATR icon
2928
Nature's Sunshine
NATR
$368M
$440K ﹤0.01%
29,677
+3,365
+13% +$53.3K
DFRG
2929
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$439K ﹤0.01%
22,925
+170
+0.7% +$3.87K
FF icon
2930
Future Fuel
FF
$201M
$438K ﹤0.01%
36,879
+530
+1% +$7.77K
LPSN icon
2931
LivePerson
LPSN
$20.1M
$438K ﹤0.01%
2,321
+682
+42% +$121K
OMAB icon
2932
Grupo Aeroportuario Centro Norte
OMAB
$5.02B
$438K ﹤0.01%
12,395
+4
+0% +$135
ACAD icon
2933
Acadia Pharmaceuticals
ACAD
$4.34B
$437K ﹤0.01%
17,664
+390
+2% +$9.12K
SHOS
2934
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$437K ﹤0.01%
28,196
-11,551
-29% -$218K
VASC
2935
DELISTED
Vascular Solutions Inc
VASC
$437K ﹤0.01%
17,689
-231
-1% -$5.48K
EXXI
2936
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$437K ﹤0.01%
38,539
-30,864
-44% -$549K
JGV
2937
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$437K ﹤0.01%
32,716
-3,291
-9% -$46.8K
STAA icon
2938
STAAR Surgical
STAA
$1.14B
$433K ﹤0.01%
40,772
+8,759
+27% +$104K
NATL
2939
DELISTED
National Interstate Corporation
NATL
$433K ﹤0.01%
15,536
-32
-0.2% -$894
SPDC
2940
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$433K ﹤0.01%
157,413
-600
-0.4% -$1.81K
POZN
2941
DELISTED
POZEN INC
POZN
$432K ﹤0.01%
58,870
-592
-1% -$4.77K
CHW
2942
Calamos Global Dynamic Income Fund
CHW
$541M
$431K ﹤0.01%
46,459
-990
-2% -$9.48K
EMCI
2943
DELISTED
EMC INS Group Inc
EMCI
$431K ﹤0.01%
22,400
+39
+0.2% +$783
BBW icon
2944
Build-A-Bear
BBW
$429M
$429K ﹤0.01%
32,818
+14,546
+80% +$180K
NILE
2945
DELISTED
Blue Nile, Inc.
NILE
$427K ﹤0.01%
14,949
-1,869
-11% -$52.1K
VTSS
2946
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$426K ﹤0.01%
118,304
+41,117
+53% +$134K
STRL icon
2947
Sterling Infrastructure
STRL
$19.5B
$425K ﹤0.01%
55,401
-1,950
-3% -$17K
CAI
2948
DELISTED
CAI International, Inc.
CAI
$425K ﹤0.01%
21,941
-369
-2% -$7.44K
AYN
2949
DELISTED
Alliance New York Income Fund
AYN
$425K ﹤0.01%
33,921
– –
PSA.PRT.CL
2950
DELISTED
Public Storage
PSA.PRT.CL
$425K ﹤0.01%
17,343
-235
-1% -$5.77K
116 117
118
119 120

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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.