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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
PPBI
2951
DELISTED
Pacific Premier Bancorp
PPBI
$424K ﹤0.01%
30,150
+227
+0.8% +$3.3K
RF.PRB
2952
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$424K ﹤0.01%
16,753
+4,100
+32% +$105K
COF.PRC.CL
2953
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$424K ﹤0.01%
17,677
+4,655
+36% +$113K
LYTS icon
2954
LSI Industries
LYTS
$853M
$423K ﹤0.01%
69,679
-5,479
-7% -$38.5K
CAE icon
2955
CAE Inc. Common Shares
CAE
$8.1B
$422K ﹤0.01%
34,799
+801
+2% +$10.1K
MS.PRE icon
2956
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$422K ﹤0.01%
15,667
+5,261
+51% +$145K
C.PRK
2957
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$422K ﹤0.01%
16,021
+4,452
+38% +$119K
SNBC
2958
DELISTED
Sun Bancorp Inc
SNBC
$421K ﹤0.01%
23,263
+6,893
+42% +$132K
SHI
2959
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$420K ﹤0.01%
12,801
+340
+3% +$11K
IEH
2960
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$420K ﹤0.01%
16,381
-219
-1% -$5.71K
AEK.CL
2961
DELISTED
Aegon NV
AEK.CL
$419K ﹤0.01%
14,699
-232
-2% -$6.65K
REMY
2962
DELISTED
REMY INTL INC NEW COMMON
REMY
$419K ﹤0.01%
20,389
+5,528
+37% +$122K
BNCN
2963
DELISTED
BNC Bancorp
BNCN
$417K ﹤0.01%
26,655
– –
NBHC icon
2964
National Bank Holdings
NBHC
$1.93B
$416K ﹤0.01%
21,740
+4,327
+25% +$85.8K
RSE
2965
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$416K ﹤0.01%
25,751
+2,238
+10% +$38.6K
MIND icon
2966
MIND Technology
MIND
$50.4M
$415K ﹤0.01%
3,760
+73
+2% +$9.29K
BANC icon
2967
Banc of California
BANC
$3.28B
$414K ﹤0.01%
35,555
-4,586
-11% -$53.5K
SPPI
2968
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$414K ﹤0.01%
50,866
+2,050
+4% +$16K
GABC icon
2969
German American Bancorp
GABC
$1.82B
$413K ﹤0.01%
23,987
-22
-0.1% -$391
QNST icon
2970
QuinStreet
QNST
$870M
$413K ﹤0.01%
99,542
+2,629
+3% +$12.9K
JDD
2971
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$413K ﹤0.01%
35,512
+13,966
+65% +$169K
TWI icon
2972
Titan International
TWI
$516M
$412K ﹤0.01%
34,832
-1,913
-5% -$28K
SWBI icon
2973
Smith & Wesson
SWBI
$655M
$411K ﹤0.01%
56,605
-107,929
-66% -$1.01M
ABMD
2974
DELISTED
Abiomed Inc
ABMD
$411K ﹤0.01%
16,559
+3,505
+27% +$88.8K
REXX
2975
DELISTED
Rex Energy Corporation
REXX
$411K ﹤0.01%
3,246
+930
+40% +$137K
117 118
119
120 121

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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.