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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
MTRX icon
1676
Matrix Service
MTRX
$330M
$2.48M 0.01%
102,930
+3,290
+3% +$91.4K
IVR icon
1677
Invesco Mortgage Capital
IVR
$768M
$2.48M 0.01%
15,753
+223
+1% +$38.1K
BRKL
1678
DELISTED
Brookline Bancorp
BRKL
$2.47M 0.01%
289,307
+16,076
+6% +$146K
RAMP icon
1679
LiveRamp
RAMP
$2.3B
$2.47M 0.01%
149,010
+37,886
+34% +$712K
BRS
1680
DELISTED
Bristow Group, Inc.
BRS
$2.46M 0.01%
36,685
-4,077
-10% -$295K
MSM icon
1681
MSC Industrial Direct
MSM
$7.04B
$2.46M 0.01%
28,834
+10,703
+59% +$954K
SDRL
1682
DELISTED
Seadrill Limited Common Stock
SDRL
$2.46M 0.01%
344
+41
+14% +$388K
ADVS
1683
DELISTED
Advent Software Inc
ADVS
$2.46M 0.01%
78,018
+4,149
+6% +$133K
COLB icon
1684
Columbia Banking Systems
COLB
$8.85B
$2.46M 0.01%
99,141
-2,006
-2% -$51.8K
FNSR
1685
DELISTED
Finisar Corp
FNSR
$2.46M 0.01%
147,734
-71,711
-33% -$1.39M
AD
1686
Array Digital Infrastructure
AD
$3.04B
$2.46M 0.01%
69,190
-399
-0.6% -$15.2K
MWIV
1687
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$2.46M 0.01%
16,543
+491
+3% +$70.6K
FFG
1688
DELISTED
FBL Financial Group
FFG
$2.45M 0.01%
54,863
+598
+1% +$26.9K
NNN icon
1689
NNN REIT
NNN
$9.39B
$2.45M 0.01%
70,789
+1,874
+3% +$68.5K
VOLV
1690
DELISTED
VOLVO A B ADR-B
VOLV
$2.45M 0.01%
227,381
-40,519
-15% -$436K
FFBC icon
1691
First Financial Bancorp
FFBC
$3.53B
$2.45M 0.01%
154,524
+1,477
+1% +$24.5K
SLAB icon
1692
Silicon Laboratories
SLAB
$7.2B
$2.45M 0.01%
60,190
+11,951
+25% +$526K
DATA
1693
DELISTED
Tableau Software, Inc.
DATA
$2.45M 0.01%
33,665
+17,003
+102% +$1.11M
ALOG
1694
DELISTED
Analogic Corp
ALOG
$2.45M 0.01%
38,245
+736
+2% +$52.7K
ICON
1695
DELISTED
Iconix Brand Group, Inc.
ICON
$2.44M 0.01%
6,617
-1,197
-15% -$494K
NSP icon
1696
Insperity
NSP
$2.02B
$2.44M 0.01%
178,646
+4,550
+3% +$69.3K
HSII
1697
DELISTED
Heidrick & Struggles
HSII
$2.44M 0.01%
118,791
-13,169
-10% -$266K
ANAT
1698
DELISTED
American National Group, Inc. Common Stock
ANAT
$2.44M 0.01%
21,707
+3,673
+20% +$416K
AHL
1699
DELISTED
ASPEN Insurance Holding Limited
AHL
$2.43M 0.01%
56,867
+2,929
+5% +$125K
APOG icon
1700
Apogee Enterprises
APOG
$875M
$2.43M 0.01%
61,019
-6,182
-9% -$219K
66 67
68
69 70

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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.