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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
HNI icon
1726
HNI Corp
HNI
$3.17B
$2.35M 0.01%
65,376
-3,705
-5% -$139K
MODV
1727
DELISTED
ModivCare
MODV
$2.35M 0.01%
48,619
-9,005
-16% -$384K
CTRX
1728
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$2.35M 0.01%
55,768
+5,998
+12% +$273K
ESL
1729
DELISTED
Esterline Technologies
ESL
$2.35M 0.01%
21,117
+12,117
+135% +$1.38M
STGW icon
1730
Stagwell
STGW
$1.94B
$2.35M 0.01%
122,340
-3,326
-3% -$70K
GLD icon
1731
SPDR Gold Trust
GLD
$131B
$2.35M 0.01%
20,176
+122
+0.6% +$15K
BCH icon
1732
Banco de Chile
BCH
$20.5B
$2.34M 0.01%
104,305
-5,863
-5% -$135K
HDV
1733
iShares Core High Dividend ETF
HDV
$14.8B
$2.34M 0.01%
155,795
+66,965
+75% +$1.01M
PCH
1734
DELISTED
PotlatchDeltic
PCH
$2.34M 0.01%
58,260
+7,184
+14% +$300K
BKS
1735
DELISTED
Barnes & Noble
BKS
$2.34M 0.01%
181,097
+40,592
+29% +$593K
FIVE icon
1736
Five Below
FIVE
$11.4B
$2.34M 0.01%
59,128
+42,450
+255% +$1.65M
BECN
1737
DELISTED
Beacon Roofing Supply, Inc.
BECN
$2.34M 0.01%
91,815
-11,629
-11% -$329K
HAE icon
1738
Haemonetics
HAE
$3.77B
$2.34M 0.01%
66,950
+14,316
+27% +$511K
IDT icon
1739
IDT Corp
IDT
$1.68B
$2.34M 0.01%
206,088
-10,411
-5% -$118K
RNST icon
1740
Renasant Corp
RNST
$4.05B
$2.34M 0.01%
86,381
-404
-0.5% -$11.6K
NQU
1741
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$2.34M 0.01%
170,717
+28,279
+20% +$391K
LNCE
1742
DELISTED
Snyders-Lance, Inc.
LNCE
$2.33M 0.01%
88,044
+18,863
+27% +$507K
BYD icon
1743
Boyd Gaming
BYD
$6.76B
$2.33M 0.01%
229,560
-7,078
-3% -$76.7K
ATHL
1744
DELISTED
ATHLON ENERGY INC COM
ATHL
$2.33M 0.01%
40,043
+23,752
+146% +$1.1M
CBD
1745
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.33M 0.01%
53,381
+2,245
+4% +$108K
CM icon
1746
Canadian Imperial Bank of Commerce
CM
$109B
$2.33M 0.01%
52,357
+2,658
+5% +$122K
LFUS icon
1747
Littelfuse
LFUS
$9.68B
$2.33M 0.01%
27,320
+836
+3% +$76.4K
RWT
1748
Redwood Trust
RWT
$585M
$2.33M 0.01%
140,205
+18,706
+15% +$354K
SWI
1749
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$2.32M 0.01%
55,266
+18,300
+50% +$760K
NNI icon
1750
Nelnet
NNI
$4.89B
$2.32M 0.01%
53,917
+162
+0.3% +$6.95K
68 69
70
71 72

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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.