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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
CAVM
1826
DELISTED
Cavium, Inc.
CAVM
$2.11M ﹤0.01%
42,481
+12,763
+43% +$646K
BTM
1827
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
$2.11M ﹤0.01%
3,016,728
+1,515,200
+101% +$1.06M
PMCS
1828
DELISTED
P M C SIERRA INC
PMCS
$2.11M ﹤0.01%
282,892
+8,545
+3% +$62.6K
HUBG icon
1829
HUB Group
HUBG
$2.92B
$2.1M ﹤0.01%
103,560
-10,704
-9% -$244K
VRTU
1830
DELISTED
Virtusa Corporation
VRTU
$2.1M ﹤0.01%
58,994
+17,543
+42% +$600K
KAMN
1831
DELISTED
Kaman Corp
KAMN
$2.1M ﹤0.01%
53,360
+4,425
+9% +$181K
KBH icon
1832
KB Home
KBH
$3.54B
$2.1M ﹤0.01%
140,275
-42,222
-23% -$725K
WBS icon
1833
Webster Financial
WBS
$12.5B
$2.09M ﹤0.01%
71,767
+750
+1% +$22.3K
OSPN icon
1834
OneSpan
OSPN
$572M
$2.09M ﹤0.01%
111,226
+18,403
+20% +$269K
RBC icon
1835
RBC Bearings
RBC
$18.2B
$2.09M ﹤0.01%
36,794
+7,566
+26% +$456K
MATX icon
1836
Matsons
MATX
$6.15B
$2.08M ﹤0.01%
83,033
+6,789
+9% +$185K
AGO icon
1837
Assured Guaranty
AGO
$3.79B
$2.07M ﹤0.01%
93,521
+3,245
+4% +$75.5K
ONB icon
1838
Old National Bancorp
ONB
$10.3B
$2.07M ﹤0.01%
159,583
+16,140
+11% +$218K
NUS icon
1839
Nu Skin
NUS
$255M
$2.06M ﹤0.01%
45,782
-19,706
-30% -$1.05M
FRME icon
1840
First Merchants
FRME
$2.74B
$2.06M ﹤0.01%
101,853
-111
-0.1% -$2.26K
DF
1841
DELISTED
Dean Foods Company
DF
$2.05M ﹤0.01%
154,721
-12,218
-7% -$194K
GLF
1842
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$2.05M ﹤0.01%
65,341
+1,107
+2% +$43.2K
GOV
1843
DELISTED
Government Properties Income Trust
GOV
$2.04M ﹤0.01%
93,330
+14,299
+18% +$340K
SCO
1844
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.04M ﹤0.01%
666,619
-37,445
-5% -$115K
NNBR icon
1845
NN Inc
NNBR
$261M
$2.04M ﹤0.01%
76,261
+1,545
+2% +$42.5K
SSI
1846
DELISTED
Stage Stores Inc
SSI
$2.03M ﹤0.01%
118,905
+15,881
+15% +$284K
CRR
1847
DELISTED
Carbo Ceramics Inc.
CRR
$2.03M ﹤0.01%
34,333
+5,567
+19% +$635K
BTU
1848
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$2.03M ﹤0.01%
10,945
-3,232
-23% -$734K
ETO
1849
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$494M
$2.03M ﹤0.01%
82,254
-34,783
-30% -$885K
LTM
1850
DELISTED
LIFE TIME FITNESS INC
LTM
$2.03M ﹤0.01%
40,289
+12,560
+45% +$575K
72 73
74
75 76

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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.