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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
HCI icon
2001
HCI Group
HCI
$2.29B
$1.69M ﹤0.01%
47,069
+3,451
+8% +$139K
STWD icon
2002
Starwood Property Trust
STWD
$6.18B
$1.69M ﹤0.01%
77,009
+13,208
+21% +$310K
HNGR
2003
DELISTED
Hanger Inc.
HNGR
$1.69M ﹤0.01%
82,426
+16,291
+25% +$416K
WRLD icon
2004
World Acceptance Corp
WRLD
$880M
$1.69M ﹤0.01%
25,032
+264
+1% +$20.5K
EIM
2005
Eaton Vance Municipal Bond Fund
EIM
$493M
$1.68M ﹤0.01%
134,437
+6,786
+5% +$84.5K
MTG icon
2006
MGIC Investment
MTG
$6.47B
$1.68M ﹤0.01%
214,938
-3,388
-2% -$27.8K
RDN icon
2007
Radian Group
RDN
$5.22B
$1.68M ﹤0.01%
117,659
+56,427
+92% +$790K
SHOO icon
2008
Steven Madden
SHOO
$3.22B
$1.68M ﹤0.01%
78,047
+21,902
+39% +$490K
SBRA icon
2009
Sabra Healthcare REIT
SBRA
$5.61B
$1.68M ﹤0.01%
68,918
+510
+0.7% +$14.1K
OUTR
2010
DELISTED
OUTERWALL INC
OUTR
$1.68M ﹤0.01%
29,884
-10,577
-26% -$613K
SB icon
2011
Safe Bulkers
SB
$761M
$1.67M ﹤0.01%
251,139
-72
-0% -$580
RPT
2012
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.67M ﹤0.01%
102,960
+5,429
+6% +$91K
MTL
2013
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$1.67M ﹤0.01%
739,651
+14,954
+2% +$51.5K
XPO icon
2014
XPO
XPO
$24B
$1.67M ﹤0.01%
128,106
+3,076
+2% +$33.6K
CTS icon
2015
CTS Corp
CTS
$1.85B
$1.67M ﹤0.01%
104,976
+623
+0.6% +$11.1K
MYGN icon
2016
Myriad Genetics
MYGN
$502M
$1.67M ﹤0.01%
43,218
-766
-2% -$28.6K
PTNR
2017
DELISTED
Partner Communications
PTNR
$1.66M ﹤0.01%
235,910
-33,098
-12% -$245K
LMOS
2018
DELISTED
Lumos Networks Corp
LMOS
$1.66M ﹤0.01%
102,099
-3,592
-3% -$53.1K
NIE
2019
Virtus Equity & Convertible Income Fund
NIE
$714M
$1.66M ﹤0.01%
83,388
+30,745
+58% +$622K
REV
2020
DELISTED
Revlon, Inc.
REV
$1.66M ﹤0.01%
52,276
-56
-0.1% -$1.78K
EXPO icon
2021
Exponent
EXPO
$3.15B
$1.65M ﹤0.01%
93,304
+6,216
+7% +$114K
HOMB icon
2022
Home BancShares
HOMB
$6.31B
$1.65M ﹤0.01%
112,204
+27,100
+32% +$414K
CMD
2023
DELISTED
Cantel Medical Corporation
CMD
$1.65M ﹤0.01%
47,999
-1,084
-2% -$38.3K
AFSI
2024
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.65M ﹤0.01%
82,892
+4,134
+5% +$87.5K
HSEB.CL
2025
DELISTED
HSBC Holdings plc
HSEB.CL
$1.65M ﹤0.01%
61,821
-1,043
-2% -$28.1K
79 80
81
82 83

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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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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.