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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
USCR
2126
DELISTED
U S Concrete, Inc.
USCR
$1.44M ﹤0.01%
55,138
-2,242
-4% -$57.8K
LXU icon
2127
LSB Industries
LXU
$822M
$1.44M ﹤0.01%
52,386
+2,599
+5% +$77.3K
LZB icon
2128
La-Z-Boy
LZB
$1.65B
$1.44M ﹤0.01%
72,699
-5,694
-7% -$124K
CBZ icon
2129
CBIZ
CBZ
$2.51B
$1.44M ﹤0.01%
182,776
-1,406
-0.8% -$12K
ONIT
2130
Onity Group
ONIT
$341M
$1.44M ﹤0.01%
3,661
-1,878
-34% -$849K
IPI icon
2131
Intrepid Potash
IPI
$474M
$1.44M ﹤0.01%
9,294
+2,058
+28% +$317K
CMCO icon
2132
Columbus McKinnon
CMCO
$467M
$1.43M ﹤0.01%
65,086
-1,256
-2% -$31.7K
BCE icon
2133
BCE
BCE
$20.3B
$1.43M ﹤0.01%
33,411
+7,151
+27% +$319K
RGS icon
2134
Regis Corp
RGS
$68.2M
$1.43M ﹤0.01%
4,477
-98
-2% -$29.4K
SWS
2135
DELISTED
SWS GROUP INC
SWS
$1.43M ﹤0.01%
207,243
-13,427
-6% -$97.2K
NPF
2136
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.43M ﹤0.01%
106,163
+3,838
+4% +$51.8K
AAIC
2137
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.43M ﹤0.01%
56,169
+12,997
+30% +$352K
THOR
2138
DELISTED
THORATEC CORPORATION
THOR
$1.43M ﹤0.01%
53,320
-3,141
-6% -$89.2K
MTDR icon
2139
Matador Resources
MTDR
$5.73B
$1.42M ﹤0.01%
55,007
+35,004
+175% +$922K
TMP icon
2140
Tompkins Financial
TMP
$1.45B
$1.42M ﹤0.01%
32,231
+874
+3% +$39.8K
PKOH icon
2141
Park-Ohio Holdings
PKOH
$564M
$1.42M ﹤0.01%
29,675
-660
-2% -$37.8K
BEAT
2142
DELISTED
BioTelemetry, Inc.
BEAT
$1.42M ﹤0.01%
211,642
+25,432
+14% +$178K
ARR
2143
Armour Residential REIT
ARR
$2.04B
$1.42M ﹤0.01%
9,189
+1,406
+18% +$236K
SYBT icon
2144
Stock Yards Bancorp
SYBT
$2.52B
$1.41M ﹤0.01%
70,469
+6,272
+10% +$125K
LCI
2145
DELISTED
Lannett Company, Inc.
LCI
$1.41M ﹤0.01%
7,722
-1,197
-13% -$192K
SABR icon
2146
Sabre
SABR
$743M
$1.41M ﹤0.01%
78,690
+14,917
+23% +$281K
FLTX
2147
DELISTED
Fleetmatics Group PLC
FLTX
$1.41M ﹤0.01%
46,233
+33,528
+264% +$1.07M
CVLT icon
2148
Commault Systems
CVLT
$4.97B
$1.41M ﹤0.01%
27,963
+6,364
+29% +$328K
PIR
2149
DELISTED
Pier 1 Imports, Inc.
PIR
$1.41M ﹤0.01%
5,927
+2,187
+58% +$656K
AXON
2150
Axon Enterprise
AXON
$44.1B
$1.41M ﹤0.01%
91,102
-1,598
-2% -$22.6K
84 85
86
87 88

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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.