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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
TNET icon
2151
TriNet
TNET
$3.14B
$1.41M ﹤0.01%
+54,544
New +$1.41M
AGC
2152
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.4M ﹤0.01%
206,635
+57,400
+38% +$419K
PLUS icon
2153
ePlus
PLUS
$2.42B
$1.4M ﹤0.01%
100,088
-1,040
-1% -$14.8K
WWD icon
2154
Woodward
WWD
$24.5B
$1.4M ﹤0.01%
29,434
+1,008
+4% +$51K
MN
2155
DELISTED
MANNING & NAPIER, INC.
MN
$1.4M ﹤0.01%
83,502
+7,207
+9% +$126K
FIX icon
2156
Comfort Systems
FIX
$57.2B
$1.4M ﹤0.01%
103,386
+763
+0.7% +$11.5K
TBHC
2157
DELISTED
The Brand House Collective
TBHC
$1.4M ﹤0.01%
86,630
-652
-0.7% -$11.8K
FARO
2158
DELISTED
Faro Technologies
FARO
$1.4M ﹤0.01%
27,484
+8,686
+46% +$451K
ELX
2159
DELISTED
EMULEX CORP
ELX
$1.4M ﹤0.01%
282,361
-43,279
-13% -$234K
ECPG icon
2160
Encore Capital Group
ECPG
$2.06B
$1.39M ﹤0.01%
31,434
+3,142
+11% +$139K
PERY
2161
DELISTED
Perry Ellis International Inc
PERY
$1.39M ﹤0.01%
68,420
+1,174
+2% +$22.7K
ASCMA
2162
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.39M ﹤0.01%
23,099
-822
-3% -$51.7K
AAWW
2163
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.39M ﹤0.01%
42,122
+6,537
+18% +$226K
CNS icon
2164
Cohen & Steers
CNS
$4.24B
$1.39M ﹤0.01%
36,102
+4,877
+16% +$207K
OSIS icon
2165
OSI Systems
OSIS
$3.64B
$1.39M ﹤0.01%
21,868
+735
+3% +$48.8K
OGS icon
2166
ONE Gas
OGS
$5.06B
$1.39M ﹤0.01%
40,479
-26
-0.1% -$952
CTLT
2167
DELISTED
CATALENT, INC.
CTLT
$1.38M ﹤0.01%
+55,262
New +$1.22M
NHC icon
2168
National Healthcare
NHC
$3.61B
$1.38M ﹤0.01%
24,805
-64
-0.3% -$3.62K
HF
2169
DELISTED
HFF Inc.
HF
$1.38M ﹤0.01%
47,582
+13,821
+41% +$451K
SABA
2170
Saba Capital Income & Opportunities Fund II
SABA
$221M
$1.38M ﹤0.01%
86,493
– –
BKMU
2171
DELISTED
Bank Mutual Corp
BKMU
$1.38M ﹤0.01%
214,583
-5,357
-2% -$33.5K
CNXN icon
2172
PC Connection
CNXN
$2.1B
$1.37M ﹤0.01%
63,807
-1,055
-2% -$22.6K
HELE icon
2173
Helen of Troy
HELE
$672M
$1.37M ﹤0.01%
26,019
-8,510
-25% -$477K
WWW icon
2174
Wolverine World Wide
WWW
$1.71B
$1.37M ﹤0.01%
54,521
+9,282
+21% +$239K
NPK icon
2175
National Presto Industries
NPK
$884M
$1.36M ﹤0.01%
22,488
-1,104
-5% -$73.3K
85 86
87
88 89

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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.