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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
UCB
2201
United Community Banks
UCB
$4.27B
$1.32M ﹤0.01%
80,089
+2,148
+3% +$35.7K
BGFV
2202
DELISTED
Big 5 Sporting Goods
BGFV
$1.32M ﹤0.01%
140,541
-39,582
-22% -$423K
IMPV
2203
DELISTED
Imperva, Inc.
IMPV
$1.31M ﹤0.01%
45,761
+11,592
+34% +$315K
SHOR
2204
DELISTED
ShoreTel, Inc.
SHOR
$1.31M ﹤0.01%
197,724
-2,418
-1% -$15.6K
SBY
2205
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1.31M ﹤0.01%
81,025
+29,919
+59% +$488K
TRP icon
2206
TC Energy
TRP
$70.5B
$1.31M ﹤0.01%
25,369
+3,455
+16% +$179K
ARGO
2207
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.3M ﹤0.01%
36,086
+1,376
+4% +$51.4K
ARUN
2208
DELISTED
ARUBA NETWORKS, INC.
ARUN
$1.3M ﹤0.01%
60,414
+30,226
+100% +$594K
MOV icon
2209
Movado Group
MOV
$846M
$1.3M ﹤0.01%
39,370
+1,439
+4% +$56.4K
SHEN icon
2210
Shenandoah Telecom
SHEN
$655M
$1.3M ﹤0.01%
104,990
-2
-0% -$28
MIG
2211
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.3M ﹤0.01%
222,592
+1,641
+0.7% +$10.3K
SMP icon
2212
Standard Motor Products
SMP
$897M
$1.3M ﹤0.01%
37,776
-3,902
-9% -$151K
NPSP
2213
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$1.3M ﹤0.01%
49,991
+32,430
+185% +$931K
CCRN
2214
DELISTED
Cross Country Healthcare
CCRN
$1.3M ﹤0.01%
139,771
+1,169
+0.8% +$8.96K
FORM icon
2215
FormFactor
FORM
$6.88B
$1.3M ﹤0.01%
180,966
-23,076
-11% -$171K
FIZZ icon
2216
National Beverage
FIZZ
$3.05B
$1.29M ﹤0.01%
132,826
-14,894
-10% -$139K
PLKI
2217
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.29M ﹤0.01%
31,971
+1,872
+6% +$76.1K
HZO icon
2218
MarineMax
HZO
$782M
$1.29M ﹤0.01%
76,776
-5,602
-7% -$97.2K
BFS
2219
Saul Centers
BFS
$870M
$1.29M ﹤0.01%
27,661
+2,473
+10% +$121K
PMT
2220
PennyMac Mortgage Investment
PMT
$854M
$1.29M ﹤0.01%
60,243
+12,234
+25% +$267K
ERF
2221
DELISTED
Enerplus Corporation
ERF
$1.29M ﹤0.01%
68,052
-1,274
-2% -$27.9K
FBRC
2222
DELISTED
FBR & Co. Common Stock
FBRC
$1.29M ﹤0.01%
46,906
-2,199
-4% -$61.4K
LNN icon
2223
Lindsay Corp
LNN
$1.17B
$1.29M ﹤0.01%
17,208
+1,359
+9% +$107K
TA
2224
DELISTED
TravelCenters of America LLC
TA
$1.29M ﹤0.01%
26,024
+8,777
+51% +$438K
ABCB icon
2225
Ameris Bancorp
ABCB
$5.9B
$1.28M ﹤0.01%
58,488
-452
-0.8% -$10K
87 88
89
90 91

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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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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.