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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
OCLR
2676
DELISTED
Oclaro Inc.
OCLR
$694K ﹤0.01%
485,135
-1,158
-0.2% -$2.13K
SRGA
2677
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$693K ﹤0.01%
4,831
+2
+0% +$290
BMTC
2678
DELISTED
Bryn Mawr Bank Corp
BMTC
$693K ﹤0.01%
24,477
+46
+0.2% +$1.36K
USA icon
2679
Liberty All-Star Equity Fund
USA
$1.76B
$692K ﹤0.01%
+118,699
New +$705K
EFSC icon
2680
Enterprise Financial Services Corp
EFSC
$2.4B
$688K ﹤0.01%
41,153
+437
+1% +$7.68K
GS.PRJ
2681
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$688K ﹤0.01%
28,970
+4,432
+18% +$107K
SHOE
2682
Shoe Station Group
SHOE
$410M
$687K ﹤0.01%
77,176
-8,602
-10% -$83.4K
MDRX
2683
DELISTED
Veradigm Inc. Common Stock
MDRX
$687K ﹤0.01%
51,180
+2,004
+4% +$30.4K
STC icon
2684
Stewart Information Services
STC
$2.02B
$686K ﹤0.01%
23,385
-53,850
-70% -$1.68M
VOXX
2685
DELISTED
VOXX International Corporation Class A
VOXX
$686K ﹤0.01%
73,730
-4,868
-6% -$47.3K
WPZ
2686
DELISTED
Williams Partners L.P.
WPZ
$686K ﹤0.01%
11,432
-3,462
-23% -$205K
CWEN icon
2687
Clearway Energy Class C
CWEN
$5B
$685K ﹤0.01%
29,128
+18,394
+171% +$479K
PSF icon
2688
Cohen & Steers Select Preferred & Income Fund
PSF
$233M
$685K ﹤0.01%
+26,768
New +$693K
STAG icon
2689
STAG Industrial
STAG
$7.77B
$685K ﹤0.01%
33,059
+8,375
+34% +$193K
FRP
2690
DELISTED
Fairpoint Communications, Inc.
FRP
$685K ﹤0.01%
45,125
-2,973
-6% -$45.2K
ANV
2691
DELISTED
Allied Nevada Gold Corp
ANV
$684K ﹤0.01%
206,748
-15,633
-7% -$53.9K
DTSI
2692
DELISTED
DTS, Inc.
DTSI
$682K ﹤0.01%
27,014
+873
+3% +$18.6K
VWTR
2693
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$681K ﹤0.01%
34,121
+157
+0.5% +$3.44K
FHY
2694
DELISTED
First Trust Strategic High
FHY
$680K ﹤0.01%
44,203
+2,459
+6% +$38.6K
NADL
2695
DELISTED
North Atlantic Drilling Ltd
NADL
$680K ﹤0.01%
10,208
-502
-5% -$47.9K
ZQK
2696
DELISTED
QUICKSILVER,INC.
ZQK
$677K ﹤0.01%
393,585
-219,103
-36% -$622K
RALY
2697
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$675K ﹤0.01%
+56,201
New +$594K
HYB
2698
DELISTED
New America High Income Fund, Inc.
HYB
$674K ﹤0.01%
71,579
+2,761
+4% +$26.8K
PSTB
2699
DELISTED
Park Sterling Corp.
PSTB
$674K ﹤0.01%
101,730
+1,025
+1% +$6.96K
GSBC icon
2700
Great Southern Bancorp
GSBC
$863M
$673K ﹤0.01%
22,194
+10
+0% +$315
106 107
108
109 110

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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.