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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
RBA icon
2801
RB Global
RBA
$21.7B
$565K ﹤0.01%
25,230
+1,492
+6% +$35.6K
TNK icon
2802
Teekay Tankers
TNK
$2.63B
$565K ﹤0.01%
18,919
+241
+1% +$7.91K
LRN icon
2803
Stride
LRN
$3.83B
$563K ﹤0.01%
35,287
+3,312
+10% +$67.1K
MITL
2804
DELISTED
Mitel Networks Corporation
MITL
$563K ﹤0.01%
61,564
-5,852
-9% -$59.4K
FNHC
2805
DELISTED
FedNat Holding Company Common Stock
FNHC
$557K ﹤0.01%
19,824
-933
-4% -$22K
IIP
2806
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$557K ﹤0.01%
80,737
-158
-0.2% -$1.09K
CKP
2807
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$556K ﹤0.01%
45,440
+1,580
+4% +$20.9K
PEGI
2808
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$553K ﹤0.01%
17,886
+6,838
+62% +$217K
MCRI icon
2809
Monarch Casino & Resort
MCRI
$2.18B
$551K ﹤0.01%
46,232
-201
-0.4% -$2.66K
BNCL
2810
DELISTED
Beneficial Bancorp, Inc.
BNCL
$551K ﹤0.01%
47,429
-3,350
-7% -$40.8K
QMCO icon
2811
Quantum Corp
QMCO
$432M
$550K ﹤0.01%
2,965
-15
-0.5% -$2.98K
VRA icon
2812
Vera Bradley
VRA
$106M
$550K ﹤0.01%
26,598
+7,311
+38% +$154K
MWR.CL
2813
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$549K ﹤0.01%
21,672
-328
-1% -$8.28K
ALU
2814
DELISTED
Alcatel-Lucent
ALU
$549K ﹤0.01%
181,349
+13,990
+8% +$47.7K
SNDA icon
2815
Sonida Senior Living
SNDA
$2.03B
$548K ﹤0.01%
1,721
-618
-26% -$216K
TSI
2816
TCW Strategic Income Fund
TSI
$213M
$548K ﹤0.01%
97,280
-5,404
-5% -$30.1K
YORW icon
2817
York Water
YORW
$502M
$547K ﹤0.01%
27,365
+1,541
+6% +$30.6K
ATCO
2818
DELISTED
Atlas Corp.
ATCO
$547K ﹤0.01%
25,428
-1,435
-5% -$32.9K
LDR
2819
DELISTED
Landauer Inc
LDR
$547K ﹤0.01%
16,571
+942
+6% +$36.2K
CYD icon
2820
China Yuchai International
CYD
$1.75B
$546K ﹤0.01%
29,460
-941
-3% -$19.3K
ACI
2821
DELISTED
ARCH COAL, INC.
ACI
$545K ﹤0.01%
25,712
+3,138
+14% +$94K
VICR icon
2822
Vicor
VICR
$9.41B
$544K ﹤0.01%
57,836
-546
-0.9% -$4.54K
ALJ
2823
DELISTED
Alon USA Energy Inc
ALJ
$544K ﹤0.01%
37,871
-1,187
-3% -$17.2K
GEQ
2824
DELISTED
Gugnheim Eql Wght Enh Eqty In Fd
GEQ
$544K ﹤0.01%
27,574
-1,705
-6% -$33.9K
INN
2825
Summit Hotel Properties
INN
$748M
$543K ﹤0.01%
50,365
+5,042
+11% +$54K
111 112
113
114 115

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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.