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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
ABCO
1526
DELISTED
Advisory Board Co
ABCO
$2.91M 0.01%
62,442
+2,955
+5% +$146K
PRAA icon
1527
PRA Group
PRAA
$683M
$2.91M 0.01%
55,662
-2,293
-4% -$132K
QLIK
1528
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$2.91M 0.01%
107,474
+44,546
+71% +$1.17M
MSCI icon
1529
MSCI
MSCI
$41.5B
$2.9M 0.01%
61,736
+118
+0.2% +$5.46K
IRC
1530
DELISTED
INLAND REAL ESTATE CORP
IRC
$2.9M 0.01%
292,655
+43,852
+18% +$456K
JGT
1531
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
$2.9M 0.01%
271,578
-134,716
-33% -$1.51M
ANN
1532
DELISTED
ANN INC
ANN
$2.89M 0.01%
70,364
-14,038
-17% -$554K
CHT icon
1533
Chunghwa Telecom
CHT
$33.4B
$2.89M 0.01%
96,516
+371
+0.4% +$11.4K
LSCC icon
1534
Lattice Semiconductor
LSCC
$16.8B
$2.89M 0.01%
385,745
+119,746
+45% +$898K
WSBC icon
1535
WesBanco
WSBC
$3.93B
$2.89M 0.01%
94,477
+14,031
+17% +$429K
AWR icon
1536
American States Water
AWR
$3.37B
$2.88M 0.01%
94,629
+4,093
+5% +$129K
GLPI icon
1537
Gaming and Leisure Properties
GLPI
$12.8B
$2.88M 0.01%
93,101
-11,525
-11% -$388K
MCRL
1538
DELISTED
MICREL INC
MCRL
$2.87M 0.01%
238,931
+64,394
+37% +$753K
QIHU
1539
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.87M 0.01%
42,563
-1,441
-3% -$128K
EPR icon
1540
EPR Properties
EPR
$4.85B
$2.87M 0.01%
56,642
+13,281
+31% +$734K
DIOD icon
1541
Diodes
DIOD
$3.95B
$2.87M 0.01%
119,840
-5,318
-4% -$141K
HLT icon
1542
Hilton Worldwide
HLT
$75.3B
$2.85M 0.01%
38,621
+24,577
+175% +$1.83M
PTR
1543
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.85M 0.01%
22,151
+1,347
+6% +$183K
GPK icon
1544
Graphic Packaging
GPK
$3.3B
$2.85M 0.01%
228,863
+23,827
+12% +$292K
VECO icon
1545
Veeco
VECO
$2.96B
$2.85M 0.01%
81,404
-7,714
-9% -$271K
UPBD icon
1546
Upbound Group
UPBD
$1.2B
$2.84M 0.01%
93,689
-4,870
-5% -$131K
NWN icon
1547
Northwest Natural Holdings
NWN
$2.16B
$2.84M 0.01%
67,276
+7,178
+12% +$320K
TNC icon
1548
Tennant Co
TNC
$1.48B
$2.84M 0.01%
42,327
+1,222
+3% +$87.7K
USNA icon
1549
Usana Health Sciences
USNA
$412M
$2.84M 0.01%
77,110
+8,312
+12% +$300K
CGNX icon
1550
Cognex
CGNX
$10.2B
$2.84M 0.01%
141,002
+15,480
+12% +$320K
60 61
62
63 64

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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.