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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
ELP
2026
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.64M ﹤0.01%
300,430
-22,713
-7% -$146K
GWRE icon
2027
Guidewire Software
GWRE
$13.3B
$1.64M ﹤0.01%
37,041
+28,642
+341% +$1.21M
XCRA
2028
DELISTED
Xcerra Corporation
XCRA
$1.64M ﹤0.01%
167,555
+11,952
+8% +$118K
PQUE
2029
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$1.64M ﹤0.01%
291,217
+52,868
+22% +$297K
BHK icon
2030
BlackRock Core Bond Trust
BHK
$646M
$1.64M ﹤0.01%
122,339
-902
-0.7% -$12.2K
GOOD
2031
Gladstone Commercial Corp
GOOD
$627M
$1.63M ﹤0.01%
96,200
+15,734
+20% +$280K
RFP
2032
DELISTED
Resolute Forest Products Inc.
RFP
$1.63M ﹤0.01%
104,173
+1,150
+1% +$19.4K
AFAM
2033
DELISTED
Almost Family Inc
AFAM
$1.63M ﹤0.01%
59,845
+1,010
+2% +$26.2K
ICUI icon
2034
ICU Medical
ICUI
$4.14B
$1.62M ﹤0.01%
25,237
+6,195
+33% +$380K
PCYC
2035
DELISTED
PHARMACYCLICS INC
PCYC
$1.62M ﹤0.01%
13,783
+1,631
+13% +$186K
TROX icon
2036
Tronox
TROX
$981M
$1.62M ﹤0.01%
62,086
+23,184
+60% +$641K
ILG
2037
DELISTED
ILG, Inc Common Stock
ILG
$1.62M ﹤0.01%
84,806
+796
+0.9% +$16.9K
UMBF icon
2038
UMB Financial
UMBF
$10.9B
$1.61M ﹤0.01%
29,614
+9,487
+47% +$548K
VTA
2039
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.61M ﹤0.01%
130,095
+5,622
+5% +$71.3K
ENS icon
2040
EnerSys
ENS
$6.69B
$1.61M ﹤0.01%
27,386
+125
+0.5% +$7.99K
EOT
2041
Eaton Vance National Municipal Opportunities Trust
EOT
$269M
$1.61M ﹤0.01%
80,595
+37,438
+87% +$749K
AKO.B icon
2042
Embotelladora Andina Series B
AKO.B
$4.69B
$1.6M ﹤0.01%
83,771
+6,370
+8% +$131K
AROW icon
2043
Arrow Financial
AROW
$664M
$1.6M ﹤0.01%
82,701
+30,392
+58% +$601K
AEGN
2044
DELISTED
Aegion Corp
AEGN
$1.6M ﹤0.01%
72,148
+5,421
+8% +$128K
EFOR
2045
Everforth Inc
EFOR
$953M
$1.6M ﹤0.01%
59,726
-7,011
-11% -$217K
MEOH icon
2046
Methanex
MEOH
$4.12B
$1.6M ﹤0.01%
23,997
+4,574
+24% +$303K
WLB
2047
DELISTED
Westmoreland Coal Company
WLB
$1.6M ﹤0.01%
42,775
+310
+0.7% +$12.6K
MSA icon
2048
Mine Safety
MSA
$6.94B
$1.6M ﹤0.01%
32,346
+6,427
+25% +$356K
EMLP icon
2049
First Trust North American Energy Infrastructure Fund
EMLP
$4.14B
$1.59M ﹤0.01%
58,741
-692
-1% -$18.8K
DCT
2050
DELISTED
DCT Industrial Trust Inc.
DCT
$1.59M ﹤0.01%
53,083
+3,035
+6% +$96K
80 81
82
83 84

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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.