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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
CHU
2301
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.16M ﹤0.01%
76,832
-10,550
-12% -$176K
KOS icon
2302
Kosmos Energy
KOS
$1.41B
$1.15M ﹤0.01%
115,770
+8,069
+7% +$80.8K
THFF icon
2303
First Financial Corp
THFF
$941M
$1.15M ﹤0.01%
37,239
-29
-0.1% -$923
AIQ
2304
DELISTED
Alliance Healthcare Services
AIQ
$1.15M ﹤0.01%
50,982
+14,277
+39% +$395K
BCX icon
2305
BlackRock Resources & Commodities Strategy Trust
BCX
$887M
$1.15M ﹤0.01%
102,615
-354
-0.3% -$4.28K
WASH icon
2306
Washington Trust Bancorp
WASH
$750M
$1.15M ﹤0.01%
34,905
-12
-0% -$417
CBR
2307
DELISTED
CIBER Inc.
CBR
$1.15M ﹤0.01%
335,762
-31,786
-9% -$125K
NWS icon
2308
News Corp Class B
NWS
$17.3B
$1.15M ﹤0.01%
71,372
+1,548
+2% +$26.6K
AZTA icon
2309
Azenta
AZTA
$1.3B
$1.15M ﹤0.01%
109,196
+6,266
+6% +$67.3K
HMSY
2310
DELISTED
HMS Holdings Corp.
HMSY
$1.15M ﹤0.01%
60,879
+24,572
+68% +$497K
KW
2311
DELISTED
Kennedy-Wilson Holdings
KW
$1.15M ﹤0.01%
47,883
+32,111
+204% +$811K
SASR
2312
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.14M ﹤0.01%
49,992
-55
-0.1% -$1.31K
DALN
2313
DELISTED
DallasNews
DALN
$1.14M ﹤0.01%
26,762
+2,337
+10% +$105K
KWR icon
2314
Quaker Houghton
KWR
$2.73B
$1.14M ﹤0.01%
15,915
-200
-1% -$15K
CSS
2315
DELISTED
CSS Industries, Inc.
CSS
$1.14M ﹤0.01%
47,059
+140
+0.3% +$3.56K
GDP
2316
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$1.14M ﹤0.01%
76,975
+3,470
+5% +$69.3K
JRN
2317
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.14M ﹤0.01%
135,127
-16,300
-11% -$156K
SUP
2318
DELISTED
Superior Industries International
SUP
$1.14M ﹤0.01%
64,804
+794
+1% +$15.5K
CSOD
2319
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.14M ﹤0.01%
33,015
+13,309
+68% +$525K
AXAS
2320
DELISTED
Abraxas Petroleum Corp
AXAS
$1.14M ﹤0.01%
10,749
+3,121
+41% +$349K
AEH.CL
2321
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.14M ﹤0.01%
44,632
-785
-2% -$20K
GTI
2322
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$1.14M ﹤0.01%
247,848
+31,803
+15% +$273K
CIE
2323
DELISTED
Cobalt International Energy, Inc
CIE
$1.13M ﹤0.01%
5,556
-126
-2% -$29.2K
PDT
2324
John Hancock Premium Dividend Fund
PDT
$638M
$1.13M ﹤0.01%
85,993
-3,814
-4% -$50.7K
WPP
2325
DELISTED
WAUSAU PAPER CORP.
WPP
$1.13M ﹤0.01%
142,325
-6,638
-4% -$62.6K
91 92
93
94 95

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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.