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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
PACB icon
2326
Pacific Biosciences
PACB
$422M
$1.12M ﹤0.01%
228,912
-20,614
-8% -$108K
LHCG
2327
DELISTED
LHC Group LLC
LHCG
$1.12M ﹤0.01%
48,426
+1,755
+4% +$41.5K
ROIC
2328
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.12M ﹤0.01%
76,178
+22,694
+42% +$354K
EWT icon
2329
iShares MSCI Taiwan ETF
EWT
$9.99B
$1.12M ﹤0.01%
36,602
-799
-2% -$25.7K
IRBT
2330
DELISTED
iRobot
IRBT
$1.12M ﹤0.01%
36,716
-1,703
-4% -$58.3K
PHI icon
2331
PLDT
PHI
$4.26B
$1.12M ﹤0.01%
16,196
+326
+2% +$23.6K
ECHO
2332
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.12M ﹤0.01%
47,437
-8,574
-15% -$199K
ZLTQ
2333
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.12M ﹤0.01%
49,349
+5,565
+13% +$110K
MYRG icon
2334
MYR Group
MYRG
$5.75B
$1.11M ﹤0.01%
46,302
-1,267
-3% -$31.1K
EPAY
2335
DELISTED
Bottomline Technologies Inc
EPAY
$1.11M ﹤0.01%
40,241
+38
+0.1% +$1.07K
MPAA icon
2336
Motorcar Parts of America
MPAA
$264M
$1.11M ﹤0.01%
40,747
+7,316
+22% +$195K
QDEL icon
2337
QuidelOrtho
QDEL
$1.15B
$1.11M ﹤0.01%
41,231
+8,331
+25% +$199K
FET icon
2338
Forum Energy Technologies
FET
$640M
$1.11M ﹤0.01%
1,807
+433
+32% +$291K
EGOV
2339
DELISTED
NIC Inc
EGOV
$1.11M ﹤0.01%
64,207
+12,149
+23% +$214K
EVR icon
2340
Evercore
EVR
$13.2B
$1.1M ﹤0.01%
23,445
-6,819
-23% -$353K
MRCY icon
2341
Mercury Systems
MRCY
$6.23B
$1.1M ﹤0.01%
100,051
+10,996
+12% +$124K
BUSE icon
2342
First Busey Corp
BUSE
$2.52B
$1.1M ﹤0.01%
65,897
-2,472
-4% -$42.1K
PKD
2343
DELISTED
Parker Drilling Company
PKD
$1.1M ﹤0.01%
14,861
-1,273
-8% -$117K
HAFC icon
2344
Hanmi Financial
HAFC
$942M
$1.1M ﹤0.01%
54,574
-39,029
-42% -$816K
BSFT
2345
DELISTED
BroadSoft, Inc.
BSFT
$1.1M ﹤0.01%
52,271
+12,104
+30% +$286K
BLX icon
2346
Bladex Inc
BLX
$2.23B
$1.09M ﹤0.01%
35,629
+20,462
+135% +$639K
ROCK icon
2347
Gibraltar Industries
ROCK
$1.36B
$1.09M ﹤0.01%
79,755
-4,945
-6% -$75.8K
BCC icon
2348
Boise Cascade
BCC
$2.75B
$1.09M ﹤0.01%
36,154
+9,311
+35% +$272K
GSIG
2349
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.09M ﹤0.01%
94,847
-14,216
-13% -$173K
ZEP
2350
DELISTED
ZEP INC COM STK (DE)
ZEP
$1.09M ﹤0.01%
77,696
-1,272
-2% -$20.3K
92 93
94
95 96

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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.