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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
NOG icon
2726
Northern Oil and Gas
NOG
$2.21B
$645K ﹤0.01%
4,539
+1,782
+65% +$286K
PSEC icon
2727
Prospect Capital
PSEC
$1.12B
$645K ﹤0.01%
65,110
-147,461
-69% -$1.56M
RENT
2728
DELISTED
RENTRAK CORP
RENT
$644K ﹤0.01%
10,570
+124
+1% +$6.47K
WSBF icon
2729
Waterstone Financial
WSBF
$363M
$642K ﹤0.01%
55,625
+1,235
+2% +$14.1K
IDCC icon
2730
InterDigital
IDCC
$6.7B
$640K ﹤0.01%
16,066
+425
+3% +$18.7K
IRWD icon
2731
Ironwood Pharmaceuticals
IRWD
$644M
$640K ﹤0.01%
58,990
-2,715
-4% -$31.1K
XXIA
2732
DELISTED
Ixia
XXIA
$637K ﹤0.01%
69,679
-4,589
-6% -$46.1K
CSG
2733
DELISTED
CHAMBERS STR PPTYS COM
CSG
$633K ﹤0.01%
84,103
+31,433
+60% +$246K
NXP icon
2734
Nuveen Select Tax-Free Income Portfolio
NXP
$897M
$631K ﹤0.01%
45,764
-5,094
-10% -$70.3K
DMB
2735
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$630K ﹤0.01%
53,554
+4,220
+9% +$49.4K
FNFV
2736
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$627K ﹤0.01%
+59,804
New +$713K
TESS
2737
DELISTED
Tessco Technologies Inc
TESS
$626K ﹤0.01%
21,600
-5
-0% -$155
ISG.CL
2738
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$625K ﹤0.01%
24,901
-482
-2% -$12.2K
COHR icon
2739
Coherent
COHR
$53.1B
$623K ﹤0.01%
52,958
+1,626
+3% +$22.1K
WNEB icon
2740
Western New England Bancorp
WNEB
$290M
$622K ﹤0.01%
88,161
-989
-1% -$7.15K
AT
2741
DELISTED
Atlantic Power Corporation
AT
$622K ﹤0.01%
261,552
-22,870
-8% -$82.7K
CHDX
2742
DELISTED
CHINDEX INTL INC
CHDX
$622K ﹤0.01%
25,930
-1,535
-6% -$36.4K
DWSN
2743
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
$619K ﹤0.01%
34,074
+434
+1% +$10.5K
ACHN
2744
DELISTED
Achillion Pharmaceuticals
ACHN
$618K ﹤0.01%
61,909
+7,791
+14% +$72.3K
SEAC
2745
DELISTED
Seachange International Inc
SEAC
$617K ﹤0.01%
4,434
+10
+0.2% +$1.52K
CEA
2746
DELISTED
China Eastern Airlines
CEA
$615K ﹤0.01%
38,319
+3,032
+9% +$49.8K
IXYS
2747
DELISTED
IXYS Corp
IXYS
$612K ﹤0.01%
58,240
+44
+0.1% +$517
COHU icon
2748
Cohu
COHU
$2.26B
$610K ﹤0.01%
50,973
+3,851
+8% +$45.2K
FCBC icon
2749
First Community Bankshares
FCBC
$909M
$610K ﹤0.01%
42,655
+621
+1% +$9.33K
EPB
2750
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$608K ﹤0.01%
15,146
-5,437
-26% -$208K
108 109
110
111 112

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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.