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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
IMOS
2776
ChipMOS TECHNOLOGIES
IMOS
$1.9B
$584K ﹤0.01%
23,425
-2,699
-10% -$70.9K
BTA
2777
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$583K ﹤0.01%
51,784
+4,138
+9% +$46.2K
VZA.CL
2778
DELISTED
Verizon Communications Inc.
VZA.CL
$583K ﹤0.01%
22,373
+5,513
+33% +$143K
RSPP
2779
DELISTED
RSP Permian, Inc.
RSPP
$583K ﹤0.01%
22,814
+16,237
+247% +$451K
STNR
2780
DELISTED
STEINER LEISURE LTD
STNR
$583K ﹤0.01%
15,522
+1,790
+13% +$72.9K
BOOM icon
2781
DMC Global
BOOM
$117M
$582K ﹤0.01%
30,538
-2,559
-8% -$52.4K
GSF.CL
2782
DELISTED
GOLDMAN SACHS GROUP INC 6.125% NTS DUE 2060
GSF.CL
$582K ﹤0.01%
22,418
-2,582
-10% -$66.8K
ABR icon
2783
Arbor Realty Trust
ABR
$975M
$580K ﹤0.01%
86,051
+2,016
+2% +$14K
DDC
2784
DELISTED
Dominion Diamond Corporation
DDC
$580K ﹤0.01%
+40,703
New +$568K
HILL
2785
DELISTED
DOT HILL SYSTEMS CORP
HILL
$579K ﹤0.01%
153,142
-151
-0.1% -$591
BCS.PRA.CL
2786
DELISTED
Barclays Bank Plc Series 3
BCS.PRA.CL
$579K ﹤0.01%
22,487
-270
-1% -$6.93K
MSD
2787
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$578K ﹤0.01%
59,554
+22,017
+59% +$221K
MVC
2788
DELISTED
MVC Capital, Inc.
MVC
$577K ﹤0.01%
53,596
-7,930
-13% -$98K
TRK
2789
DELISTED
Speedway Motorsports, Inc.
TRK
$577K ﹤0.01%
33,847
-1,673
-5% -$29.8K
PTLA
2790
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$575K ﹤0.01%
+22,735
New +$599K
GEB.CL
2791
DELISTED
General Electric Capital Corp
GEB.CL
$575K ﹤0.01%
23,516
-362
-2% -$8.83K
GS.PRK
2792
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$574K ﹤0.01%
22,679
-307
-1% -$7.91K
JBSS icon
2793
John B. Sanfilippo & Son
JBSS
$984M
$573K ﹤0.01%
17,706
-139
-0.8% -$4.03K
JPM.PRA.CL
2794
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$571K ﹤0.01%
25,156
-83
-0.3% -$1.89K
PGEM
2795
DELISTED
Ply Gem Holdings, Inc.
PGEM
$571K ﹤0.01%
52,653
+13,926
+36% +$145K
ZUMZ icon
2796
Zumiez
ZUMZ
$327M
$570K ﹤0.01%
20,296
+370
+2% +$10.9K
CLS icon
2797
Celestica
CLS
$35.5B
$569K ﹤0.01%
56,050
-3,368
-6% -$37.4K
PSUN
2798
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$569K ﹤0.01%
315,915
-17,379
-5% -$36.2K
GEH.CL
2799
DELISTED
General Electric Capital Corp.
GEH.CL
$567K ﹤0.01%
23,571
-360
-2% -$8.66K
BML.PRI.CL
2800
DELISTED
Bank Of America Corporation
BML.PRI.CL
$566K ﹤0.01%
22,751
-372
-2% -$9.3K
110 111
112
113 114

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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.