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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
KBE icon
3076
State Street SPDR S&P Bank ETF
KBE
$1.64B
$322K ﹤0.01%
+10,100
New +$328K
RM icon
3077
Regional Management Corp
RM
$384M
$322K ﹤0.01%
17,920
+3,596
+25% +$60.2K
EDD
3078
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$372M
$321K ﹤0.01%
+27,200
New +$352K
SNMX
3079
DELISTED
Senomyx, Inc.
SNMX
$321K ﹤0.01%
39,169
-994
-2% -$7.91K
HCN.PRJ.CL
3080
DELISTED
Welltower Inc.
HCN.PRJ.CL
$320K ﹤0.01%
12,361
+2,181
+21% +$56.4K
JPM.PRE.CL
3081
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$318K ﹤0.01%
+12,750
New +$317K
SMI
3082
DELISTED
Semiconductor Manufacturing Intl
SMI
$314K ﹤0.01%
61,705
+7,414
+14% +$35K
MS.PRF icon
3083
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$312K ﹤0.01%
11,923
+3,321
+39% +$88.8K
CLCT
3084
DELISTED
Collectors Universe
CLCT
$312K ﹤0.01%
+14,191
New +$287K
PSMI
3085
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
$312K ﹤0.01%
+25,226
New +$234K
TCF.PRB.CL
3086
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$312K ﹤0.01%
11,873
-206
-2% -$5.43K
OPK icon
3087
Opko Health
OPK
$921M
$310K ﹤0.01%
36,390
+1,597
+5% +$14K
EWM icon
3088
iShares MSCI Malaysia ETF
EWM
$305M
$309K ﹤0.01%
5,010
+1,544
+45% +$98.4K
ODC icon
3089
Oil-Dri
ODC
$1.43B
$309K ﹤0.01%
23,726
-1,484
-6% -$22K
VOLC
3090
DELISTED
VOLCANO CORPORATION COM STK
VOLC
$309K ﹤0.01%
29,074
-1,188
-4% -$16.5K
NEE.PRI
3091
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$309K ﹤0.01%
14,112
-177
-1% -$3.86K
SHLO
3092
DELISTED
Shiloh Industries Inc
SHLO
$307K ﹤0.01%
18,027
-85
-0.5% -$1.48K
INTX
3093
DELISTED
Intersections, Inc.
INTX
$307K ﹤0.01%
79,942
-2,680
-3% -$10.7K
HOFT icon
3094
Hooker Furnishings Corp
HOFT
$148M
$306K ﹤0.01%
20,127
-44
-0.2% -$675
STT.PRD
3095
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$305K ﹤0.01%
11,879
-156
-1% -$4.03K
PENN icon
3096
PENN Entertainment
PENN
$2.74B
$304K ﹤0.01%
27,143
+3,194
+13% +$36K
HALL
3097
DELISTED
Hallmark Financial Services, Inc.
HALL
$304K ﹤0.01%
2,952
-35
-1% -$3.4K
AIXG
3098
DELISTED
Aixtron SE
AIXG
$304K ﹤0.01%
20,091
-1,835
-8% -$24.7K
LGTY
3099
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$303K ﹤0.01%
34,356
+4,137
+14% +$38.4K
ELGX
3100
DELISTED
Endologix Inc
ELGX
$303K ﹤0.01%
2,854
-85
-3% -$11.8K
122 123
124
125 126

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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.