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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
MGI
3126
DELISTED
MoneyGram International, Inc. New
MGI
$285K ﹤0.01%
22,719
+8,339
+58% +$118K
AFSD
3127
DELISTED
AFLAC Inc
AFSD
$285K ﹤0.01%
+11,735
New +$287K
CVGI icon
3128
Commercial Vehicle Group
CVGI
$157M
$284K ﹤0.01%
45,973
+15,813
+52% +$139K
CTW.CL
3129
DELISTED
Qwest Corporation
CTW.CL
$282K ﹤0.01%
10,836
-4,031
-27% -$107K
CTY
3130
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$282K ﹤0.01%
12,142
-129
-1% -$3.05K
MTSI icon
3131
MACOM Technology Solutions
MTSI
$20.4B
$281K ﹤0.01%
+12,876
New +$286K
AVD icon
3132
American Vanguard Corp
AVD
$73.5M
$280K ﹤0.01%
25,001
+2,343
+10% +$30.2K
PCW
3133
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$280K ﹤0.01%
44,931
+528
+1% +$3.29K
BWEN icon
3134
Broadwind
BWEN
$113M
$279K ﹤0.01%
37,290
-3,689
-9% -$32.1K
KEM
3135
DELISTED
KEMET Corporation
KEM
$278K ﹤0.01%
67,518
+67
+0.1% +$342
GBLI icon
3136
Global Indemnity Group
GBLI
$394M
$277K ﹤0.01%
10,976
+565
+5% +$14.6K
FBNK
3137
DELISTED
First Connecticut Bancorp, Inc
FBNK
$276K ﹤0.01%
19,056
+766
+4% +$11.7K
NBIX icon
3138
Neurocrine Biosciences
NBIX
$17.7B
$275K ﹤0.01%
17,575
+1,185
+7% +$17.7K
TPST icon
3139
Tempest Therapeutics
TPST
$14.8M
$275K ﹤0.01%
+6
New +$210K
WSR
3140
DELISTED
Whitestone REIT
WSR
$275K ﹤0.01%
19,702
+4,376
+29% +$65.3K
WMC
3141
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$275K ﹤0.01%
+1,862
New +$270K
BFIN
3142
DELISTED
BankFinancial
BFIN
$274K ﹤0.01%
26,352
-789
-3% -$8.32K
ESSA
3143
DELISTED
ESSA Bancorp
ESSA
$274K ﹤0.01%
24,290
-244
-1% -$2.77K
LUB
3144
DELISTED
Luby's Inc.
LUB
$274K ﹤0.01%
51,590
-41
-0.1% -$216
WEYS icon
3145
Weyco Group
WEYS
$364M
$273K ﹤0.01%
10,874
-253
-2% -$6.75K
GUID
3146
DELISTED
Guidance Software, Inc.
GUID
$271K ﹤0.01%
40,281
+15,219
+61% +$119K
RBS.PRQ
3147
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$271K ﹤0.01%
10,839
-192
-2% -$4.8K
OREX
3148
DELISTED
Orexigen Therapeutics, Inc.
OREX
$271K ﹤0.01%
6,352
-334
-5% -$17.9K
NHS
3149
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$270K ﹤0.01%
20,887
+602
+3% +$8.06K
MTA
3150
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$270K ﹤0.01%
37,300
– –
124 125
126
127 128

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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.