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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
OCSL icon
3226
Oaktree Specialty Lending
OCSL
$1.03B
$207K ﹤0.01%
7,533
-39,535
-84% -$1.15M
RMT
3227
Royce Micro-Cap Trust
RMT
$736M
$207K ﹤0.01%
17,598
-2,066
-11% -$25.4K
KSPN
3228
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$206K ﹤0.01%
2,815
-8
-0.3% -$582
MFIN icon
3229
Medallion Financial
MFIN
$226M
$205K ﹤0.01%
17,609
-649
-4% -$7.73K
JGW
3230
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
$203K ﹤0.01%
16,353
-3,209
-16% -$38.6K
TZOO icon
3231
Travelzoo
TZOO
$103M
$202K ﹤0.01%
13,058
-1,383
-10% -$23.9K
LF
3232
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$201K ﹤0.01%
+33,636
New +$225K
PCTY icon
3233
Paylocity
PCTY
$6.71B
$200K ﹤0.01%
+10,195
New +$219K
BV
3234
DELISTED
Bazaarvoice, Inc.
BV
$199K ﹤0.01%
26,880
-8,007
-23% -$60.5K
PTX
3235
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$199K ﹤0.01%
2,589
-385
-13% -$30.3K
MHF
3236
Western Asset Municipal High Income Fund
MHF
$151M
$198K ﹤0.01%
27,278
-9,748
-26% -$72.3K
RP
3237
DELISTED
RealPage, Inc.
RP
$198K ﹤0.01%
+12,766
New +$218K
HBIO icon
3238
Harvard Bioscience
HBIO
$27.1M
$196K ﹤0.01%
4,799
-7
-0.1% -$322
SREV
3239
DELISTED
ServiceSource International, Inc.
SREV
$196K ﹤0.01%
60,690
+8,648
+17% +$34.7K
AVHI
3240
DELISTED
A V Homes, Inc.
AVHI
$195K ﹤0.01%
13,322
-836
-6% -$13.1K
FRNK
3241
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$193K ﹤0.01%
10,389
-81
-0.8% -$1.64K
GBNK
3242
DELISTED
Guaranty Bancorp
GBNK
$192K ﹤0.01%
+14,187
New +$195K
JIVE
3243
DELISTED
Jive Software, Inc.
JIVE
$190K ﹤0.01%
32,560
-11,381
-26% -$81.3K
MNKD icon
3244
MannKind Corp
MNKD
$1.28B
$189K ﹤0.01%
6,394
+90
+1% +$3.55K
KRNY icon
3245
Kearny Financial
KRNY
$592M
$187K ﹤0.01%
19,316
-1,340
-6% -$14.6K
ACTA
3246
DELISTED
Actua Corp
ACTA
$187K ﹤0.01%
11,684
-3,794
-25% -$67.1K
AUY
3247
DELISTED
Yamana Gold, Inc.
AUY
$186K ﹤0.01%
31,080
-5,706
-16% -$45.5K
BSTG
3248
DELISTED
Biostage, Inc. Common Stock
BSTG
$186K ﹤0.01%
22,986
-2,448
-10% -$20K
NES
3249
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$186K ﹤0.01%
12,636
-4,893
-28% -$77.6K
EDMC
3250
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$186K ﹤0.01%
170,588
-16,544
-9% -$22.9K
128 129
130
131 132

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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.