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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
ONE
3301
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$126K ﹤0.01%
51,143
-7,532
-13% -$28.6K
QUIK icon
3302
QuickLogic
QUIK
$224M
$125K ﹤0.01%
2,995
+47
+2% +$2.46K
CRWN
3303
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$125K ﹤0.01%
+39,006
New +$133K
SFXE
3304
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$125K ﹤0.01%
+24,977
New +$167K
DHT icon
3305
DHT Holdings
DHT
$2.97B
$123K ﹤0.01%
+20,018
New +$135K
GYRO icon
3306
Gyrodyne
GYRO
$12.5M
$123K ﹤0.01%
+2,210
New +$126K
LEAF
3307
DELISTED
Leaf Group Ltd.
LEAF
$123K ﹤0.01%
13,861
-9,930
-42% -$94.6K
SOL
3308
DELISTED
Emeren Group
SOL
$122K ﹤0.01%
+8,139
New +$114K
CACB
3309
DELISTED
Cascade Bancorp
CACB
$118K ﹤0.01%
+23,424
New +$123K
SALM
3310
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$116K ﹤0.01%
+15,191
New +$129K
POWR
3311
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$115K ﹤0.01%
11,980
-13,810
-54% -$141K
MM
3312
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$115K ﹤0.01%
61,886
-2,884
-4% -$8.25K
GMAN
3313
DELISTED
Gordmans Stores, Inc.
GMAN
$115K ﹤0.01%
+33,622
New +$122K
PWE
3314
DELISTED
Penn West Energy Petroleum Ltd
PWE
$114K ﹤0.01%
16,915
-24,646
-59% -$195K
GAGA
3315
DELISTED
LE GAGA HOLDINGS LTD ADS
GAGA
$114K ﹤0.01%
+28,872
New +$111K
TAT
3316
DELISTED
TransAtlantic Petroleum LTD.
TAT
$114K ﹤0.01%
+12,669
New +$135K
ACTS
3317
DELISTED
Actions Semiconductor Co
ACTS
$112K ﹤0.01%
+51,364
New +$115K
DXM
3318
DELISTED
DEX MEDIA INC NEW COM STK (DE)
DXM
$112K ﹤0.01%
11,728
-9,207
-44% -$109K
VHC icon
3319
VirnetX Holding Corp
VHC
$52.3M
$110K ﹤0.01%
916
-262
-22% -$70.2K
XBKS
3320
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$110K ﹤0.01%
+7,211
New +$118K
MCGC
3321
DELISTED
MCG CAP CORP
MCGC
$110K ﹤0.01%
31,325
-52,542
-63% -$207K
ENTR
3322
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$110K ﹤0.01%
+41,328
New +$118K
ARNA
3323
DELISTED
Arena Pharmaceuticals Inc
ARNA
$108K ﹤0.01%
+2,574
New +$115K
VSTM icon
3324
Verastem
VSTM
$532M
$107K ﹤0.01%
+1,048
New +$110K
DRL
3325
DELISTED
DORAL FINANCIAL CORPORATION (NEW)
DRL
$105K ﹤0.01%
+15,839
New +$101K
131 132
133
134 135

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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.