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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
SMA
2501
DELISTED
SYMMETRY MEDICAL INC
SMA
$889K ﹤0.01%
88,085
+1,531
+2% +$14.2K
TG icon
2502
Tredegar Corp
TG
$260M
$887K ﹤0.01%
48,190
-2,129
-4% -$44.2K
DSPG
2503
DELISTED
DSP Group Inc
DSPG
$887K ﹤0.01%
99,955
+2,338
+2% +$20.7K
CFNL
2504
DELISTED
Cardinal Financial Corp
CFNL
$887K ﹤0.01%
51,965
+11,982
+30% +$214K
III icon
2505
Information Services Group
III
$192M
$886K ﹤0.01%
233,106
+28,680
+14% +$123K
EZPW icon
2506
Ezcorp Inc
EZPW
$1.87B
$885K ﹤0.01%
89,320
+7,809
+10% +$81K
PIKE
2507
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$884K ﹤0.01%
74,369
-11,053
-13% -$118K
RBS.PRL.CL
2508
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$883K ﹤0.01%
38,118
-682
-2% -$15.8K
AVAV icon
2509
AeroVironment
AVAV
$7.81B
$882K ﹤0.01%
29,344
+1,003
+4% +$31.9K
LDRH
2510
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$882K ﹤0.01%
+28,321
New +$734K
C.PRC.CL
2511
DELISTED
Citigroup Inc.
C.PRC.CL
$881K ﹤0.01%
36,997
-599
-2% -$14.2K
DYN
2512
DELISTED
Dynegy, Inc.
DYN
$881K ﹤0.01%
30,544
-14,074
-32% -$418K
GG
2513
DELISTED
Goldcorp Inc
GG
$880K ﹤0.01%
38,209
+12,797
+50% +$344K
RGR icon
2514
Sturm, Ruger & Co
RGR
$620M
$878K ﹤0.01%
18,029
+2,406
+15% +$127K
ASEI
2515
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$877K ﹤0.01%
15,842
+379
+2% +$23.3K
RDNT icon
2516
RadNet
RDNT
$4.84B
$875K ﹤0.01%
+132,113
New +$854K
VIVO
2517
DELISTED
Meridian Bioscience Inc
VIVO
$875K ﹤0.01%
49,487
-815
-2% -$16K
SIMG
2518
DELISTED
SILICON IMAGE INC
SIMG
$873K ﹤0.01%
173,133
-1,886
-1% -$9.4K
MED icon
2519
Medifast
MED
$110M
$872K ﹤0.01%
26,553
+7,697
+41% +$236K
TSRO
2520
DELISTED
TESARO, Inc.
TSRO
$871K ﹤0.01%
+32,360
New +$951K
RDEN
2521
DELISTED
ELIZABETH ARDEN INC
RDEN
$870K ﹤0.01%
51,943
+5,648
+12% +$107K
MSEX icon
2522
Middlesex Water
MSEX
$1.05B
$869K ﹤0.01%
44,348
+121
+0.3% +$2.47K
CTWS
2523
DELISTED
Connecticut Water Service Inc
CTWS
$866K ﹤0.01%
26,649
+2,612
+11% +$85.4K
GFA
2524
DELISTED
Gafisa S.A.
GFA
$866K ﹤0.01%
26,887
-3,500
-12% -$136K
ACOR
2525
DELISTED
Acorda Therapeutics
ACOR
$865K ﹤0.01%
213
+31
+17% +$116K
99 100
101
102 103

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MCM
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PSUF
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BAM
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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.