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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
HALO icon
3201
Halozyme
HALO
$9.72B
$226K ﹤0.01%
24,848
+499
+2% +$4.75K
RTEC
3202
DELISTED
Rudolph Technologies Inc
RTEC
$226K ﹤0.01%
24,949
+1,303
+6% +$12.5K
I
3203
DELISTED
INTELSAT S. A.
I
$225K ﹤0.01%
13,151
-1,129
-8% -$20.4K
AXS.PRD.CL
3204
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$225K ﹤0.01%
+10,147
New +$230K
MFLX
3205
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$225K ﹤0.01%
24,056
-669
-3% -$6.84K
DGAS
3206
DELISTED
Delta Natural Gas Co Inc
DGAS
$224K ﹤0.01%
11,339
-1,181
-9% -$23.8K
MDCI
3207
DELISTED
MEDICAL ACTION INDS INC
MDCI
$224K ﹤0.01%
+16,264
New +$224K
GOGO icon
3208
Gogo Inc
GOGO
$515M
$222K ﹤0.01%
+13,179
New +$225K
MRIN
3209
DELISTED
Marin Software
MRIN
$221K ﹤0.01%
613
+134
+28% +$50.4K
RLD
3210
DELISTED
REALD INC COM STK
RLD
$221K ﹤0.01%
23,565
-888
-4% -$8.93K
JMI
3211
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$220K ﹤0.01%
+18,291
New +$241K
TCRT icon
3212
Alaunos Therapeutics
TCRT
$4.74M
$219K ﹤0.01%
554
-27
-5% -$13K
CSUN
3213
DELISTED
CHINA SUNERGY CO LTD ADS(CAYMAN ISLANDS)
CSUN
$219K ﹤0.01%
+76,695
New +$237K
XENT
3214
DELISTED
Intersect ENT, Inc
XENT
$218K ﹤0.01%
+14,071
New +$212K
ESRT icon
3215
Empire State Realty Trust
ESRT
$976M
$217K ﹤0.01%
14,471
+677
+5% +$11K
CLFD icon
3216
Clearfield
CLFD
$421M
$216K ﹤0.01%
16,936
-663
-4% -$9.23K
SAAS
3217
DELISTED
inContact, Inc.
SAAS
$216K ﹤0.01%
24,792
+1,188
+5% +$10.5K
VNDA icon
3218
Vanda Pharmaceuticals
VNDA
$312M
$215K ﹤0.01%
20,747
-5,449
-21% -$71.4K
ZAGG
3219
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$214K ﹤0.01%
+38,276
New +$217K
PSEM
3220
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$214K ﹤0.01%
+22,004
New +$206K
MNTA
3221
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$212K ﹤0.01%
+18,738
New +$214K
SSNI
3222
DELISTED
Silver Spring Networks, Inc.
SSNI
$211K ﹤0.01%
+21,823
New +$238K
XPRO icon
3223
Expro Ltd
XPRO
$1.79B
$210K ﹤0.01%
+1,869
New +$239K
GSH
3224
DELISTED
Guangshen Railway Co. Ltd
GSH
$209K ﹤0.01%
+10,607
New +$214K
ENPH icon
3225
Enphase Energy
ENPH
$4.84B
$207K ﹤0.01%
+13,842
New +$175K
127 128
129
130 131

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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.