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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
TLPH icon
3326
Talphera
TLPH
$70.1M
$104K ﹤0.01%
+950
New +$149K
AXIA
3327
AXIA Energia
AXIA
$22.6B
$103K ﹤0.01%
+48,048
New +$117K
GYRE icon
3328
Gyre Therapeutics
GYRE
$662M
$102K ﹤0.01%
+51
New +$126K
ARRY
3329
DELISTED
Array Biopharma Inc
ARRY
$102K ﹤0.01%
+28,665
New +$113K
CNTY icon
3330
Century Casinos
CNTY
$32.9M
$101K ﹤0.01%
+19,593
New +$105K
OIIM
3331
DELISTED
02Micro International
OIIM
$101K ﹤0.01%
+38,071
New +$116K
CCM
3332
Concord Medical Services
CCM
$18.7M
$100K ﹤0.01%
+1,391
New +$111K
HXM
3333
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
$98K ﹤0.01%
+98,900
New +$98K
CCSC
3334
DELISTED
COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD ADS CAYMAN ISL
CCSC
$97K ﹤0.01%
+15,052
New +$110K
IMI
3335
DELISTED
Intermolecular, Inc.
IMI
$96K ﹤0.01%
+41,540
New +$95.1K
CORR
3336
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$94K ﹤0.01%
+2,501
New +$99.2K
CERS icon
3337
Cerus
CERS
$587M
$92K ﹤0.01%
+22,955
New +$88.3K
FUBC
3338
DELISTED
1st United Bancorp (Florida)
FUBC
$92K ﹤0.01%
+10,751
New +$92.5K
QTWW
3339
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
$91K ﹤0.01%
+24,408
New +$120K
GNE icon
3340
Genie Energy
GNE
$378M
$89K ﹤0.01%
+12,729
New +$92.9K
MPX
3341
DELISTED
Marine Products Corp
MPX
$88K ﹤0.01%
+11,204
New +$92.2K
RIGL icon
3342
Rigel Pharmaceuticals
RIGL
$680M
$87K ﹤0.01%
4,472
-2,705
-38% -$76.4K
AOI
3343
DELISTED
Alliance One International
AOI
$87K ﹤0.01%
+4,417
New +$100K
XXII
3344
22nd Century Group
XXII
$1.47M
– –
0
– –
VTG
3345
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
$86K ﹤0.01%
+67,663
New +$121K
STP
3346
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
$85K ﹤0.01%
432,553
– –
NETI
3347
DELISTED
Eneti Inc.
NETI
$84K ﹤0.01%
+129
New +$114K
SZMK
3348
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$83K ﹤0.01%
+10,720
New +$95.6K
CLNE icon
3349
Clean Energy Fuels
CLNE
$447M
$81K ﹤0.01%
+10,436
New +$102K
GAIA icon
3350
Gaia
GAIA
$47.3M
$80K ﹤0.01%
+10,901
New +$76.9K
132 133
134
135 136

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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.