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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
BIOL
3351
DELISTED
Biolase, Inc.
BIOL
$80K ﹤0.01%
+3
New +$84.8K
LBMH
3352
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$80K ﹤0.01%
+25,686
New +$81.1K
MBII
3353
DELISTED
Marrone Bio Innovations, Inc.
MBII
$79K ﹤0.01%
+29,609
New +$198K
PT
3354
DELISTED
PORTUGAL TELECOM SGPS, S.A.
PT
$79K ﹤0.01%
38,002
-122,261
-76% -$277K
HEOP
3355
DELISTED
Heritage Oaks Bancorp
HEOP
$79K ﹤0.01%
+11,344
New +$80.5K
KOPN icon
3356
Kopin
KOPN
$663M
$78K ﹤0.01%
+22,872
New +$82.2K
VRS
3357
DELISTED
VERSO CORP COM STK (DE)
VRS
$78K ﹤0.01%
+24,452
New +$73.7K
SPNS
3358
DELISTED
Sapiens International
SPNS
$76K ﹤0.01%
+10,219
New +$79.5K
VHI icon
3359
Valhi
VHI
$385M
$76K ﹤0.01%
+970
New +$82.6K
LTS
3360
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$71K ﹤0.01%
+16,689
New +$60.2K
EGIO
3361
DELISTED
Edgio, Inc. Common Stock
EGIO
$68K ﹤0.01%
+732
New +$74.6K
COWN
3362
DELISTED
Cowen Inc. Class A Common Stock
COWN
$68K ﹤0.01%
+4,504
New +$73.8K
TLRA
3363
DELISTED
Telaria, Inc.
TLRA
$65K ﹤0.01%
27,658
-17,120
-38% -$55.2K
UNXL
3364
DELISTED
Uni-Pixel, Inc.
UNXL
$64K ﹤0.01%
+10,044
New +$74.7K
FRO icon
3365
Frontline
FRO
$8.75B
$63K ﹤0.01%
9,965
-14,055
-59% -$154K
CTIC
3366
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$62K ﹤0.01%
+2,550
New +$66.3K
ENVI
3367
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
$61K ﹤0.01%
+33,368
New +$66.5K
BCOV
3368
DELISTED
Brightcove, Inc.
BCOV
$60K ﹤0.01%
+10,787
New +$75.9K
BALT
3369
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
$60K ﹤0.01%
+14,383
New +$78.1K
ZX
3370
DELISTED
China Zenix Auto Internatl Ltd
ZX
$60K ﹤0.01%
+33,941
New +$72.8K
GALT icon
3371
Galectin Therapeutics
GALT
$229M
$59K ﹤0.01%
+11,683
New +$91K
SQNM
3372
DELISTED
SEQUENOM INC NEW
SQNM
$57K ﹤0.01%
19,037
-62,286
-77% -$228K
XIN
3373
DELISTED
Xinyuan Real Estate
XIN
$56K ﹤0.01%
+1,898
New +$69.9K
CYNI
3374
DELISTED
CYAN INC COM
CYNI
$55K ﹤0.01%
+17,695
New +$65.9K
DAC icon
3375
Danaos Corp
DAC
$2.55B
$54K ﹤0.01%
+754
New +$60.6K
133 134
135
136 137

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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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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.