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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
ACFN
3401
DELISTED
Acorn Energy Inc
ACFN
$18K ﹤0.01%
+11,623
New +$23.4K
CNVS icon
3402
Cineverse
CNVS
$55M
$17K ﹤0.01%
+55
New +$23.1K
LXRX icon
3403
Lexicon Pharmaceuticals
LXRX
$1.02B
$16K ﹤0.01%
+1,618
New +$17.3K
CRRS
3404
DELISTED
CORPORATE RESOURCE SERVICES, INC. COMMON STOCK
CRRS
$16K ﹤0.01%
+10,984
New +$21.3K
TBRA
3405
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
$11K ﹤0.01%
+1,121
New +$22.1K
RCPI
3406
DELISTED
ROCK CREEK PHARMACEUTICALS INC COM STK (DE)
RCPI
$7K ﹤0.01%
+1,042
New +$10.3K
AGM icon
3407
Federal Agricultural Mortgage
AGM
$2.27B
– –
-7,195
Closed -$224K
ALX
3408
Alexander's
ALX
$1.4B
– –
-2,458
Closed -$908K
ASPS icon
3409
Altisource Portfolio Solutions
ASPS
$65.4M
– –
-991
Closed -$909K
ASR icon
3410
Grupo Aeroportuario del Sureste
ASR
$8.03B
– –
-4,931
Closed -$626K
BBDC icon
3411
Barings BDC
BBDC
$862M
– –
-9,223
Closed -$262K
BF.A icon
3412
Brown-Forman Class A
BF.A
$12.3B
– –
-5,810
Closed -$215K
BH icon
3413
Biglari Holdings Class B
BH
$1.2B
– –
-8,170
Closed -$2.14M
BMRC icon
3414
Bank of Marin Bancorp
BMRC
$466M
– –
-9,842
Closed -$224K
BOND icon
3415
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.28B
– –
-3,690
Closed -$402K
BRK.A icon
3416
Berkshire Hathaway Class A
BRK.A
$1.07T
– –
-3
Closed -$570K
BTE icon
3417
Baytex Energy
BTE
$3.08B
– –
-8,631
Closed -$398K
BWX icon
3418
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
– –
-14,088
Closed -$428K
CACC icon
3419
Credit Acceptance
CACC
$6B
– –
-7,834
Closed -$964K
CDW icon
3420
CDW
CDW
$17.1B
– –
-15,753
Closed -$502K
CMPR icon
3421
Cimpress
CMPR
$2.37B
– –
-9,006
Closed -$364K
CTRE icon
3422
CareTrust REIT
CTRE
$10.2B
– –
-25,630
Closed -$507K
CVGW
3423
DELISTED
Calavo Growers
CVGW
– –
-6,092
Closed -$206K
DCOM icon
3424
Dime Commercial Bancshares
DCOM
$1.75B
– –
-9,245
Closed -$222K
DLN icon
3425
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
– –
-7,776
Closed -$275K
135 136
137
138 139

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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.