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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
AED.CL
3501
DELISTED
Aegon NV
AED.CL
– –
-13,571
Closed -$345K
ENLK
3502
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-13,031
Closed -$410K
SEP
3503
DELISTED
Spectra Engy Parters Lp
SEP
– –
-6,558
Closed -$350K
CTX.CL
3504
DELISTED
Qwest Corporation
CTX.CL
– –
-10,142
Closed -$263K
DEL
3505
DELISTED
Deltic Timber
DEL
– –
-5,734
Closed -$346K
CUDA
3506
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-6,624
Closed -$205K
ARH.PRC.CL
3507
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
– –
-10,083
Closed -$266K
HTWR
3508
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-3,638
Closed -$322K
BCS.PRC
3509
DELISTED
BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS (UK)
BCS.PRC
– –
-9,976
Closed -$257K
RCAP
3510
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
– –
-10,135
Closed -$215K
KIM.PRH
3511
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
– –
-8,772
Closed -$229K
AFQ.CL
3512
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
– –
-9,096
Closed -$238K
GEVA
3513
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
– –
-3,141
Closed -$329K
APL
3514
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
– –
-10,776
Closed -$371K
KMR
3515
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$0 ﹤0.01%
1,616,539
-295,426
-15% -$25.5M
DRU.CL
3516
DELISTED
DOMINION RES INC VA NEW 2009 SER A 8.375% ENHCD JR SUB NTS
DRU.CL
– –
-12,272
Closed -$313K
VNOD.CL
3517
DELISTED
VORNADO REALTY LP 7.875% PUB INCOME NTS DUE 10/01/2039
VNOD.CL
– –
-17,638
Closed -$450K
ITMN
3518
DELISTED
INTERMUNE INC
ITMN
– –
-43,701
Closed -$1.93M
ARX
3519
DELISTED
Aeroflex Holding Corp (DE)
ARX
– –
-76,678
Closed -$805K
MCRS
3520
DELISTED
MICROS SYSTEMS INC
MCRS
– –
-64,513
Closed -$4.38M
SUSS
3521
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
– –
-58,852
Closed -$4.75M
HSH
3522
DELISTED
HILLSHIRE BRANDS CO
HSH
– –
-212,317
Closed -$13.2M
UNS
3523
DELISTED
UNS ENERGY CORP COM
UNS
– –
-75,095
Closed -$4.54M
QCOR
3524
DELISTED
QUESTCOR PHARMA INC
QCOR
– –
-39,567
Closed -$3.66M
IDIX
3525
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
– –
-109,418
Closed -$2.64M
139 140
141
142 143

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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.