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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
EQU
3526
DELISTED
EQUAL ENERGY LTD COM
EQU
– –
-97,139
Closed -$526K
ESC
3527
DELISTED
EMERITUS CORP
ESC
– –
-37,574
Closed -$1.19M
SGK
3528
DELISTED
SCHAWK INC CL-A
SGK
– –
-33,971
Closed -$692K
OPEN
3529
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
– –
-20,733
Closed -$2.15M
CCH
3530
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
– –
-57,670
Closed -$1.31M
FIO
3531
DELISTED
FUSION-IO INC COM
FIO
– –
-77,362
Closed -$874K
HITT
3532
DELISTED
HITTITE MICROWAVE CORP
HITT
– –
-41,012
Closed -$3.2M
CBEY
3533
DELISTED
CBEYOND INC COM STK
CBEY
– –
-242,990
Closed -$2.42M
GA
3534
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
– –
-165,186
Closed -$1.96M
FURX
3535
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
– –
-3,590
Closed -$381K
TXI
3536
DELISTED
TEXAS INDUSTRIES INC
TXI
– –
-18,545
Closed -$1.71M
FRX
3537
DELISTED
FOREST LABORATORIES INC
FRX
– –
-370,539
Closed -$36.7M
MDTH
3538
DELISTED
MEDCATH CORPORATION
MDTH
$0 ﹤0.01%
+39,722
New –
PNX
3539
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
– –
-5,065
Closed -$245K
NZT
3540
DELISTED
TELECOM CORP NEW ZEALAND ADS (EACH REPRESENTING 5 ORD SHS)
NZT
– –
-226,696
Closed -$2.66M
AMFI
3541
DELISTED
AMCORE FINANCIAL INC
AMFI
$0 ﹤0.01%
+65,641
New –
CBBO
3542
DELISTED
COLUMBIA BANCORP (OR)
CBBO
$0 ﹤0.01%
+26,200
New –
MESA
3543
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3544
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
+15,196
New –
UCBH
3545
DELISTED
UCBH HOLDINGS INC
UCBH
$0 ﹤0.01%
+28,845
New –
CHB
3546
DELISTED
CHAMPION ENTERPRISES INC
CHB
$0 ﹤0.01%
+40,988
New –
ERUS
3547
DELISTED
iShares MSCI Russia ETF
ERUS
– –
-10,032
Closed -$406K
QIWI
3548
DELISTED
QIWI PLC
QIWI
– –
-6,401
Closed -$258K
QADA
3549
DELISTED
QAD Inc.
QADA
– –
-9,980
Closed -$213K
UZA
3550
DELISTED
United States Cellular Corp. 6.95% Senior Notes due 2060
UZA
– –
-14,867
Closed -$379K
139 140 141
142
143

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AF
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MCM
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PSUF
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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.