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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
HOLI
3001
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$393K ﹤0.01%
17,455
-169
-1% -$3.79K
TPLM
3002
DELISTED
Triangle Petroleum Corporation
TPLM
$393K ﹤0.01%
35,653
+5,677
+19% +$64.4K
NMBL
3003
DELISTED
Nimble Storage, Inc.
NMBL
$392K ﹤0.01%
+15,109
New +$411K
HK
3004
DELISTED
Halcon Resources Corporation
HK
$391K ﹤0.01%
572
+36
+7% +$35.2K
TLM
3005
DELISTED
TALISMAN ENERGY INC
TLM
$389K ﹤0.01%
44,938
+3,613
+9% +$36.4K
ALTO icon
3006
Alto Ingredients
ALTO
$360M
$388K ﹤0.01%
27,795
+2,000
+8% +$37.6K
JPM.PRB.CL
3007
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$388K ﹤0.01%
15,183
-255
-2% -$6.55K
ACRE
3008
Ares Commercial Real Estate
ACRE
$252M
$387K ﹤0.01%
33,064
+3,873
+13% +$48.1K
CHFN
3009
DELISTED
Charter Financial Corp
CHFN
$387K ﹤0.01%
36,162
+732
+2% +$8K
MESG
3010
DELISTED
XURA INC COM (DE)
MESG
$385K ﹤0.01%
17,221
+2,866
+20% +$71K
CRRC
3011
DELISTED
COURIER CORP
CRRC
$385K ﹤0.01%
31,226
-756
-2% -$10.1K
ARTNA icon
3012
Artesian Resources
ARTNA
$356M
$384K ﹤0.01%
19,058
-6,667
-26% -$142K
KIM.PRI.CL
3013
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$384K ﹤0.01%
15,372
-218
-1% -$5.47K
EVTC icon
3014
Evertec
EVTC
$1.83B
$383K ﹤0.01%
+17,161
New +$392K
BPZ
3015
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$383K ﹤0.01%
200,698
+26,636
+15% +$67.8K
FN icon
3016
Fabrinet
FN
$17.1B
$382K ﹤0.01%
26,155
+2,144
+9% +$37.4K
SZYM
3017
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$381K ﹤0.01%
51,118
+18,665
+58% +$174K
FST
3018
DELISTED
FOREST OIL CORPORATION
FST
$381K ﹤0.01%
325,401
-36,550
-10% -$66.3K
DCH
3019
Dauch Corp
DCH
$1.3B
$380K ﹤0.01%
22,682
-1,169
-5% -$21.5K
PAMT
3020
PAMT Corp
PAMT
$340M
$380K ﹤0.01%
+41,948
New +$366K
BVH
3021
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$380K ﹤0.01%
4,364
+886
+25% +$82K
CPSS icon
3022
Consumer Portfolio Services
CPSS
$205M
$377K ﹤0.01%
58,846
-551
-0.9% -$3.98K
RNR.PRE
3023
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$376K ﹤0.01%
17,178
-246
-1% -$5.59K
VVUS
3024
DELISTED
Vivus Inc
VVUS
$376K ﹤0.01%
9,739
+3,989
+69% +$178K
SGNT
3025
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$373K ﹤0.01%
+12,003
New +$325K
119 120
121
122 123

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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.