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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
EAC
3176
DELISTED
Erickson Incorporated
EAC
$247K ﹤0.01%
19,001
+2,286
+14% +$32.7K
OTE
3177
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$246K ﹤0.01%
38,199
-2,860
-7% -$18.4K
CALD
3178
DELISTED
Callidus Software, Inc.
CALD
$244K ﹤0.01%
20,266
-26
-0.1% -$297
ALLT icon
3179
Allot
ALLT
$374M
$243K ﹤0.01%
21,280
+1,399
+7% +$16.4K
PFX icon
3180
PhenixFIN
PFX
$243K ﹤0.01%
1,029
-485
-32% -$124K
ADEP
3181
DELISTED
Adept Technology Inc
ADEP
$243K ﹤0.01%
28,947
– –
ARWR icon
3182
Arrowhead Research
ARWR
$12.1B
$241K ﹤0.01%
16,295
+1,847
+13% +$25.2K
FCEL icon
3183
FuelCell Energy
FCEL
$1.7B
$241K ﹤0.01%
27
+1
+4% +$10.2K
DXYN
3184
DELISTED
Dixie Group Inc
DXYN
$241K ﹤0.01%
+27,752
New +$250K
IBCA
3185
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
$241K ﹤0.01%
+25,209
New +$227K
EGHT icon
3186
8x8 Inc
EGHT
$247M
$240K ﹤0.01%
+35,933
New +$276K
INFI
3187
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$239K ﹤0.01%
17,830
-4,437
-20% -$52.8K
BSRR icon
3188
Sierra Bancorp
BSRR
$548M
$238K ﹤0.01%
14,222
-82
-0.6% -$1.34K
CSI
3189
DELISTED
Cutwater Select Income Fund
CSI
$238K ﹤0.01%
12,071
-1,052
-8% -$20.6K
SPP
3190
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$238K ﹤0.01%
62,398
– –
REI icon
3191
Ring Energy
REI
$322M
$237K ﹤0.01%
+16,102
New +$275K
ERII icon
3192
Energy Recovery
ERII
$434M
$236K ﹤0.01%
66,560
+1,319
+2% +$5.76K
ATRC icon
3193
AtriCure
ATRC
$1.77B
$235K ﹤0.01%
15,948
+16
+0.1% +$255
MODN
3194
DELISTED
MODEL N, INC.
MODN
$235K ﹤0.01%
+23,820
New +$230K
WIFI
3195
DELISTED
Boingo Wireless, Inc.
WIFI
$235K ﹤0.01%
+32,955
New +$223K
PGN
3196
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
$235K ﹤0.01%
+38,135
New +$318K
AXIA.PR
3197
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$234K ﹤0.01%
56,159
-18,014
-24% -$88.3K
INWK
3198
DELISTED
InnerWorkings, Inc.
INWK
$234K ﹤0.01%
28,879
+2,264
+9% +$19K
NDLS icon
3199
Noodles & Co
NDLS
$90.5M
$230K ﹤0.01%
+1,500
New +$289K
INVA icon
3200
Innoviva
INVA
$1.58B
$228K ﹤0.01%
13,370
-8,714
-39% -$200K
126 127
128
129 130

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.