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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
USAK
3251
DELISTED
USA Truck Inc
USAK
$183K ﹤0.01%
+10,438
New +$187K
MCP
3252
DELISTED
MOLYCORP INC COM STK
MCP
$183K ﹤0.01%
153,415
-6,054
-4% -$11.4K
VERU icon
3253
Veru
VERU
$36.1M
$182K ﹤0.01%
+5,214
New +$215K
HDNG
3254
DELISTED
Hardinge Inc
HDNG
$182K ﹤0.01%
16,670
+465
+3% +$5.41K
COB
3255
DELISTED
CommunityOne Bancorp
COB
$182K ﹤0.01%
20,667
-684
-3% -$6.42K
BAK icon
3256
Braskem
BAK
$980M
$181K ﹤0.01%
13,727
-3,637
-21% -$47.8K
ICA
3257
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$181K ﹤0.01%
26,099
-2,996
-10% -$22.3K
BLDR icon
3258
Builders FirstSource
BLDR
$7.84B
$180K ﹤0.01%
33,062
-25,825
-44% -$168K
PSHG icon
3259
Performance Shipping
PSHG
$22.1M
– –
0
– –
MACK
3260
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$177K ﹤0.01%
+2,569
New +$137K
HOV icon
3261
Hovnanian Enterprises
HOV
$785M
$176K ﹤0.01%
1,914
-3,345
-64% -$353K
SCMP
3262
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$173K ﹤0.01%
+26,653
New +$177K
RDI icon
3263
Reading International Class A
RDI
$32.9M
$172K ﹤0.01%
+20,460
New +$172K
TRQ
3264
DELISTED
Turquoise Hill Resources Ltd
TRQ
$170K ﹤0.01%
+4,554
New +$160K
SMS
3265
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$170K ﹤0.01%
+17,521
New +$170K
SBSW icon
3266
Sibanye-Stillwater
SBSW
$5.92B
$169K ﹤0.01%
21,107
-511
-2% -$4.61K
RBCN
3267
DELISTED
Rubicon Technology, Inc.
RBCN
$169K ﹤0.01%
3,975
+770
+24% +$52.7K
ANGI icon
3268
Angi Inc
ANGI
$224M
$167K ﹤0.01%
2,629
-1,282
-33% -$109K
MDXG icon
3269
MiMedx Group
MDXG
$626M
$167K ﹤0.01%
+23,405
New +$163K
FXCB
3270
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$167K ﹤0.01%
+10,232
New +$171K
CCXI
3271
DELISTED
ChemoCentryx, Inc.
CCXI
$164K ﹤0.01%
36,408
-17,846
-33% -$94.3K
XOMA
3272
DELISTED
Xoma
XOMA
$162K ﹤0.01%
+1,928
New +$164K
CSLT
3273
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$162K ﹤0.01%
12,550
-21,610
-63% -$285K
TLMR
3274
DELISTED
TALMER BANCORP INC (MI)
TLMR
$159K ﹤0.01%
+11,492
New +$162K
IFT
3275
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$157K ﹤0.01%
+24,379
New +$163K
129 130
131
132 133

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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
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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.