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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
AAON icon
2476
Aaon
AAON
$8.27B
$926K ﹤0.01%
81,641
-1,339
-2% -$17.4K
CLVS
2477
DELISTED
Clovis Oncology, Inc.
CLVS
$924K ﹤0.01%
20,378
+8,984
+79% +$375K
DTLK
2478
DELISTED
Datalink Corp
DTLK
$924K ﹤0.01%
86,882
-9
-0% -$101
ATRO icon
2479
Astronics
ATRO
$3.47B
$922K ﹤0.01%
35,284
-1,919
-5% -$52.6K
KLIC icon
2480
Kulicke & Soffa
KLIC
$5.14B
$922K ﹤0.01%
64,789
-48,443
-43% -$694K
TTMI icon
2481
TTM Technologies
TTMI
$12.8B
$918K ﹤0.01%
134,836
+11,330
+9% +$85.8K
CWST icon
2482
Casella Waste Systems
CWST
$5.68B
$917K ﹤0.01%
238,215
-4,207
-2% -$19.6K
CRAI icon
2483
CRA International
CRAI
$1.12B
$916K ﹤0.01%
36,030
+865
+2% +$22.1K
SENEA icon
2484
Seneca Foods Class A
SENEA
$1.13B
$916K ﹤0.01%
32,024
+2,715
+9% +$81.4K
RAVN
2485
DELISTED
Raven Industries Inc
RAVN
$916K ﹤0.01%
37,559
-3,336
-8% -$95K
CSH
2486
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$916K ﹤0.01%
46,094
+4,130
+10% +$83K
AJRD
2487
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$914K ﹤0.01%
57,262
-1,533
-3% -$27.6K
MILL
2488
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$912K ﹤0.01%
207,234
+1,653
+0.8% +$8.27K
MSFG
2489
DELISTED
MainSource Financial Group Inc
MSFG
$912K ﹤0.01%
52,883
– –
RSH
2490
DELISTED
RADIOSHACK CORP
RSH
$909K ﹤0.01%
917,957
-2,791
-0.3% -$2.39K
DORM icon
2491
Dorman Products
DORM
$4.08B
$901K ﹤0.01%
22,500
-6,369
-22% -$284K
FBNC icon
2492
First Bancorp
FBNC
$2.59B
$901K ﹤0.01%
56,270
+1
+0% +$17
STFC
2493
DELISTED
State Auto Financial Corp
STFC
$901K ﹤0.01%
43,927
+46
+0.1% +$999
STMP
2494
DELISTED
Stamps.com, Inc.
STMP
$901K ﹤0.01%
28,361
-140
-0.5% -$4.63K
ETP
2495
DELISTED
Energy Transfer Partners, L.P.
ETP
$900K ﹤0.01%
18,657
-8,594
-32% -$407K
TAL icon
2496
TAL Education Group
TAL
$5.86B
$896K ﹤0.01%
153,828
+714
+0.5% +$3.79K
MENT
2497
DELISTED
Mentor Graphics Corp
MENT
$895K ﹤0.01%
43,653
+13,709
+46% +$293K
PINC
2498
DELISTED
Premier
PINC
$893K ﹤0.01%
+27,173
New +$815K
AUD
2499
DELISTED
Audacy, Inc.
AUD
$892K ﹤0.01%
111,144
-10,820
-9% -$105K
UTI icon
2500
Universal Technical Institute
UTI
$2.12B
$891K ﹤0.01%
95,317
+683
+0.7% +$7.73K
98 99
100
101 102

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MCM
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PSUF
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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.