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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
AKO.A icon
2851
Embotelladora Andina Series A
AKO.A
$3.59B
$516K ﹤0.01%
31,963
+30
+0.1% +$518
CASS icon
2852
Cass Information Systems
CASS
$708M
$516K ﹤0.01%
16,458
+81
+0.5% +$2.87K
MRD
2853
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$515K ﹤0.01%
18,997
+231
+1% +$6.01K
BBN icon
2854
BlackRock Taxable Municipal Bond Trust
BBN
$972M
$512K ﹤0.01%
+24,367
New +$524K
MMSI icon
2855
Merit Medical Systems
MMSI
$4.56B
$512K ﹤0.01%
43,058
+3,280
+8% +$43.5K
TBBK icon
2856
The Bancorp
TBBK
$2.82B
$511K ﹤0.01%
59,443
-6,396
-10% -$63.1K
UFPT icon
2857
UFP Technologies
UFPT
$1.91B
$511K ﹤0.01%
23,254
+13,742
+144% +$327K
PRMW
2858
DELISTED
Primo Water Corporation
PRMW
$511K ﹤0.01%
74,411
+7,395
+11% +$53.4K
CCG
2859
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$511K ﹤0.01%
79,868
+8,856
+12% +$71.9K
STNG icon
2860
Scorpio Tankers
STNG
$3.91B
$510K ﹤0.01%
6,143
+1,424
+30% +$135K
VLGEA icon
2861
Village Super Market
VLGEA
$639M
$510K ﹤0.01%
22,401
+593
+3% +$13.7K
ENLC
2862
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$510K ﹤0.01%
12,339
-498
-4% -$20.1K
IND.CL
2863
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
$510K ﹤0.01%
20,048
-325
-2% -$8.33K
CVEO icon
2864
Civeo
CVEO
$375M
$507K ﹤0.01%
3,637
+323
+10% +$97.2K
REN
2865
DELISTED
Resolute Energy Corporaton
REN
$507K ﹤0.01%
16,188
+78
+0.5% +$2.96K
EJ
2866
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$506K ﹤0.01%
57,271
+17,829
+45% +$177K
MLR icon
2867
Miller Industries
MLR
$583M
$505K ﹤0.01%
29,875
+1,088
+4% +$20.9K
OFIX icon
2868
Orthofix Medical
OFIX
$481M
$505K ﹤0.01%
16,297
+745
+5% +$24.7K
ACH
2869
DELISTED
Alum Corp of China Ltd
ACH
$505K ﹤0.01%
49,936
+5,594
+13% +$60.4K
KEYW
2870
DELISTED
The KEYW Holding Corporation
KEYW
$505K ﹤0.01%
45,575
+23,815
+109% +$294K
CLDX icon
2871
Celldex Therapeutics
CLDX
$2.83B
$503K ﹤0.01%
2,590
+1,220
+89% +$266K
SHYF
2872
DELISTED
The Shyft Group
SHYF
$503K ﹤0.01%
107,730
-21,036
-16% -$103K
BXE
2873
DELISTED
Bellatrix Exploration Ltd.
BXE
$503K ﹤0.01%
16,346
-410
-2% -$15.3K
CSII
2874
DELISTED
Cardiovascular Systems, Inc.
CSII
$502K ﹤0.01%
21,237
-81
-0.4% -$2.3K
CVT
2875
DELISTED
CVENT, INC.
CVT
$502K ﹤0.01%
+19,800
New +$522K
113 114
115
116 117

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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.