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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
MEAS
2176
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
$1.36M ﹤0.01%
15,919
+4,274
+37% +$367K
ADX icon
2177
Adams Diversified Equity Fund
ADX
$3.08B
$1.36M ﹤0.01%
97,727
+1,599
+2% +$22.3K
YELL
2178
DELISTED
Yellow Corporation Common Stock
YELL
$1.36M ﹤0.01%
67,027
-43,253
-39% -$1.03M
LNCO
2179
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$1.36M ﹤0.01%
46,951
+9,189
+24% +$278K
SCL icon
2180
Stepan Co
SCL
$1.32B
$1.36M ﹤0.01%
30,608
+527
+2% +$25.8K
UFPI icon
2181
UFP Industries
UFPI
$5.14B
$1.36M ﹤0.01%
95,337
+1,371
+1% +$21.1K
AXLL
2182
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.36M ﹤0.01%
37,887
+13,230
+54% +$560K
MCS icon
2183
Marcus Corp
MCS
$766M
$1.35M ﹤0.01%
85,652
-401
-0.5% -$7.25K
CAA
2184
DELISTED
CalAtlantic Group, Inc.
CAA
$1.35M ﹤0.01%
36,110
+25,290
+234% +$1.02M
GSM icon
2185
FerroAtlántica
GSM
$628M
$1.35M ﹤0.01%
74,034
+5,728
+8% +$114K
TISI icon
2186
Team
TISI
$80.6M
$1.34M ﹤0.01%
3,539
+591
+20% +$239K
ACAT
2187
DELISTED
Arctic Cat Inc
ACAT
$1.33M ﹤0.01%
38,323
+11,476
+43% +$424K
WIRE
2188
DELISTED
Encore Wire Corp
WIRE
$1.33M ﹤0.01%
35,931
+1,626
+5% +$70.8K
AMAG
2189
DELISTED
AMAG Pharmaceuticals
AMAG
$1.33M ﹤0.01%
41,748
+8,306
+25% +$177K
COF.PRP.CL
2190
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.33M ﹤0.01%
56,958
-66
-0.1% -$1.58K
RNDY
2191
DELISTED
ROUNDYS INC COM STK
RNDY
$1.33M ﹤0.01%
445,278
+364
+0.1% +$1.48K
ORIT
2192
DELISTED
Oritani Financial Corp. New
ORIT
$1.33M ﹤0.01%
94,299
+44,495
+89% +$662K
HGG
2193
DELISTED
hhgregg Inc.
HGG
$1.33M ﹤0.01%
210,551
-21,420
-9% -$163K
ARDC
2194
Are Dynamic Credit Allocation Fund
ARDC
$296M
$1.33M ﹤0.01%
77,860
+4,607
+6% +$81.1K
GOLD
2195
DELISTED
Randgold Resources Ltd
GOLD
$1.32M ﹤0.01%
19,863
-389
-2% -$31.3K
NAT icon
2196
Nordic American Tanker
NAT
$1.35B
$1.32M ﹤0.01%
167,588
-10,773
-6% -$94.1K
PRLB icon
2197
Protolabs
PRLB
$1.78B
$1.32M ﹤0.01%
19,142
+1,205
+7% +$94.3K
UAM
2198
DELISTED
Universal American Corp
UAM
$1.32M ﹤0.01%
164,131
+398
+0.2% +$3.29K
FTK icon
2199
Flotek Industries
FTK
$856M
$1.32M ﹤0.01%
8,435
-1,824
-18% -$312K
STM icon
2200
STMicroelectronics
STM
$44.7B
$1.32M ﹤0.01%
171,349
-15,654
-8% -$130K
86 87
88
89 90

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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.