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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
IBCP icon
2351
Independent Bank Corp
IBCP
$788M
$1.09M ﹤0.01%
91,281
+27,682
+44% +$343K
AMCC
2352
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.09M ﹤0.01%
155,414
-3,219
-2% -$27.9K
KOG
2353
DELISTED
KODIAK OIL & GAS CORP
KOG
$1.09M ﹤0.01%
80,124
+9,036
+13% +$136K
TLK icon
2354
Telkom Indonesia
TLK
$14.4B
$1.08M ﹤0.01%
45,116
+990
+2% +$22.9K
BDSI
2355
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$1.08M ﹤0.01%
63,498
+32,721
+106% +$475K
SYF icon
2356
Synchrony
SYF
$24.9B
$1.08M ﹤0.01%
+44,158
New +$1.08M
VRE
2357
DELISTED
Veris Residential
VRE
$1.08M ﹤0.01%
56,672
-2,494
-4% -$52.1K
WGO icon
2358
Winnebago Industries
WGO
$921M
$1.08M ﹤0.01%
49,689
-4,352
-8% -$106K
ARO
2359
DELISTED
Aeropostale Inc
ARO
$1.08M ﹤0.01%
328,796
+158,775
+93% +$563K
WAIR
2360
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.08M ﹤0.01%
62,096
+2,122
+4% +$39.4K
STN icon
2361
Stantec
STN
$8.11B
$1.08M ﹤0.01%
33,036
-3,048
-8% -$98.9K
BLMN icon
2362
Bloomin' Brands
BLMN
$745M
$1.07M ﹤0.01%
58,621
+27,037
+86% +$496K
MRTN icon
2363
Marten Transport
MRTN
$1.24B
$1.07M ﹤0.01%
150,768
-6,887
-4% -$55.9K
UBNK
2364
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.07M ﹤0.01%
84,655
-11,930
-12% -$151K
METR
2365
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$1.07M ﹤0.01%
44,304
+488
+1% +$11.5K
WWE
2366
DELISTED
World Wrestling Entertainment
WWE
$1.07M ﹤0.01%
77,901
+7,202
+10% +$97.6K
BRX icon
2367
Brixmor Property Group
BRX
$9.94B
$1.07M ﹤0.01%
+48,033
New +$1.12M
PETS icon
2368
PetMed Express
PETS
$42.3M
$1.07M ﹤0.01%
78,569
+1,543
+2% +$21.5K
ININ
2369
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.06M ﹤0.01%
25,447
-4,901
-16% -$220K
APEI icon
2370
American Public Education
APEI
$908M
$1.06M ﹤0.01%
39,301
-1,093
-3% -$34.4K
UTIW
2371
DELISTED
UTI WORLDWIDE INC
UTIW
$1.06M ﹤0.01%
99,417
+63,123
+174% +$638K
DBI icon
2372
Designer Brands
DBI
$316M
$1.06M ﹤0.01%
35,077
+13,330
+61% +$382K
HLSS
2373
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$1.05M ﹤0.01%
49,758
+996
+2% +$22K
ALNY icon
2374
Alnylam Pharmaceuticals
ALNY
$38.5B
$1.05M ﹤0.01%
13,458
+491
+4% +$31.7K
FSTR icon
2375
Foster
FSTR
$435M
$1.05M ﹤0.01%
22,886
-400
-2% -$20.4K
93 94
95
96 97

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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.