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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
ELRC
2526
DELISTED
ELECTRO RENT CORP
ELRC
$864K ﹤0.01%
62,712
-1,367
-2% -$20.9K
SNEX icon
2527
StoneX
SNEX
$8.85B
$862K ﹤0.01%
252,062
-24,143
-9% -$90.9K
IPGP icon
2528
IPG Photonics
IPGP
$3.81B
$861K ﹤0.01%
12,516
+934
+8% +$62.9K
WERN icon
2529
Werner Enterprises
WERN
$2.42B
$861K ﹤0.01%
34,177
-626
-2% -$15.8K
GSJ.CL
2530
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$861K ﹤0.01%
31,967
-565
-2% -$15.1K
CRUS icon
2531
Cirrus Logic
CRUS
$6.87B
$859K ﹤0.01%
41,199
+12,024
+41% +$279K
RBCAA icon
2532
Republic Bancorp
RBCAA
$1.9B
$859K ﹤0.01%
36,269
+445
+1% +$10.4K
RPAI
2533
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$858K ﹤0.01%
58,676
+10,000
+21% +$154K
EXLS icon
2534
EXL Service
EXLS
$4.36B
$854K ﹤0.01%
174,980
+4,975
+3% +$27.6K
PWRD
2535
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$853K ﹤0.01%
43,309
+4,638
+12% +$95.7K
NXGN
2536
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$849K ﹤0.01%
61,674
-544
-0.9% -$8.25K
EZU icon
2537
iShare MSCI Eurozone ETF
EZU
$9.45B
$848K ﹤0.01%
22,015
+16,708
+315% +$671K
ARII
2538
DELISTED
American Railcar Industries, Inc.
ARII
$846K ﹤0.01%
11,449
-171
-1% -$12.6K
FSYS
2539
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$846K ﹤0.01%
94,978
+5,197
+6% +$53.6K
TRLA
2540
DELISTED
TRULIA INC (DEL)
TRLA
$846K ﹤0.01%
17,296
+5,297
+44% +$284K
EBF icon
2541
Ennis
EBF
$550M
$844K ﹤0.01%
64,052
+524
+0.8% +$7.53K
MNI
2542
DELISTED
The McClatchy Company Class A Common Stock
MNI
$844K ﹤0.01%
25,110
+9,159
+57% +$420K
CDI
2543
DELISTED
CDI Corp.
CDI
$841K ﹤0.01%
57,936
+2,195
+4% +$32.7K
JMBA
2544
DELISTED
Jamba, Inc.
JMBA
$841K ﹤0.01%
59,137
-5,327
-8% -$72K
CNR
2545
DELISTED
Cornerstone Building Brands, Inc.
CNR
$840K ﹤0.01%
43,299
-190
-0.4% -$3.64K
SIGM
2546
DELISTED
Sigma Designs Inc
SIGM
$840K ﹤0.01%
194,935
-13,645
-7% -$62.7K
RNET
2547
DELISTED
RigNet, Inc.
RNET
$839K ﹤0.01%
20,743
-5,401
-21% -$267K
JPM.PRD.CL
2548
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$838K ﹤0.01%
36,608
-611
-2% -$14K
HEI icon
2549
HEICO Corp
HEI
$49.9B
$836K ﹤0.01%
43,687
-29,699
-40% -$619K
LAYN
2550
DELISTED
Layne Christensen Co
LAYN
$828K ﹤0.01%
85,280
-640
-0.7% -$7.22K
100 101
102
103 104

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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.