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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
ICFI icon
1801
ICF International
ICFI
$1.51B
$2.17M ﹤0.01%
70,552
+5,217
+8% +$179K
VISN
1802
Vistance Networks Inc
VISN
$2.67B
$2.17M ﹤0.01%
90,774
+15,411
+20% +$378K
UNF icon
1803
Unifirst Corp
UNF
$5.43B
$2.17M ﹤0.01%
22,448
-406
-2% -$40.4K
NNC
1804
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.17M ﹤0.01%
168,623
– –
PIV
1805
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$2.16M ﹤0.01%
100,115
-5,281
-5% -$114K
DDD icon
1806
3D Systems Corp
DDD
$412M
$2.16M ﹤0.01%
46,564
+1,989
+4% +$104K
CALY
1807
Callaway Golf Company
CALY
$3.28B
$2.15M ﹤0.01%
297,576
+43,490
+17% +$342K
FMER
1808
DELISTED
FIRSTMERIT CORP
FMER
$2.15M ﹤0.01%
122,394
+20,585
+20% +$371K
AEIS icon
1809
Advanced Energy
AEIS
$10.9B
$2.15M ﹤0.01%
114,210
+851
+0.8% +$15.7K
XRM
1810
DELISTED
Xerium Technologies Inc (new)
XRM
$2.15M ﹤0.01%
146,916
-2,452
-2% -$34.5K
GRT
1811
DELISTED
GLIMCHER REALTY TRUST
GRT
$2.14M ﹤0.01%
158,332
+63,171
+66% +$723K
IRF
1812
DELISTED
INTL RECTIFIER CORP
IRF
$2.14M ﹤0.01%
54,595
+2,139
+4% +$69.5K
WIT icon
1813
Wipro
WIT
$19B
$2.14M ﹤0.01%
939,248
+48,901
+5% +$109K
OIS icon
1814
Oil States International
OIS
$483M
$2.14M ﹤0.01%
34,555
+8,463
+32% +$531K
TCBI icon
1815
Texas Capital Bancshares
TCBI
$4.29B
$2.14M ﹤0.01%
37,048
+7,475
+25% +$403K
TILE icon
1816
Interface
TILE
$2B
$2.14M ﹤0.01%
132,386
+37,575
+40% +$648K
IPXL
1817
DELISTED
Impax Laboratories, Inc.
IPXL
$2.14M ﹤0.01%
90,097
+5,211
+6% +$133K
PLCE icon
1818
Children's Place
PLCE
$55.8M
$2.13M ﹤0.01%
44,796
+9,638
+27% +$488K
EXPR
1819
DELISTED
Express, Inc.
EXPR
$2.13M ﹤0.01%
6,832
+1,055
+18% +$336K
GNC
1820
DELISTED
GNC Holdings, Inc.
GNC
$2.13M ﹤0.01%
54,924
-307
-0.6% -$11.1K
NTLS
1821
DELISTED
NTELOS HLDGS CORP COM
NTLS
$2.12M ﹤0.01%
199,612
+34,113
+21% +$426K
GVA icon
1822
Granite Construction
GVA
$5.31B
$2.12M ﹤0.01%
66,692
+23,090
+53% +$797K
MGRC icon
1823
McGrath RentCorp
MGRC
$2.95B
$2.12M ﹤0.01%
61,917
-82
-0.1% -$3K
TDK
1824
DELISTED
TDK CORP AMER DEP SH
TDK
$2.12M ﹤0.01%
37,750
+2,176
+6% +$122K
MGAM
1825
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$2.12M ﹤0.01%
58,770
-564
-1% -$17K
71 72
73
74 75

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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.