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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
FCFS icon
1651
FirstCash
FCFS
$9.12B
$2.57M 0.01%
45,837
-4,601
-9% -$262K
IMKTA icon
1652
Ingles Markets
IMKTA
$1.72B
$2.56M 0.01%
108,282
-2,889
-3% -$73.2K
SAFT icon
1653
Safety Insurance
SAFT
$1.51B
$2.56M 0.01%
47,571
-654
-1% -$34.6K
NPBC
1654
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.56M 0.01%
264,207
+53,720
+26% +$547K
FCS
1655
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$2.56M 0.01%
165,003
+19,507
+13% +$315K
VLY icon
1656
Valley National Bancorp
VLY
$8.04B
$2.56M 0.01%
263,968
+44,819
+20% +$442K
SSB icon
1657
SouthState Bank Corp
SSB
$10.3B
$2.55M 0.01%
45,668
+3,189
+8% +$188K
KATE
1658
DELISTED
Kate Spade & Company
KATE
$2.55M 0.01%
97,355
-11,082
-10% -$380K
IQV icon
1659
IQVIA
IQV
$40.1B
$2.54M 0.01%
45,622
+9,023
+25% +$504K
QUAD icon
1660
Quad
QUAD
$435M
$2.54M 0.01%
132,153
-849
-0.6% -$18.4K
ETD icon
1661
Ethan Allen Interiors
ETD
$609M
$2.54M 0.01%
111,540
+8,479
+8% +$205K
IFX
1662
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$2.54M 0.01%
246,859
+4,422
+2% +$45.6K
CSTM icon
1663
Constellium
CSTM
$3.99B
$2.54M 0.01%
103,122
-3,570
-3% -$103K
PB icon
1664
Prosperity Bancshares
PB
$8.79B
$2.53M 0.01%
44,296
+8,940
+25% +$535K
DKS icon
1665
Dick's Sporting Goods
DKS
$18.6B
$2.53M 0.01%
57,664
+4,461
+8% +$199K
FIBK icon
1666
First Interstate BancSystem
FIBK
$3.73B
$2.53M 0.01%
95,090
+448
+0.5% +$12K
BWLD
1667
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$2.52M 0.01%
18,784
-1,028
-5% -$152K
CPE
1668
DELISTED
Callon Petroleum Company
CPE
$2.51M 0.01%
28,503
+12,228
+75% +$1.24M
SSD icon
1669
Simpson Manufacturing
SSD
$8.51B
$2.51M 0.01%
86,056
+17,005
+25% +$551K
STRZA
1670
DELISTED
Starz - Series A
STRZA
$2.5M 0.01%
75,575
-2,548
-3% -$76.3K
BOI
1671
DELISTED
Brookfield Mtge Opportunity Fd
BOI
$2.5M 0.01%
147,173
+59,116
+67% +$1.02M
CBOE icon
1672
Cboe Global Markets
CBOE
$31.1B
$2.5M 0.01%
46,632
-30,202
-39% -$1.54M
PBY
1673
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$2.49M 0.01%
279,690
+29,674
+12% +$319K
PPC icon
1674
Pilgrim's Pride
PPC
$7.18B
$2.49M 0.01%
81,467
+13,820
+20% +$417K
MTUS icon
1675
Metallus
MTUS
$885M
$2.49M 0.01%
+53,562
New +$2.47M
65 66
67
68 69

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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.