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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
FUL icon
1926
H.B. Fuller
FUL
$3.07B
$1.87M ﹤0.01%
47,041
+7,762
+20% +$354K
FFIC
1927
DELISTED
Flushing Financial
FFIC
$1.86M ﹤0.01%
101,855
-394
-0.4% -$7.57K
BRO icon
1928
Brown & Brown
BRO
$24.6B
$1.86M ﹤0.01%
115,672
+532
+0.5% +$8.42K
CUB
1929
DELISTED
Cubic Corporation
CUB
$1.86M ﹤0.01%
39,677
+2,350
+6% +$105K
BJRI icon
1930
BJ's Restaurants
BJRI
$1.45B
$1.86M ﹤0.01%
51,556
+14,509
+39% +$513K
RWX icon
1931
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$1.85M ﹤0.01%
44,746
+641
+1% +$28.2K
NTK
1932
DELISTED
NORTEK INC COM NEW (DE)
NTK
$1.85M ﹤0.01%
24,846
-751
-3% -$61.8K
MDCO
1933
DELISTED
Medicines Co
MDCO
$1.85M ﹤0.01%
82,856
+12,411
+18% +$315K
GNCMA
1934
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.85M ﹤0.01%
169,253
+723
+0.4% +$8.02K
CTCT
1935
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$1.85M ﹤0.01%
68,054
+28,898
+74% +$904K
RUTH
1936
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.85M ﹤0.01%
167,250
-743
-0.4% -$8.45K
ISCA
1937
DELISTED
International Speedway Corp
ISCA
$1.84M ﹤0.01%
58,215
-1,042
-2% -$33.5K
JNK icon
1938
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$1.84M ﹤0.01%
15,256
-29,326
-66% -$3.61M
KKR icon
1939
KKR & Co
KKR
$92.2B
$1.84M ﹤0.01%
82,404
-15,409
-16% -$361K
ECOL
1940
DELISTED
US Ecology, Inc.
ECOL
$1.84M ﹤0.01%
39,255
-1,044
-3% -$47.8K
VVTV
1941
DELISTED
VALUEVISION MEDIA INC
VVTV
$1.83M ﹤0.01%
357,322
-23,211
-6% -$113K
CBB
1942
DELISTED
Cincinnati Bell Inc.
CBB
$1.83M ﹤0.01%
108,598
+340
+0.3% +$6.4K
SWC
1943
DELISTED
Stillwater Mining Co
SWC
$1.83M ﹤0.01%
121,664
+6,584
+6% +$118K
WKC icon
1944
World Kinect Corp
WKC
$2.06B
$1.83M ﹤0.01%
45,799
-3,185
-7% -$142K
LDL
1945
DELISTED
Lydall, Inc.
LDL
$1.83M ﹤0.01%
67,697
+15,415
+29% +$427K
VIAV icon
1946
Viavi Solutions
VIAV
$8.66B
$1.83M ﹤0.01%
250,939
+29,607
+13% +$204K
LTC
1947
LTC Properties
LTC
$2.14B
$1.83M ﹤0.01%
49,509
+2,536
+5% +$99.8K
RHP icon
1948
Ryman Hospitality Properties
RHP
$8.58B
$1.82M ﹤0.01%
38,514
+4,735
+14% +$230K
ABAX
1949
DELISTED
Abaxis Inc
ABAX
$1.82M ﹤0.01%
35,889
+8,091
+29% +$380K
SCHL icon
1950
Scholastic
SCHL
$766M
$1.81M ﹤0.01%
56,164
-36,425
-39% -$1.26M
76 77
78
79 80

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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.