We are live on ! Find out more
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
CPF icon
2701
Central Pacific Financial
CPF
$1.01B
$671K ﹤0.01%
37,420
-2,772
-7% -$50.8K
AOSL icon
2702
Alpha and Omega Semiconductor
AOSL
$922M
$669K ﹤0.01%
71,130
+104
+0.1% +$985
PGTI
2703
DELISTED
PGT, Inc.
PGTI
$669K ﹤0.01%
71,777
-15,500
-18% -$146K
MCHI icon
2704
iShares MSCI China ETF
MCHI
$6.14B
$667K ﹤0.01%
14,068
+9,041
+180% +$449K
PGH
2705
DELISTED
Pengrowth Energy Corporation
PGH
$667K ﹤0.01%
128,201
-1,203
-0.9% -$7.5K
BURL icon
2706
Burlington
BURL
$22.5B
$666K ﹤0.01%
+16,721
New +$578K
LDP icon
2707
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$665K ﹤0.01%
26,962
-24,780
-48% -$617K
VRTV
2708
DELISTED
VERITIV CORPORATION
VRTV
$664K ﹤0.01%
+13,256
New +$562K
CALX icon
2709
Calix
CALX
$2.32B
$662K ﹤0.01%
69,204
+151
+0.2% +$1.4K
BMI icon
2710
Badger Meter
BMI
$3.71B
$660K ﹤0.01%
26,174
+1,518
+6% +$39K
TREX icon
2711
Trex
TREX
$4.57B
$660K ﹤0.01%
76,420
-2,680
-3% -$22.5K
FLY
2712
DELISTED
Fly Leasing Limited
FLY
$658K ﹤0.01%
51,395
+2,929
+6% +$41.9K
MFRM
2713
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$657K ﹤0.01%
10,935
+329
+3% +$17.8K
PRO
2714
DELISTED
PROS Holdings
PRO
$656K ﹤0.01%
26,031
+2,046
+9% +$52.5K
THR
2715
DELISTED
Thermon Group Holdings
THR
$655K ﹤0.01%
26,813
+3,506
+15% +$90.3K
GLDD
2716
DELISTED
Great Lakes Dredge & Dock
GLDD
$654K ﹤0.01%
105,802
+13
+0% +$96
PFC
2717
DELISTED
Premier Financial Corp. Common Stock
PFC
$654K ﹤0.01%
48,400
-1,820
-4% -$25.2K
BID
2718
DELISTED
Sotheby's
BID
$653K ﹤0.01%
18,295
-38
-0.2% -$1.5K
ANGO icon
2719
AngioDynamics
ANGO
$565M
$651K ﹤0.01%
47,478
– –
BKLN icon
2720
Invesco Senior Loan ETF
BKLN
$6.97B
$651K ﹤0.01%
26,797
+2,886
+12% +$71.1K
GIC icon
2721
Global Industrial
GIC
$1.36B
$651K ﹤0.01%
52,181
+7
+0% +$98
MRLN
2722
DELISTED
Marlin Business Services Corp
MRLN
$649K ﹤0.01%
35,428
-3,143
-8% -$60K
CSFL
2723
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$649K ﹤0.01%
62,694
-1,273
-2% -$13.5K
GIFI
2724
DELISTED
Gulf Island Fabrication
GIFI
$647K ﹤0.01%
37,640
+323
+0.9% +$6.39K
MFIC icon
2725
MidCap Financial Investment
MFIC
$790M
$645K ﹤0.01%
26,319
-40,198
-60% -$1.04M
107 108
109
110 111

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.