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
OFG icon
2901
OFG Bancorp
OFG
$2.23B
$477K ﹤0.01%
+31,838
New +$519K
CAC icon
2902
Camden National
CAC
$925M
$475K ﹤0.01%
20,363
+405
+2% +$9.81K
BBOX
2903
DELISTED
Black Box Corp
BBOX
$474K ﹤0.01%
20,319
+9,189
+83% +$207K
GZT
2904
DELISTED
Gazit-globe Ltd
GZT
$471K ﹤0.01%
37,957
-3,031
-7% -$39.6K
CALL
2905
DELISTED
magicJack VocalTec Ltd
CALL
$470K ﹤0.01%
47,700
-5,562
-10% -$70.3K
MLNX
2906
DELISTED
Mellanox Technologies, Ltd.
MLNX
$468K ﹤0.01%
10,423
-1,870
-15% -$76K
PF
2907
DELISTED
Pinnacle Foods, Inc.
PF
$466K ﹤0.01%
14,278
+4,832
+51% +$153K
RATE
2908
DELISTED
Bankrate Inc
RATE
$462K ﹤0.01%
40,700
+3,238
+9% +$49K
MER.PRM
2909
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$462K ﹤0.01%
18,277
-264
-1% -$6.7K
CNOB icon
2910
Center Bancorp
CNOB
$1.64B
$460K ﹤0.01%
24,157
+2,203
+10% +$42.5K
PTVCB
2911
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$458K ﹤0.01%
18,538
+1,585
+9% +$40.2K
SWJ.CL
2912
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$458K ﹤0.01%
18,551
+2,581
+16% +$63.9K
BTH
2913
DELISTED
BLYTH,INC
BTH
$458K ﹤0.01%
56,388
-359
-0.6% -$2.61K
HTB
2914
HomeTrust Bancshares
HTB
$834M
$457K ﹤0.01%
31,276
-146
-0.5% -$2.22K
LQDT icon
2915
Liquidity Services
LQDT
$1.2B
$456K ﹤0.01%
33,172
+3,091
+10% +$44.4K
USB.PRM
2916
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$452K ﹤0.01%
15,761
-265
-2% -$7.59K
ESIO
2917
DELISTED
Electro Scientific Industries
ESIO
$450K ﹤0.01%
66,285
-3,619
-5% -$24.9K
WPM icon
2918
Wheaton Precious Metals
WPM
$50.5B
$449K ﹤0.01%
22,534
-43,033
-66% -$1.07M
NWY
2919
DELISTED
New York & Co Inc
NWY
$449K ﹤0.01%
148,264
+237
+0.2% +$799
INZ.CL
2920
DELISTED
Ing Groep N.v.
INZ.CL
$449K ﹤0.01%
17,474
-219
-1% -$5.64K
EWJ icon
2921
iShares MSCI Japan ETF
EWJ
$21.6B
$448K ﹤0.01%
+9,523
New +$455K
VNM icon
2922
VanEck Vietnam ETF
VNM
$470M
$448K ﹤0.01%
20,440
-250
-1% -$5.5K
REGI
2923
DELISTED
Renewable Energy Group, Inc.
REGI
$448K ﹤0.01%
44,118
-892
-2% -$10K
OPLK
2924
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
$448K ﹤0.01%
26,636
+6,556
+33% +$120K
TU icon
2925
Telus
TU
$16.3B
$445K ﹤0.01%
26,056
+3,518
+16% +$62.7K
115 116
117
118 119

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.