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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
PEOP
3051
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$355K ﹤0.01%
17,748
+726
+4% +$14.1K
KVHI icon
3052
KVH Industries
KVHI
$177M
$353K ﹤0.01%
31,216
-574
-2% -$7.35K
NXTM
3053
DELISTED
NxStage Medical Inc.
NXTM
$352K ﹤0.01%
26,781
+953
+4% +$12.8K
DUKH
3054
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$351K ﹤0.01%
14,587
+3,527
+32% +$84K
AXS.PRC.CL
3055
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$351K ﹤0.01%
13,554
-195
-1% -$5.14K
CEMP
3056
DELISTED
Cempra, Inc.
CEMP
$350K ﹤0.01%
31,929
-120
-0.4% -$1.18K
PDFS icon
3057
PDF Solutions
PDFS
$2.13B
$349K ﹤0.01%
27,672
+993
+4% +$19.7K
SMPL
3058
DELISTED
SIMPLICITY BANCORP INC
SMPL
$349K ﹤0.01%
20,770
+863
+4% +$14.3K
BEL
3059
DELISTED
Belmond Ltd.
BEL
$345K ﹤0.01%
29,576
+298
+1% +$3.85K
PJH
3060
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$344K ﹤0.01%
13,926
+3,013
+28% +$74.9K
RBS.PRS.CL
3061
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$342K ﹤0.01%
13,785
-182
-1% -$4.49K
MWO.CL
3062
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$340K ﹤0.01%
13,612
-115
-0.8% -$2.89K
MER.PRK
3063
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$339K ﹤0.01%
13,372
-201
-1% -$5.1K
ZNH
3064
DELISTED
China Southern Airlines Company Limited
ZNH
$337K ﹤0.01%
20,642
-2,084
-9% -$34.9K
NNN.PRD.CL
3065
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$336K ﹤0.01%
12,998
-215
-2% -$5.51K
UONEK icon
3066
Urban One Class D
UONEK
$22.9M
$332K ﹤0.01%
10,430
+3,910
+60% +$145K
SFR
3067
DELISTED
Starwood Waypoint Homes
SFR
$332K ﹤0.01%
+12,763
New +$340K
AMPE
3068
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$329K ﹤0.01%
311
+182
+141% +$306K
NQM
3069
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$328K ﹤0.01%
22,054
+317
+1% +$4.65K
GEG icon
3070
Great Elm Group
GEG
$68.4M
$326K ﹤0.01%
14,617
-542
-4% -$13.2K
DLR.PRE
3071
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$326K ﹤0.01%
12,666
-207
-2% -$5.3K
ISF.CL
3072
DELISTED
ING Groep NV
ISF.CL
$325K ﹤0.01%
12,839
-181
-1% -$4.6K
SPA
3073
DELISTED
Sparton
SPA
$325K ﹤0.01%
13,194
-75
-0.6% -$2.09K
EWH icon
3074
iShares MSCI Hong Kong ETF
EWH
$1.22B
$324K ﹤0.01%
+15,924
New +$345K
STV
3075
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$323K ﹤0.01%
89,285
-27,949
-24% -$106K
121 122
123
124 125

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.