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
GSAT icon
3376
Globalstar
GSAT
$10.2B
$52K ﹤0.01%
+953
New +$56.9K
UNIS
3377
DELISTED
Unilife Corporation
UNIS
$48K ﹤0.01%
+2,083
New +$52.6K
RXII
3378
DELISTED
GALENA BIOPHARMA INC COM
RXII
$48K ﹤0.01%
+23,106
New +$48K
CETV
3379
DELISTED
Central European Media Enterprises Ltd
CETV
$47K ﹤0.01%
+20,721
New +$51.4K
DVAX
3380
DELISTED
Dynavax Technologies
DVAX
$46K ﹤0.01%
+3,241
New +$46.7K
COVS
3381
DELISTED
Covisint Corporation
COVS
$46K ﹤0.01%
+11,127
New +$50K
ENFY
3382
DELISTED
Enlightify Inc
ENFY
$44K ﹤0.01%
+1,837
New +$48.3K
MDGL icon
3383
Madrigal Pharmaceuticals
MDGL
$12.6B
$41K ﹤0.01%
+391
New +$54.4K
RVLT
3384
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$41K ﹤0.01%
+2,466
New +$52K
ALSK
3385
DELISTED
Alaska Communications Systems
ALSK
$39K ﹤0.01%
+25,129
New +$43.5K
RSYS
3386
DELISTED
Radisys Corp
RSYS
$34K ﹤0.01%
+12,903
New +$39.6K
SGOC
3387
DELISTED
SGOCO TECHNOLOGY LTD ORD SHS (CYM)
SGOC
$34K ﹤0.01%
+18,434
New +$34K
CRNT icon
3388
Ceragon Networks
CRNT
$194M
$33K ﹤0.01%
+13,991
New +$32.5K
RTK
3389
DELISTED
Rentech, Inc.
RTK
$33K ﹤0.01%
+1,922
New +$41.8K
TSYS
3390
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$30K ﹤0.01%
+10,781
New +$33.4K
VRNG
3391
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$30K ﹤0.01%
3,187
-10,965
-77% -$239K
CYTR
3392
DELISTED
CytRx Corp
CYTR
$30K ﹤0.01%
+1,991
New +$39.3K
PRS
3393
DELISTED
PRIMUS GUARANTY LTD
PRS
$27K ﹤0.01%
+15,576
New +$27K
END
3394
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$25K ﹤0.01%
+84,545
New +$81.7K
PCO
3395
DELISTED
Pendrell Corporation - Class A
PCO
$24K ﹤0.01%
+18
New +$27.9K
SPRT
3396
DELISTED
support.com, Inc.
SPRT
$23K ﹤0.01%
+3,541
New +$25.6K
ZGNX
3397
DELISTED
Zogenix, Inc.
ZGNX
$22K ﹤0.01%
+2,379
New +$27.1K
KBIO
3398
DELISTED
KALOBIOS PHARMACEUTICALS INC COM STK NEW (DE)
KBIO
$21K ﹤0.01%
+1,663
New +$22.9K
FSGI
3399
DELISTED
FIRST SECURITY GROUP, INC.
FSGI
$20K ﹤0.01%
+10,216
New +$20.5K
SIGA icon
3400
SIGA Technologies
SIGA
$223M
$19K ﹤0.01%
+12,999
New +$25.5K
134 135
136
137 138

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.