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
CCK icon
801
Crown Holdings
CCK
$12.8B
$8.37M 0.02%
187,973
-899
-0.5% -$43.3K
JOY
802
DELISTED
Joy Global Inc
JOY
$8.35M 0.02%
153,050
-21,012
-12% -$1.28M
SYA
803
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$8.29M 0.02%
355,243
+80,116
+29% +$1.87M
VYX icon
804
NCR Voyix
VYX
$1.06B
$8.27M 0.02%
403,464
+19,206
+5% +$390K
ARCB icon
805
ArcBest
ARCB
$3.44B
$8.26M 0.02%
221,531
+6,043
+3% +$229K
SKX
806
DELISTED
Skechers
SKX
$8.24M 0.02%
463,485
-16,164
-3% -$295K
SPN
807
DELISTED
Superior Energy Services, Inc.
SPN
$8.22M 0.02%
25,019
+5,191
+26% +$1.8M
CVC
808
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$8.22M 0.02%
469,210
+19,423
+4% +$360K
CENX icon
809
Century Aluminum
CENX
$4.57B
$8.2M 0.02%
315,613
-1,359
-0.4% -$29.9K
CLR
810
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$8.19M 0.02%
123,120
+6,512
+6% +$485K
CEO
811
DELISTED
CNOOC Limited
CEO
$8.17M 0.02%
47,372
-18,193
-28% -$3.36M
TMH
812
DELISTED
Team Health Holdings Inc
TMH
$8.15M 0.02%
140,630
+49,958
+55% +$2.79M
BLKB icon
813
Blackbaud
BLKB
$1.5B
$8.15M 0.02%
207,523
+3,062
+1% +$114K
TWO
814
Two Harbors Investment
TWO
$1.27B
$8.15M 0.02%
105,364
-19,883
-16% -$1.65M
GHC icon
815
Graham Holdings Company
GHC
$4.97B
$8.11M 0.02%
19,195
-2,054
-10% -$883K
OA
816
DELISTED
Orbital ATK, Inc.
OA
$8.1M 0.02%
63,462
-42,831
-40% -$5.61M
RELX icon
817
RELX
RELX
$60.1B
$8.06M 0.02%
500,592
-13,416
-3% -$218K
MGM icon
818
MGM Resorts International
MGM
$11.7B
$8.04M 0.02%
353,025
-12,989
-4% -$323K
VAL
819
DELISTED
Valspar
VAL
$8.03M 0.02%
101,695
-2,919
-3% -$229K
JKHY icon
820
Jack Henry & Associates
JKHY
$10.7B
$8.03M 0.02%
144,275
-376
-0.3% -$21.9K
TE
821
DELISTED
TECO ENERGY INC
TE
$8.03M 0.02%
461,788
+17,328
+4% +$307K
DRYS
822
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
GNTX icon
823
Gentex
GNTX
$4.88B
$7.96M 0.02%
594,986
-700
-0.1% -$10.2K
WFT
824
DELISTED
Weatherford International plc
WFT
$7.93M 0.02%
381,445
-14,035
-4% -$315K
YPF icon
825
YPF
YPF
$20.2B
$7.9M 0.02%
213,684
+110,663
+107% +$3.88M
31 32
33
34 35

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.