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
DASTY
826
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$7.88M 0.02%
122,488
+63,714
+108% +$4.1M
NMR icon
827
Nomura Holdings
NMR
$28.7B
$7.85M 0.02%
1,328,371
+40,635
+3% +$261K
CNO icon
828
CNO Financial Group
CNO
$4.97B
$7.79M 0.02%
459,078
+15,168
+3% +$261K
CLH icon
829
Clean Harbors
CLH
$16.1B
$7.79M 0.02%
144,381
+42,680
+42% +$2.51M
BIG
830
DELISTED
Big Lots, Inc.
BIG
$7.76M 0.02%
180,363
+32,232
+22% +$1.47M
URS
831
DELISTED
URS CORP
URS
$7.75M 0.02%
134,574
-85,986
-39% -$4.99M
CIT
832
DELISTED
CIT Group Inc.
CIT
$7.75M 0.02%
168,579
+12,230
+8% +$579K
DBD
833
DELISTED
Diebold Nixdorf Incorporated
DBD
$7.74M 0.02%
219,092
+38,899
+22% +$1.47M
NEA icon
834
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$7.73M 0.02%
571,074
+7,577
+1% +$101K
VRSK icon
835
Verisk Analytics
VRSK
$26.4B
$7.7M 0.02%
126,492
+10,192
+9% +$636K
WAB icon
836
Wabtec
WAB
$51.1B
$7.67M 0.02%
94,628
+5,603
+6% +$462K
SDX
837
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$7.61M 0.02%
77,956
-682
-0.9% -$66.5K
FLG
838
Flagstar Bank National Association
FLG
$5.77B
$7.6M 0.02%
159,712
+18,215
+13% +$870K
GGG icon
839
Graco
GGG
$12.9B
$7.6M 0.02%
312,285
+25,449
+9% +$644K
TKR icon
840
Timken Company
TKR
$9.82B
$7.58M 0.02%
178,855
-35,881
-17% -$1.65M
DECK icon
841
Deckers Outdoor
DECK
$13.3B
$7.58M 0.02%
467,994
+26,766
+6% +$409K
DT
842
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$7.58M 0.02%
501,277
-1,733
-0.3% -$26.2K
NTT
843
DELISTED
Nippon Telegraph & Telephone
NTT
$7.58M 0.02%
243,482
+6,418
+3% +$210K
PPS
844
DELISTED
Post Properties
PPS
$7.57M 0.02%
147,446
+15,343
+12% +$830K
VSH icon
845
Vishay Intertechnology
VSH
$5.86B
$7.55M 0.02%
528,330
+69,651
+15% +$1.07M
RIG icon
846
Transocean
RIG
$5.92B
$7.54M 0.02%
235,979
+39,407
+20% +$1.54M
COO icon
847
Cooper Companies
COO
$13.7B
$7.53M 0.02%
193,312
+20,436
+12% +$804K
BIO icon
848
Bio-Rad Laboratories Class A
BIO
$8.42B
$7.52M 0.02%
66,327
+8,799
+15% +$1.04M
AAL icon
849
American Airlines Group
AAL
$9.58B
$7.51M 0.02%
211,614
+13,643
+7% +$537K
HOLX
850
DELISTED
Hologic
HOLX
$7.51M 0.02%
308,541
+23,006
+8% +$581K
32 33
34
35 36

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.