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
SNP
1201
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.35M 0.01%
49,761
+1,240
+3% +$120K
ODFL icon
1202
Old Dominion Freight Line
ODFL
$47.2B
$4.35M 0.01%
184,551
+47,640
+35% +$1.05M
BKH icon
1203
Black Hills Corp
BKH
$5.71B
$4.34M 0.01%
90,728
-929
-1% -$49.9K
UFS
1204
DELISTED
DOMTAR CORPORATION (New)
UFS
$4.33M 0.01%
123,411
-27,038
-18% -$1.03M
DRC
1205
DELISTED
DRESSER-RAND GROUP INC
DRC
$4.33M 0.01%
52,689
-311
-0.6% -$20.9K
EEFT icon
1206
Euronet Worldwide
EEFT
$3.02B
$4.33M 0.01%
90,661
+5,320
+6% +$265K
SWX icon
1207
Southwest Gas
SWX
$6.69B
$4.33M 0.01%
89,141
+12,315
+16% +$629K
RMD icon
1208
ResMed
RMD
$29.4B
$4.33M 0.01%
87,871
-2,013
-2% -$103K
DRH icon
1209
Diamondrock Hospitality Co
DRH
$2.64B
$4.33M 0.01%
341,311
+70,268
+26% +$911K
CST
1210
DELISTED
CST Brands, Inc.
CST
$4.31M 0.01%
119,980
+10,754
+10% +$372K
HAIN icon
1211
Hain Celestial
HAIN
$46.2M
$4.31M 0.01%
84,244
+13,858
+20% +$645K
TDY icon
1212
Teledyne Technologies
TDY
$30.2B
$4.31M 0.01%
45,859
+13,030
+40% +$1.25M
MDVN
1213
DELISTED
MEDIVATION, INC.
MDVN
$4.3M 0.01%
87,092
+3,480
+4% +$148K
VVC
1214
DELISTED
Vectren Corporation
VVC
$4.29M 0.01%
107,582
-3,464
-3% -$139K
NJR icon
1215
New Jersey Resources
NJR
$6.02B
$4.29M 0.01%
169,828
+3,432
+2% +$90.3K
EQC
1216
DELISTED
Equity Commonwealth
EQC
$4.29M 0.01%
166,662
+11,107
+7% +$296K
EON
1217
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$4.28M 0.01%
234,541
+28,213
+14% +$514K
NAV
1218
DELISTED
Navistar International
NAV
$4.27M 0.01%
129,870
-17,051
-12% -$631K
PGI
1219
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$4.27M 0.01%
356,783
+25,122
+8% +$328K
SBNY
1220
DELISTED
Signature Bank
SBNY
$4.26M 0.01%
38,030
+12,201
+47% +$1.44M
THS
1221
DELISTED
Treehouse Foods
THS
$4.26M 0.01%
52,924
+8,797
+20% +$695K
AU icon
1222
AngloGold Ashanti
AU
$40.9B
$4.26M 0.01%
354,813
+33,005
+10% +$539K
HME
1223
DELISTED
HOME PROPERTIES, INC
HME
$4.26M 0.01%
73,103
-237
-0.3% -$15K
KALU icon
1224
Kaiser Aluminum
KALU
$2.62B
$4.25M 0.01%
55,800
+4,251
+8% +$329K
CNVR
1225
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$4.25M 0.01%
124,003
+2,421
+2% +$66K
47 48
49
50 51

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.