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
NAVG
1501
DELISTED
Navigators Group Inc
NAVG
$2.99M 0.01%
97,338
-10,170
-9% -$323K
DMC
1502
Del Monte Corp
DMC
$1.36B
$2.99M 0.01%
93,801
+23,900
+34% +$747K
FDML
1503
DELISTED
Federal-Mogul Holdings Corporation
FDML
$2.99M 0.01%
201,121
+3,309
+2% +$57.6K
BKD icon
1504
Brookdale Senior Living
BKD
$3.69B
$2.98M 0.01%
92,627
+33,107
+56% +$1.13M
CNMD icon
1505
CONMED
CNMD
$1.31B
$2.98M 0.01%
80,771
+14,491
+22% +$575K
MSTR icon
1506
Strategy Inc
MSTR
$36B
$2.97M 0.01%
227,160
+4,330
+2% +$60.2K
LVNTA
1507
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$2.97M 0.01%
78,231
-83,379
-52% -$3.05M
FCH
1508
DELISTED
Felcor Lodging Trust
FCH
$2.97M 0.01%
317,169
-268,676
-46% -$2.74M
AFB
1509
AllianceBernstein National Municipal Income Fund
AFB
$314M
$2.97M 0.01%
218,741
-11,847
-5% -$161K
POOL icon
1510
Pool Corp
POOL
$6.73B
$2.96M 0.01%
54,904
+25,217
+85% +$1.4M
AWAY
1511
DELISTED
HOMEAWAY INC COM
AWAY
$2.96M 0.01%
83,383
+18,311
+28% +$612K
BX icon
1512
Blackstone
BX
$106B
$2.96M 0.01%
95,729
-228
-0.2% -$7.42K
UVV icon
1513
Universal Corp
UVV
$1.34B
$2.96M 0.01%
66,591
-11,031
-14% -$569K
MDAS
1514
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$2.95M 0.01%
142,354
-64,216
-31% -$1.44M
SWFT
1515
DELISTED
Swift Transportation Company
SWFT
$2.94M 0.01%
140,395
-14,607
-9% -$321K
AIR icon
1516
AAR Corp
AIR
$5.46B
$2.94M 0.01%
121,871
+9,692
+9% +$263K
STL
1517
DELISTED
Sterling Bancorp
STL
$2.94M 0.01%
229,916
+42,718
+23% +$530K
VTLE
1518
DELISTED
Vital Energy
VTLE
$2.94M 0.01%
6,557
+4,402
+204% +$2.24M
NXST icon
1519
Nexstar Media Group
NXST
$5.67B
$2.94M 0.01%
72,693
-27,680
-28% -$1.28M
DJP icon
1520
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$794M
$2.93M 0.01%
85,294
+15,100
+22% +$555K
SXC icon
1521
SunCoke Energy
SXC
$765M
$2.93M 0.01%
130,504
+18,593
+17% +$430K
INFN
1522
DELISTED
Infinera Corporation Common Stock
INFN
$2.93M 0.01%
274,378
+713
+0.3% +$6.98K
OMCL icon
1523
Omnicell
OMCL
$1.89B
$2.92M 0.01%
106,947
-18,014
-14% -$493K
MLI icon
1524
Mueller Industries
MLI
$14.2B
$2.92M 0.01%
408,808
+17,560
+4% +$127K
MATV icon
1525
Mativ Holdings
MATV
$455M
$2.91M 0.01%
70,534
+10,006
+17% +$427K
59 60
61
62 63

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.