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
DENN
1626
DELISTED
Denny's
DENN
$2.63M 0.01%
374,864
+8,800
+2% +$59.5K
EQY
1627
DELISTED
Equity One
EQY
$2.63M 0.01%
121,765
+29,552
+32% +$688K
CPL
1628
DELISTED
CPFL Energia S.A.
CPL
$2.63M 0.01%
179,146
+10,209
+6% +$174K
LSI
1629
DELISTED
Life Storage, Inc.
LSI
$2.63M 0.01%
53,088
+1,929
+4% +$99K
OXM icon
1630
Oxford Industries
OXM
$602M
$2.62M 0.01%
42,970
+2,397
+6% +$151K
CRS icon
1631
Carpenter Technology
CRS
$28.8B
$2.62M 0.01%
58,002
-1,117
-2% -$61.6K
BC icon
1632
Brunswick
BC
$5.24B
$2.61M 0.01%
61,989
+12,087
+24% +$512K
TRS icon
1633
TriMas Corp
TRS
$1.45B
$2.61M 0.01%
134,645
+25,004
+23% +$648K
FCF icon
1634
First Commonwealth Financial
FCF
$2.12B
$2.6M 0.01%
310,420
+53,940
+21% +$478K
ANW
1635
DELISTED
Aegean Marine Petroleum Network
ANW
$2.6M 0.01%
283,794
+5
+0% +$49
KELYA icon
1636
Kelly Services Class A
KELYA
$545M
$2.6M 0.01%
165,831
+2,920
+2% +$48.3K
CBU icon
1637
Community Bank
CBU
$3.5B
$2.6M 0.01%
77,245
+20
+0% +$708
CXW icon
1638
CoreCivic
CXW
$3.09B
$2.59M 0.01%
75,279
+6,012
+9% +$207K
LOGM
1639
DELISTED
LogMein, Inc.
LOGM
$2.58M 0.01%
56,096
+5,566
+11% +$240K
OLN icon
1640
Olin
OLN
$2.49B
$2.58M 0.01%
102,304
+30,975
+43% +$825K
SJI
1641
DELISTED
South Jersey Industries, Inc.
SJI
$2.58M 0.01%
96,810
+38,238
+65% +$1.07M
POT
1642
DELISTED
Potash Corp Of Saskatchewan
POT
$2.58M 0.01%
74,717
+19,031
+34% +$674K
NSIT icon
1643
Insight Enterprises
NSIT
$3.71B
$2.58M 0.01%
113,973
+7,288
+7% +$194K
FWRD icon
1644
Forward Air
FWRD
$466M
$2.58M 0.01%
57,467
+2,446
+4% +$114K
CMTL icon
1645
Comtech Telecommunications
CMTL
$54.5M
$2.57M 0.01%
69,286
-3,892
-5% -$142K
SLH
1646
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$2.57M 0.01%
45,649
+106
+0.2% +$6.71K
AVX
1647
DELISTED
AVX Corporation
AVX
$2.57M 0.01%
193,641
+72,860
+60% +$980K
EXTR icon
1648
Extreme Networks
EXTR
$3.92B
$2.57M 0.01%
536,729
+87,974
+20% +$427K
PLAB icon
1649
Photronics
PLAB
$1.76B
$2.57M 0.01%
319,406
+30,237
+10% +$256K
SAH icon
1650
Sonic Automotive
SAH
$3.25B
$2.57M 0.01%
104,774
+998
+1% +$24.9K
64 65
66
67 68

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.