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
CPK icon
1776
Chesapeake Utilities
CPK
$3.31B
$2.24M 0.01%
53,808
-116
-0.2% -$5.22K
UTL icon
1777
Unitil
UTL
$1.01B
$2.23M ﹤0.01%
71,892
+556
+0.8% +$18K
DSU icon
1778
BlackRock Debt Strategies Fund
DSU
$592M
$2.23M ﹤0.01%
194,905
+109,871
+129% +$1.31M
FSP
1779
Franklin Street Properties
FSP
$50.1M
$2.23M ﹤0.01%
198,539
+12,791
+7% +$155K
GLNG icon
1780
Golar LNG
GLNG
$4.95B
$2.23M ﹤0.01%
33,545
-7,976
-19% -$505K
PIPR icon
1781
Piper Sandler
PIPR
$5.24B
$2.23M ﹤0.01%
170,472
-22,236
-12% -$296K
MASI
1782
DELISTED
Masimo
MASI
$2.22M ﹤0.01%
104,168
+15,518
+18% +$354K
CCMP
1783
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$2.22M ﹤0.01%
53,469
+12,897
+32% +$550K
PRGS icon
1784
Progress Software
PRGS
$1.66B
$2.21M ﹤0.01%
92,624
+9,223
+11% +$217K
GNRC icon
1785
Generac Holdings
GNRC
$11.5B
$2.21M ﹤0.01%
54,622
+13,686
+33% +$613K
OIA icon
1786
Invesco Municipal Income Opportunities Trust
OIA
$293M
$2.21M ﹤0.01%
325,930
-11,855
-4% -$81.4K
CLMS
1787
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.21M ﹤0.01%
196,359
+29,613
+18% +$375K
VMO icon
1788
Invesco Municipal Opportunity Trust
VMO
$653M
$2.2M ﹤0.01%
175,815
+8,061
+5% +$100K
TOL icon
1789
Toll Brothers
TOL
$14.5B
$2.2M ﹤0.01%
70,646
-828
-1% -$28.4K
CJES
1790
DELISTED
C&J ENERGY SVCS LTD
CJES
$2.2M ﹤0.01%
71,943
+32,810
+84% +$985K
VE
1791
DELISTED
VEOLIA ENVIRONNEMENT
VE
$2.19M ﹤0.01%
124,825
+11,282
+10% +$201K
RH icon
1792
RH
RH
$3.36B
$2.19M ﹤0.01%
27,530
+2,126
+8% +$178K
MDR
1793
DELISTED
McDermott International
MDR
$2.19M ﹤0.01%
127,595
+28,320
+29% +$611K
AWI icon
1794
Armstrong World Industries
AWI
$7.62B
$2.19M ﹤0.01%
39,033
+20,347
+109% +$1.13M
EVER
1795
DELISTED
Everbank Financial Corp
EVER
$2.18M ﹤0.01%
123,692
-25,769
-17% -$489K
LII icon
1796
Lennox International
LII
$18.9B
$2.18M ﹤0.01%
28,327
-6,706
-19% -$567K
AZPN
1797
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.18M ﹤0.01%
57,726
+8,627
+18% +$325K
INCY icon
1798
Incyte
INCY
$26B
$2.18M ﹤0.01%
44,361
-12,712
-22% -$637K
OMG
1799
DELISTED
OM GROUP INC.
OMG
$2.17M ﹤0.01%
83,829
-767
-0.9% -$21.6K
RTI
1800
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$2.17M ﹤0.01%
88,167
+3,780
+4% +$102K
70 71
72
73 74

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.