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
ENTA icon
1951
Enanta Pharmaceuticals
ENTA
$367M
$1.81M ﹤0.01%
45,813
+39,351
+609% +$1.57M
BGG
1952
DELISTED
Briggs & Stratton Corp.
BGG
$1.81M ﹤0.01%
100,605
+57,545
+134% +$1.13M
KKD
1953
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$1.81M ﹤0.01%
105,657
+73,432
+228% +$1.2M
TREE icon
1954
LendingTree
TREE
$572M
$1.81M ﹤0.01%
50,456
-1,150
-2% -$33.4K
IONS icon
1955
Ionis Pharmaceuticals
IONS
$9.14B
$1.81M ﹤0.01%
46,621
+9,528
+26% +$338K
PPO
1956
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$1.81M ﹤0.01%
46,500
-264
-0.6% -$11.5K
GTN icon
1957
Gray Television
GTN
$430M
$1.81M ﹤0.01%
229,132
-48,334
-17% -$529K
ANK
1958
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$1.81M ﹤0.01%
33,506
+140
+0.4% +$7.55K
TMIC
1959
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.8M ﹤0.01%
53,216
+3,019
+6% +$102K
ATSG
1960
DELISTED
Air Transport Services Group
ATSG
$1.8M ﹤0.01%
247,593
-15,064
-6% -$124K
IRDM icon
1961
Iridium Communications
IRDM
$4.81B
$1.8M ﹤0.01%
203,454
+69,526
+52% +$603K
ASTE icon
1962
Astec Industries
ASTE
$1.26B
$1.79M ﹤0.01%
49,184
+126
+0.3% +$5.11K
GAME
1963
DELISTED
SHANDA GAMES LTD SPON ADR REPSTG CL A (CAYMAN ISLANDS)
GAME
$1.79M ﹤0.01%
274,252
+14,525
+6% +$94.6K
DCOM
1964
DELISTED
Dime Community Bancshares
DCOM
$1.79M ﹤0.01%
124,583
+16,684
+15% +$254K
RSTI
1965
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.79M ﹤0.01%
77,735
+26
+0% +$600
BCPC
1966
Balchem Corp
BCPC
$5.33B
$1.79M ﹤0.01%
31,681
+2,272
+8% +$121K
CPHD
1967
DELISTED
Cepheid Inc
CPHD
$1.79M ﹤0.01%
40,643
+8,267
+26% +$349K
SCSC icon
1968
Scansource
SCSC
$1.16B
$1.78M ﹤0.01%
51,618
-6,063
-11% -$226K
GST
1969
DELISTED
Gastar Exploration Inc.
GST
$1.77M ﹤0.01%
302,305
-15,071
-5% -$111K
RDUS
1970
DELISTED
Radius Recycling
RDUS
$1.77M ﹤0.01%
73,594
+4,714
+7% +$125K
WLY icon
1971
John Wiley & Sons Class A
WLY
$2.76B
$1.76M ﹤0.01%
31,444
+4,872
+18% +$290K
BKE icon
1972
Buckle
BKE
$2.35B
$1.76M ﹤0.01%
38,837
+6,367
+20% +$294K
FTNT icon
1973
Fortinet
FTNT
$110B
$1.76M ﹤0.01%
348,840
+215,610
+162% +$1.09M
MKTX icon
1974
MarketAxess Holdings
MKTX
$4.34B
$1.76M ﹤0.01%
28,506
-1,385
-5% -$78K
CVE icon
1975
Cenovus Energy
CVE
$51.6B
$1.76M ﹤0.01%
65,547
-7,569
-10% -$231K
77 78
79
80 81

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.