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
HZNP
2101
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.5M ﹤0.01%
122,580
-11,070
-8% -$129K
SEO
2102
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$1.5M ﹤0.01%
182,190
-15,938
-8% -$132K
ATE
2103
DELISTED
Advantest Corp
ATE
$1.5M ﹤0.01%
116,540
+5,810
+5% +$69.4K
CBM
2104
DELISTED
Cambrex Corporation
CBM
$1.5M ﹤0.01%
80,362
+932
+1% +$20K
FSS icon
2105
Federal Signal
FSS
$7.19B
$1.5M ﹤0.01%
113,308
-3,728
-3% -$54.2K
SYNT
2106
DELISTED
Syntel Inc
SYNT
$1.5M ﹤0.01%
34,058
+544
+2% +$24K
BLT
2107
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.49M ﹤0.01%
98,383
+13,225
+16% +$197K
POST icon
2108
Post Holdings
POST
$4.27B
$1.49M ﹤0.01%
68,537
-15,899
-19% -$424K
WEB
2109
DELISTED
Web.com Group, Inc.
WEB
$1.48M ﹤0.01%
74,312
+28,225
+61% +$633K
B
2110
Barrick Mining
B
$61.5B
$1.48M ﹤0.01%
101,091
+41,793
+70% +$745K
SSTK icon
2111
Shutterstock
SSTK
$220M
$1.48M ﹤0.01%
20,749
+17,798
+603% +$1.35M
RAIL icon
2112
FreightCar America
RAIL
$280M
$1.48M ﹤0.01%
44,451
-1,929
-4% -$54.3K
SKYW icon
2113
Skywest
SKYW
$4.51B
$1.48M ﹤0.01%
190,213
-15,128
-7% -$153K
ANIK icon
2114
Anika Therapeutics
ANIK
$202M
$1.48M ﹤0.01%
40,241
-97
-0.2% -$4.19K
RPXC
2115
DELISTED
RPX Corporation
RPXC
$1.47M ﹤0.01%
107,307
+1,184
+1% +$18.4K
MOVE
2116
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
$1.47M ﹤0.01%
70,250
-9,476
-12% -$142K
NX icon
2117
Quanex
NX
$893M
$1.47M ﹤0.01%
81,202
+2,160
+3% +$38.7K
VSI
2118
DELISTED
Vitamin Shoppe Inc.
VSI
$1.47M ﹤0.01%
33,058
+4,439
+16% +$186K
HIBB
2119
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.47M ﹤0.01%
34,367
-2,932
-8% -$140K
PNC.PRP
2120
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.46M ﹤0.01%
53,612
-1,003
-2% -$27.4K
FNGN
2121
DELISTED
Financial Engines, Inc.
FNGN
$1.46M ﹤0.01%
42,734
+9,253
+28% +$341K
OKSB
2122
DELISTED
Southwest Bancorp Inc/OK
OKSB
$1.46M ﹤0.01%
89,025
-11,783
-12% -$191K
SGI
2123
DELISTED
Silicon Graphics Intl.
SGI
$1.45M ﹤0.01%
157,307
-5,554
-3% -$52.1K
WABC icon
2124
Westamerica Bancorp
WABC
$1.39B
$1.45M ﹤0.01%
31,192
+12,105
+63% +$591K
SSNC icon
2125
SS&C Technologies
SSNC
$18.8B
$1.45M ﹤0.01%
66,064
+22,728
+52% +$503K
83 84
85
86 87

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.