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
RSO
2251
DELISTED
Resource Capital Corp.
RSO
$1.25M ﹤0.01%
63,942
+4,579
+8% +$99.1K
MHY
2252
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.25M ﹤0.01%
225,333
-4,218
-2% -$23.7K
FWLT
2253
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$1.25M ﹤0.01%
39,378
+4,175
+12% +$136K
STBZ
2254
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.24M ﹤0.01%
76,562
+1,110
+1% +$18.5K
VCO
2255
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.24M ﹤0.01%
31,279
+873
+3% +$34.5K
ROG icon
2256
Rogers Corp
ROG
$2.14B
$1.24M ﹤0.01%
22,644
+349
+2% +$21.1K
ARAY icon
2257
Accuray
ARAY
$30.3M
$1.24M ﹤0.01%
170,557
+14,882
+10% +$121K
MITT
2258
TPG Mortgage Investment Trust
MITT
$232M
$1.24M ﹤0.01%
23,118
+16,872
+270% +$960K
NKTR icon
2259
Nektar Therapeutics
NKTR
$2.34B
$1.24M ﹤0.01%
6,823
+1,005
+17% +$192K
LMNX
2260
DELISTED
Luminex Corp
LMNX
$1.24M ﹤0.01%
63,351
-2,365
-4% -$43.2K
BWG
2261
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.23M ﹤0.01%
72,812
+31,561
+77% +$569K
NTGR icon
2262
NETGEAR
NTGR
$691M
$1.23M ﹤0.01%
39,334
+13,720
+54% +$454K
ASNA
2263
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.23M ﹤0.01%
4,619
+1,009
+28% +$331K
BCA
2264
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.23M ﹤0.01%
63,940
-4,244
-6% -$78.5K
SRCE icon
2265
1st Source
SRCE
$2.17B
$1.23M ﹤0.01%
47,447
+5,370
+13% +$144K
IGTE
2266
DELISTED
IGATE CORPORATION
IGTE
$1.23M ﹤0.01%
33,407
-3,342
-9% -$124K
XOXO
2267
DELISTED
Xo Group Inc
XOXO
$1.22M ﹤0.01%
109,222
-316
-0.3% -$3.73K
SNCR
2268
DELISTED
Synchronoss Technologies
SNCR
$1.22M ﹤0.01%
2,966
+62
+2% +$22.3K
DXB.CL
2269
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.22M ﹤0.01%
47,177
-893
-2% -$23.4K
RAX
2270
DELISTED
Rackspace Hosting Inc
RAX
$1.22M ﹤0.01%
37,543
-19,162
-34% -$636K
FPO
2271
DELISTED
First Potomac Realty Trust
FPO
$1.22M ﹤0.01%
103,927
+4,543
+5% +$58.9K
HY icon
2272
Hyster-Yale Materials Handling
HY
$616M
$1.22M ﹤0.01%
17,000
+1,382
+9% +$110K
ADUS icon
2273
Addus HomeCare
ADUS
$2.22B
$1.21M ﹤0.01%
61,939
-4,019
-6% -$87K
SEMG
2274
DELISTED
SEMGROUP CORPORATION
SEMG
$1.21M ﹤0.01%
14,585
-270
-2% -$22.2K
PSMT icon
2275
Pricesmart
PSMT
$5.94B
$1.21M ﹤0.01%
14,124
-95
-0.7% -$8.26K
89 90
91
92 93

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.