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
KEG
2401
DELISTED
KEY ENERGY SERVICES INC
KEG
$1.01M ﹤0.01%
209,789
-27,836
-12% -$135K
NGS icon
2402
Natural Gas Services Group
NGS
$469M
$1.01M ﹤0.01%
41,973
-247
-0.6% -$7.22K
OLP
2403
One Liberty Properties
OLP
$551M
$1.01M ﹤0.01%
49,928
-374
-0.7% -$7.95K
MRC
2404
DELISTED
MRC Global
MRC
$1.01M ﹤0.01%
43,204
-42,852
-50% -$1.1M
RT
2405
DELISTED
Ruby Tuesday Georgia
RT
$1.01M ﹤0.01%
171,086
-85,812
-33% -$552K
ADAM
2406
Adamas Trust
ADAM
$783M
$1M ﹤0.01%
34,712
+4,152
+14% +$129K
PAC icon
2407
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$1M ﹤0.01%
14,887
-373
-2% -$25.9K
CFG icon
2408
Citizens Financial Group
CFG
$30.1B
$1M ﹤0.01%
+42,826
New +$994K
PLOW icon
2409
Douglas Dynamics
PLOW
$1.04B
$1M ﹤0.01%
51,424
-1,363
-3% -$25.6K
FRAN
2410
DELISTED
Francesca's Holdings Corporation
FRAN
$1M ﹤0.01%
5,989
+3,040
+103% +$503K
BFX
2411
DELISTED
BowFlex Inc.
BFX
$998K ﹤0.01%
83,348
-24,323
-23% -$282K
UMC icon
2412
United Microelectronic
UMC
$47.9B
$997K ﹤0.01%
500,880
+16,596
+3% +$37.2K
EPAM icon
2413
EPAM Systems
EPAM
$4.92B
$996K ﹤0.01%
22,755
-5,401
-19% -$214K
POWL icon
2414
Powell Industries
POWL
$7.99B
$996K ﹤0.01%
73,146
-2,607
-3% -$48.6K
HOS
2415
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$996K ﹤0.01%
30,430
-1,062
-3% -$44.1K
MDC
2416
DELISTED
M.D.C. Holdings, Inc.
MDC
$995K ﹤0.01%
54,556
-19,931
-27% -$404K
DRIV
2417
DELISTED
DIGITAL RIVER INC.
DRIV
$995K ﹤0.01%
68,526
+2,035
+3% +$30.6K
SD
2418
DELISTED
SANDRIDGE ENERGY, INC.
SD
$994K ﹤0.01%
231,736
-245,668
-51% -$1.37M
MHR
2419
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$994K ﹤0.01%
178,479
-14,560
-8% -$96.3K
SFY
2420
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$989K ﹤0.01%
103,019
-1,126
-1% -$12.8K
WTI icon
2421
W&T Offshore
WTI
$492M
$988K ﹤0.01%
89,773
-12,388
-12% -$174K
IMGN
2422
DELISTED
Immunogen Inc
IMGN
$988K ﹤0.01%
93,252
+32,495
+53% +$368K
HVB
2423
DELISTED
HUDSON VY HLDG CORP
HVB
$988K ﹤0.01%
54,425
-282
-0.5% -$4.99K
ESI icon
2424
Element Solutions
ESI
$9.22B
$987K ﹤0.01%
+39,461
New +$1.04M
JRI icon
2425
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$987K ﹤0.01%
50,858
-3,124
-6% -$61.9K
95 96
97
98 99

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.