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
AMRE
2426
DELISTED
AMREIT INC NEW COM STK
AMRE
$986K ﹤0.01%
42,930
+1,613
+4% +$36.8K
BRLI
2427
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$985K ﹤0.01%
35,090
+430
+1% +$13.1K
SIR
2428
DELISTED
SELECT INCOME REIT
SIR
$983K ﹤0.01%
93,002
+3,608
+4% +$43.6K
HAYN
2429
DELISTED
Haynes International, Inc.
HAYN
$982K ﹤0.01%
21,346
+31
+0.1% +$1.59K
IPAR icon
2430
Interparfums
IPAR
$3.99B
$981K ﹤0.01%
35,676
+408
+1% +$11.5K
WPZ
2431
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$981K ﹤0.01%
19,638
-7,213
-27% -$359K
TOWN icon
2432
Towne Bank
TOWN
$3.45B
$980K ﹤0.01%
72,171
-5,135
-7% -$76K
ACW
2433
DELISTED
Accuride Corp
ACW
$980K ﹤0.01%
258,455
-696
-0.3% -$3.32K
HL icon
2434
Hecla Mining
HL
$10.2B
$979K ﹤0.01%
394,726
+70,710
+22% +$221K
KG
2435
Kestrel Group
KG
$70.1M
$979K ﹤0.01%
4,417
+262
+6% +$62.4K
SKUL
2436
DELISTED
SKULLCANDY INC
SKUL
$977K ﹤0.01%
125,413
+12,664
+11% +$97.2K
SRI icon
2437
Stoneridge
SRI
$210M
$976K ﹤0.01%
86,559
+2,214
+3% +$25.8K
FANG icon
2438
Diamondback Energy
FANG
$55.1B
$975K ﹤0.01%
13,034
+10,362
+388% +$840K
IPCM
2439
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$974K ﹤0.01%
21,743
+1,043
+5% +$49.3K
BRC icon
2440
Brady Corp
BRC
$4.54B
$971K ﹤0.01%
43,268
-19,340
-31% -$507K
WAC
2441
DELISTED
Walter Investment Mgt Corp
WAC
$971K ﹤0.01%
44,253
-7,515
-15% -$197K
TTSH
2442
DELISTED
Tile Shop Holdings
TTSH
$970K ﹤0.01%
104,836
+84,107
+406% +$939K
MTGE
2443
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$968K ﹤0.01%
51,418
+6,731
+15% +$135K
FUR
2444
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$966K ﹤0.01%
64,095
-2,395
-4% -$36.4K
ENSG icon
2445
The Ensign Group
ENSG
$10.4B
$964K ﹤0.01%
59,214
+5,029
+9% +$79.7K
ANR
2446
DELISTED
Alpha Natural Resources Inc
ANR
$964K ﹤0.01%
388,761
-107,211
-22% -$370K
DWRE
2447
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$964K ﹤0.01%
18,934
+13,318
+237% +$755K
GCAP
2448
DELISTED
Gain Capital Holdings, Inc.
GCAP
$963K ﹤0.01%
151,106
-784
-0.5% -$5.2K
AER icon
2449
AerCap
AER
$23.9B
$961K ﹤0.01%
23,505
-2,863
-11% -$130K
HT
2450
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$958K ﹤0.01%
37,609
+8,046
+27% +$216K
96 97
98
99 100

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.