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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.17%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$44.4B
AUM Growth
+$2.24B
Cap. Flow
+$315M
Cap. Flow %
0.71%
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$152M
2
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
+$35.4M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$33.6M
4
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$29.2M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$28.5M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$76M
2
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$41.4M
3
BND icon
Vanguard Total Bond Market
BND
+$30.8M
4
BAC icon
Bank of America
BAC
+$24.6M
5
EBAY icon
eBay
EBAY
+$20.9M

Sector Composition

Rank Sector Weight
1 Financials 13.86%
2 Technology 12.49%
3 Healthcare 11.58%
4 Energy 9.78%
5 Industrials 9.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NPSP
2801
DELISTED
NPS PHARMACEUTICALS INC
NPSP
$580K ﹤0.01%
17,561
-8,388
-32% -$242K
GEH.CL
2802
DELISTED
General Electric Capital Corp.
GEH.CL
$579K ﹤0.01%
23,931
-440
-2% -$10.5K
ARTNA icon
2803
Artesian Resources
ARTNA
$356M
$578K ﹤0.01%
25,725
+4,814
+23% +$106K
JPM.PRA.CL
2804
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$575K ﹤0.01%
25,239
+475
+2% +$10.7K
GEK.CL
2805
DELISTED
General Electric Capital Corp.
GEK.CL
$575K ﹤0.01%
24,761
-466
-2% -$10.6K
MED icon
2806
Medifast
MED
$108M
$573K ﹤0.01%
18,856
-2,882
-13% -$89.8K
WW
2807
DELISTED
WW International
WW
$572K ﹤0.01%
28,378
+701
+3% +$15K
BRK.A icon
2808
Berkshire Hathaway Class A
BRK.A
$1.07T
$570K ﹤0.01%
+3
New +$569K
TREX icon
2809
Trex
TREX
$4.51B
$570K ﹤0.01%
79,100
-8,964
-10% -$76K
IIP
2810
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$570K ﹤0.01%
80,895
-6,519
-7% -$45.9K
TRLA
2811
DELISTED
TRULIA INC (DEL)
TRLA
$569K ﹤0.01%
+11,999
New +$441K
PRGX
2812
DELISTED
PRGX Global, Inc.
PRGX
$568K ﹤0.01%
88,943
-3,523
-4% -$22.7K
TSI
2813
TCW Strategic Income Fund
TSI
$212M
$567K ﹤0.01%
102,684
+63,092
+159% +$347K
PDFS icon
2814
PDF Solutions
PDFS
$2.13B
$566K ﹤0.01%
26,679
+3,880
+17% +$74.2K
CALX icon
2815
Calix
CALX
$2.27B
$565K ﹤0.01%
69,053
+1,383
+2% +$11.3K
OFIX icon
2816
Orthofix Medical
OFIX
$455M
$564K ﹤0.01%
15,552
-148
-0.9% -$4.78K
DZSI
2817
DELISTED
DZS Inc. Common Stock
DZSI
$564K ﹤0.01%
36,371
+445
+1% +$7.19K
STEW
2818
SRH Total Return Fund
STEW
$1.75B
$562K ﹤0.01%
66,013
+3,386
+5% +$28.2K
KFX
2819
DELISTED
KOFAX LIMITED COM STK
KFX
$561K ﹤0.01%
65,195
+40,667
+166% +$328K
MWR.CL
2820
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$556K ﹤0.01%
22,000
-468
-2% -$11.8K
ASRT
2821
DELISTED
Assertio
ASRT
$553K ﹤0.01%
663
+492
+288% +$379K
MX icon
2822
Magnachip Semiconductor
MX
$128M
$550K ﹤0.01%
39,002
+6,724
+21% +$90.6K
ZUMZ icon
2823
Zumiez
ZUMZ
$320M
$550K ﹤0.01%
19,926
+1,290
+7% +$34.3K
PRH
2824
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$550K ﹤0.01%
22,325
-488
-2% -$11.8K
C.PRN icon
2825
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.55B
$548K ﹤0.01%
19,784
-438
-2% -$12K
111 112
113
114 115

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 Q2 2014 Portfolio in Review

As of Q2 2014, Parametric Portfolio Associates held 3,994 positions worth $44.4B, up 5.3% from $42.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q2 2014 filing shows 152 new, 2,134 increased, 1,420 reduced and 264 closed positions. Its largest new stake was First Trust Utilities AlphaDEX Fund: 1,276,596 shares worth $30.4M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $76M.

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 Q2 2014 buy was First Trust Utilities AlphaDEX Fund: 1,276,596 shares worth $30.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2014, an estimated $152M increase.
  • Parametric Portfolio Associates's biggest Q2 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $76M.
  • Parametric Portfolio Associates fully exited BEAM INC COM STK (DE) in Q2 2014, selling an estimated $15.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $44.4B portfolio in Q2 2014.
  • Parametric Portfolio Associates opened 152 new positions and closed 264 in Q2 2014.
  • Parametric Portfolio Associates's portfolio value rose 5.3% quarter-over-quarter to $44.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2014, filed 12 Aug 2014.