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
+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
PHD
2826
DELISTED
Pioneer Floating Rate Fund
PHD
$548K ﹤0.01%
43,955
-89,253
-67% -$1.1M
RENT
2827
DELISTED
RENTRAK CORP
RENT
$548K ﹤0.01%
10,446
-436
-4% -$23.1K
NWY
2828
DELISTED
New York & Co Inc
NWY
$546K ﹤0.01%
148,027
-1,935
-1% -$8.05K
FARM
2829
DELISTED
Farmer Brothers
FARM
$545K ﹤0.01%
25,240
+876
+4% +$17.6K
GZT
2830
DELISTED
Gazit-globe Ltd
GZT
$544K ﹤0.01%
40,988
+1,352
+3% +$17.8K
TECU
2831
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
$544K ﹤0.01%
+106,783
New +$558K
ENVE
2832
DELISTED
ENVENTIS CORP COM STK
ENVE
$540K ﹤0.01%
34,120
+14,588
+75% +$187K
CEA
2833
DELISTED
China Eastern Airlines
CEA
$539K ﹤0.01%
35,287
-7,505
-18% -$118K
BTA
2834
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$538K ﹤0.01%
47,646
+9,766
+26% +$110K
RNG icon
2835
RingCentral
RNG
$4.05B
$538K ﹤0.01%
+35,536
New +$515K
STAA icon
2836
STAAR Surgical
STAA
$1.16B
$538K ﹤0.01%
32,013
+5,334
+20% +$87.8K
STRL icon
2837
Sterling Infrastructure
STRL
$20.3B
$538K ﹤0.01%
57,351
-172
-0.3% -$1.46K
YORW icon
2838
York Water
YORW
$505M
$538K ﹤0.01%
25,824
-925
-3% -$18.7K
BPZ
2839
DELISTED
BPZ RESOURCES INC COM STK
BPZ
$536K ﹤0.01%
174,062
+75,635
+77% +$220K
ENLC
2840
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$535K ﹤0.01%
12,837
-21,098
-62% -$806K
QNST icon
2841
QuinStreet
QNST
$870M
$534K ﹤0.01%
96,913
+10,192
+12% +$58.8K
EXAR
2842
DELISTED
Exar Corporation
EXAR
$534K ﹤0.01%
47,245
+425
+0.9% +$4.66K
VOLC
2843
DELISTED
VOLCANO CORPORATION COM STK
VOLC
$533K ﹤0.01%
30,262
+1,918
+7% +$34.9K
HIMX
2844
Himax Technologies
HIMX
$2.2B
$531K ﹤0.01%
77,388
+10,289
+15% +$82.3K
JGV
2845
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$530K ﹤0.01%
+36,007
New +$501K
FNHC
2846
DELISTED
FedNat Holding Company Common Stock
FNHC
$529K ﹤0.01%
20,757
+7,185
+53% +$157K
ARUN
2847
DELISTED
ARUBA NETWORKS, INC.
ARUN
$529K ﹤0.01%
30,188
+9,259
+44% +$175K
EQU
2848
DELISTED
EQUAL ENERGY LTD COM
EQU
$526K ﹤0.01%
97,139
+30,740
+46% +$155K
ANH
2849
DELISTED
Anworth Mortgage Asset Corporation
ANH
$525K ﹤0.01%
101,795
-138,074
-58% -$734K
IND.CL
2850
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
$523K ﹤0.01%
20,373
-417
-2% -$10.7K
112 113
114
115 116

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.