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
FXL icon
301
First Trust Technology AlphaDEX Fund
FXL
$2.47B
$29.6M 0.07%
910,943
-450,914
-33% -$13.9M
STJ
302
DELISTED
St Jude Medical
STJ
$29.6M 0.07%
427,161
+3,216
+0.8% +$208K
FXG icon
303
First Trust Consumer Staples AlphaDEX Fund
FXG
$231M
$29.5M 0.07%
+741,084
New +$28.1M
FXO icon
304
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$29.5M 0.07%
1,325,226
-670,507
-34% -$14.6M
PLL
305
DELISTED
PALL CORP
PLL
$29.4M 0.07%
344,589
+37,682
+12% +$3.22M
SI
306
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$29.4M 0.07%
222,431
-11,954
-5% -$1.6M
FXZ icon
307
First Trust Materials AlphaDEX Fund
FXZ
$378M
$29.4M 0.07%
861,219
-447,905
-34% -$14.9M
FXR icon
308
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$732M
$29.1M 0.07%
+954,660
New +$28.5M
AA icon
309
Alcoa
AA
$11.7B
$29M 0.07%
810,729
+43,797
+6% +$1.44M
AZO icon
310
AutoZone
AZO
$48.3B
$29M 0.07%
53,988
-795
-1% -$421K
ED icon
311
Consolidated Edison
ED
$41.6B
$28.9M 0.07%
499,849
+29,537
+6% +$1.65M
FIS icon
312
Fidelity National Information Services
FIS
$21.5B
$28.8M 0.06%
526,419
-1,965
-0.4% -$105K
SKM icon
313
SK Telecom
SKM
$13.7B
$28.8M 0.06%
673,017
+73,496
+12% +$2.86M
VEON icon
314
VEON
VEON
$3.53B
$28.6M 0.06%
135,995
+5,615
+4% +$1.18M
CAM
315
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$28.6M 0.06%
421,678
+51,724
+14% +$3.33M
MSI icon
316
Motorola Solutions
MSI
$69.4B
$28.5M 0.06%
428,591
-27,079
-6% -$1.78M
K
317
DELISTED
Kellanova
K
$28.4M 0.06%
459,606
+22,162
+5% +$1.39M
PFG icon
318
Principal Financial Group
PFG
$23.6B
$28.2M 0.06%
559,075
-5,632
-1% -$265K
PCAR icon
319
PACCAR
PCAR
$69.6B
$28.1M 0.06%
671,552
+7,191
+1% +$307K
CMG icon
320
Chipotle Mexican Grill
CMG
$40.8B
$28M 0.06%
2,365,850
-407,700
-15% -$4.42M
FLS icon
321
Flowserve
FLS
$9.25B
$28M 0.06%
376,886
-39,110
-9% -$2.96M
AMG icon
322
Affiliated Managers Group
AMG
$9.46B
$28M 0.06%
136,324
+8,761
+7% +$1.69M
OKS
323
DELISTED
Oneok Partners LP
OKS
$27.9M 0.06%
475,696
-50,854
-10% -$2.83M
CME icon
324
CME Group
CME
$92.2B
$27.8M 0.06%
392,093
-43,734
-10% -$3.08M
KSU
325
DELISTED
Kansas City Southern
KSU
$27.8M 0.06%
258,742
+59,069
+30% +$6.1M
11 12
13
14 15

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.