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
VNO.PRL icon
3326
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
$203K ﹤0.01%
+8,886
New +$198K
WIX icon
3327
WIX.com
WIX
$2.15B
$203K ﹤0.01%
+10,229
New +$193K
SRCI
3328
DELISTED
SRC Energy Inc
SRCI
$203K ﹤0.01%
15,339
+362
+2% +$4.19K
ANAD
3329
DELISTED
ANADIGICS INC
ANAD
$188K ﹤0.01%
231,824
-9,498
-4% -$11.8K
STP
3330
DELISTED
SUNTECH POWER HOLDINGS CO., LTD
STP
$160K ﹤0.01%
432,553
– –
ABUS icon
3331
Arbutus Biopharma
ABUS
$865M
– –
-35,569
Closed -$764K
ACWV icon
3332
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.26B
– –
-197,973
Closed -$12.7M
AMSC icon
3333
American Superconductor
AMSC
$1.48B
– –
-10,499
Closed -$169K
ATEC icon
3334
Alphatec Holdings
ATEC
$1.27B
– –
-1,097
Closed -$20K
BBN icon
3335
BlackRock Taxable Municipal Bond Trust
BBN
$969M
– –
-49,864
Closed -$1.01M
BGT icon
3336
BlackRock Floating Rate Income Trust
BGT
$322M
– –
-23,544
Closed -$335K
BIL icon
3337
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.8B
– –
-3,790
Closed -$347K
BRX icon
3338
Brixmor Property Group
BRX
$9.95B
– –
-18,425
Closed -$393K
BXC icon
3339
BlueLinx
BXC
$455M
– –
-1,679
Closed -$22K
BBBY
3340
Bed Bath & Beyond
BBBY
$473M
– –
-14,457
Closed -$214K
CCM
3341
Concord Medical Services
CCM
$18.7M
– –
-1,292
Closed -$98K
CERS icon
3342
Cerus
CERS
$587M
– –
-17,590
Closed -$84K
CEVA icon
3343
CEVA Inc
CEVA
$1.01B
– –
-25,039
Closed -$440K
CLNE icon
3344
Clean Energy Fuels
CLNE
$447M
– –
-13,995
Closed -$125K
CORT icon
3345
Corcept Therapeutics
CORT
$10.2B
– –
-29,555
Closed -$129K
CWCO icon
3346
Consolidated Water Co
CWCO
$469M
– –
-15,864
Closed -$209K
DBEF icon
3347
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.13B
– –
-237,486
Closed -$6.44M
DBL
3348
DoubleLine Opportunistic Credit Fund
DBL
$278M
– –
-32,286
Closed -$747K
DHT icon
3349
DHT Holdings
DHT
$2.97B
– –
-21,341
Closed -$166K
DRD
3350
DRDGold
DRD
$1.82B
– –
-17,645
Closed -$66K
132 133
134
135 136

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.