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
JMP
3426
DELISTED
JMP Group LLC
JMP
– –
-21,879
Closed -$156K
SPRT
3427
DELISTED
support.com, Inc.
SPRT
– –
-4,141
Closed -$32K
WIFI
3428
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-18,739
Closed -$127K
TCP
3429
DELISTED
TC Pipelines LP
TCP
– –
-7,211
Closed -$346K
ZAGG
3430
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-14,634
Closed -$68K
CEL
3431
DELISTED
Cellcom Israel, Ltd.
CEL
– –
-19,143
Closed -$264K
TRQ
3432
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-4,542
Closed -$151K
CETV
3433
DELISTED
Central European Media Enterprises Ltd
CETV
– –
-33,301
Closed -$99K
MNTA
3434
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-21,421
Closed -$250K
INXN
3435
DELISTED
Interxion Holding N.V.
INXN
– –
-13,945
Closed -$334K
AVEO
3436
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-22,005
Closed -$328K
LTS
3437
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-15,475
Closed -$47K
ARQL
3438
DELISTED
Arqule Inc
ARQL
– –
-14,408
Closed -$30K
IMI
3439
DELISTED
Intermolecular, Inc.
IMI
– –
-21,213
Closed -$59K
ARRY
3440
DELISTED
Array Biopharma Inc
ARRY
– –
-25,013
Closed -$118K
BORN
3441
DELISTED
China New Borun Corporation
BORN
– –
-47,584
Closed -$158K
SGYP
3442
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-14,298
Closed -$76K
HQCL
3443
DELISTED
Hanwha Q CELLS Co., Ltd.
HQCL
– –
-1,841
Closed -$53K
GBNK
3444
DELISTED
Guaranty Bancorp
GBNK
– –
-14,234
Closed -$203K
ECYT
3445
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-10,864
Closed -$259K
RSYS
3446
DELISTED
Radisys Corp
RSYS
– –
-27,986
Closed -$100K
JASO
3447
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-17,800
Closed -$181K
CGI
3448
DELISTED
Celadon Group Inc
CGI
– –
-34,411
Closed -$827K
STRP
3449
DELISTED
Straight Path Communications Inc.
STRP
– –
-10,099
Closed -$74K
SCMP
3450
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-27,154
Closed -$194K
136 137
138
139 140

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.