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
XBKS
3451
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
– –
-7,117
Closed -$113K
GS.PRI.CL
3452
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
– –
-16,572
Closed -$382K
MACK
3453
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-1,837
Closed -$73K
NCIT
3454
DELISTED
NCI, Inc.
NCIT
– –
-11,835
Closed -$126K
SFR
3455
DELISTED
Starwood Waypoint Homes
SFR
– –
-9,877
Closed -$284K
KCG
3456
DELISTED
KCG Holdings, Inc.
KCG
– –
-10,344
Closed -$123K
IKGH
3457
DELISTED
Iao Kun Group Holding Company Limited
IKGH
– –
-32,835
Closed -$114K
CYNO
3458
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-21,157
Closed -$620K
TNGO
3459
DELISTED
Tangoe, Inc.
TNGO
– –
-11,313
Closed -$210K
ACTS
3460
DELISTED
Actions Semiconductor Co
ACTS
– –
-24,551
Closed -$61K
COWN
3461
DELISTED
Cowen Inc. Class A Common Stock
COWN
– –
-4,200
Closed -$74K
AEGR
3462
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-5,348
Closed -$247K
CVT
3463
DELISTED
CVENT, INC.
CVT
– –
-14,093
Closed -$509K
FES
3464
DELISTED
Forbes Energy Services Ltd
FES
– –
-10,069
Closed -$40K
PCO
3465
DELISTED
Pendrell Corporation - Class A
PCO
– –
-13
Closed -$24K
SZMK
3466
DELISTED
SIZMEK INC COM STK (DE)
SZMK
– –
-99,252
Closed -$1.05M
REXI
3467
DELISTED
RESOURCE AMERICA INC CL-A
REXI
– –
-10,335
Closed -$89K
CTQ.CL
3468
DELISTED
QWEST CORP 7.375% NOTES DUE 2051 (CO)
CTQ.CL
– –
-13,263
Closed -$347K
RLOC
3469
DELISTED
REACHLOCAL INC COM STK (DE)
RLOC
– –
-26,748
Closed -$263K
NPD
3470
DELISTED
CHINA NEPSTAR CHAIN DRUGSTORE LTD. COM
NPD
– –
-39,269
Closed -$94K
TUMI
3471
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-9,127
Closed -$207K
TWER
3472
DELISTED
Towerstream Corporation Common Stock
TWER
– –
-577
Closed -$27K
ENZN
3473
DELISTED
ENZON PHARMACEUTICALS INC
ENZN
– –
-48,008
Closed -$49K
UNIS
3474
DELISTED
Unilife Corporation
UNIS
– –
-3,259
Closed -$133K
CRWN
3475
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
– –
-36,970
Closed -$142K
137 138
139
140 141

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.