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
KIOR
3501
DELISTED
KIOR, INC CLASS A COM STK
KIOR
– –
-26,994
Closed -$15K
WH
3502
DELISTED
WSP HOLDINGS LTD ADR NEW
WH
– –
-33,517
Closed -$91K
PLXT
3503
DELISTED
PLX TECHNOLOGY INC
PLXT
– –
-10,831
Closed -$66K
CHC
3504
DELISTED
CHINA HYDROELECTRIC CORP SPONSORED ADR RPSTG 3 ORD SHS
CHC
– –
-37,328
Closed -$127K
BODY
3505
DELISTED
BODY CENTRAL CORP COM STK
BODY
– –
-194,297
Closed -$208K
CHTP
3506
DELISTED
CHELSEA THERAPEUTICS INT'L LTD
CHTP
– –
-208,058
Closed -$1.15M
JOSB
3507
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
– –
-51,163
Closed -$3.29M
STSI
3508
DELISTED
STAR SCIENTIFIC INC
STSI
– –
-30,820
Closed -$24K
EPL
3509
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-72,401
Closed -$2.79M
VOCS
3510
DELISTED
VOCUS INC
VOCS
– –
-39,021
Closed -$520K
ARTC
3511
DELISTED
ARTHROCARE CORP
ARTC
– –
-63,268
Closed -$3.05M
ZLC
3512
DELISTED
ZALE CORPORATION
ZLC
– –
-202,921
Closed -$4.24M
HOME
3513
DELISTED
HOME FED BANCORP INC COM STK NEW (MD)
HOME
– –
-49,778
Closed -$775K
ACO
3514
DELISTED
AMCOL International Corp
ACO
– –
-42,235
Closed -$1.93M
LSI
3515
DELISTED
LSI CORPORATION
LSI
– –
-696,380
Closed -$7.71M
HXM
3516
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
– –
-122,283
Closed -$172K
BEAM
3517
DELISTED
BEAM INC COM STK (DE)
BEAM
– –
-189,964
Closed -$15.8M
ATMI
3518
DELISTED
A T M I INC
ATMI
– –
-50,852
Closed -$1.73M
WBCO
3519
DELISTED
WASHINGTON BANKING CO
WBCO
– –
-46,407
Closed -$825K
ACCL
3520
DELISTED
Accelrys Inc
ACCL
– –
-21,324
Closed -$266K
HITK
3521
DELISTED
HI-TECH PHARMACAL INC
HITK
– –
-17,840
Closed -$773K
JNY
3522
DELISTED
JONES GROUP INC COM STK (PA)
JNY
– –
-155,685
Closed -$2.33M
CSE
3523
DELISTED
CAPITALSOURCE INC
CSE
– –
-263,521
Closed -$3.85M
PACR
3524
DELISTED
PACER INTL INC TENN
PACR
– –
-339,263
Closed -$3.04M
SUPX
3525
DELISTED
SUPERTEX INC
SUPX
– –
-22,330
Closed -$736K
139 140
141
142 143

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.