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
JRO
3551
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-50,454
Closed -$616K
GSH
3552
DELISTED
Guangshen Railway Co. Ltd
GSH
– –
-12,224
Closed -$259K
ZX
3553
DELISTED
China Zenix Auto Internatl Ltd
ZX
– –
-30,749
Closed -$79K
RTK
3554
DELISTED
Rentech, Inc.
RTK
– –
-1,982
Closed -$38K
HEOP
3555
DELISTED
Heritage Oaks Bancorp
HEOP
– –
-22,626
Closed -$183K
HTCH
3556
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
– –
-11,180
Closed -$32K
KBIO
3557
DELISTED
KALOBIOS PHARMACEUTICALS INC COM STK NEW (DE)
KBIO
– –
-5,347
Closed -$116K
LLEN
3558
DELISTED
L & L ENERGY INC COM STK (NV)
LLEN
– –
-32,022
Closed -$43K
RESI
3559
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-24,336
Closed -$768K
GNK
3560
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
– –
-149,328
Closed -$263K
GMAN
3561
DELISTED
Gordmans Stores, Inc.
GMAN
– –
-32,466
Closed -$177K
UBNK
3562
DELISTED
UNITIED FINANCIAL BANCORP INC
UBNK
– –
-42,901
Closed -$789K
FXCB
3563
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
– –
-11,719
Closed -$197K
FRP
3564
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
– –
-26,361
Closed –
FSGI
3565
DELISTED
FIRST SECURITY GROUP, INC.
FSGI
– –
-47,457
Closed -$99K
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.