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
VTR icon
501
Ventas
VTR
$48.9B
$17.3M 0.04%
236,522
+17,506
+8% +$1.3M
BF.B icon
502
Brown-Forman Class B
BF.B
$12B
$17.3M 0.04%
574,453
-1,344
-0.2% -$39.3K
LHX icon
503
L3Harris
LHX
$55.9B
$17.3M 0.04%
228,207
+13,547
+6% +$1.01M
CTRA
504
DELISTED
Coterra Energy
CTRA
$17.2M 0.04%
504,083
+39,431
+8% +$1.41M
KDP icon
505
Keurig Dr Pepper
KDP
$40.4B
$17.2M 0.04%
293,232
-823
-0.3% -$46.3K
EMD
506
Western Asset Emerging Markets Debt Fund
EMD
$609M
$17.2M 0.04%
933,606
+169,510
+22% +$3.06M
LYG icon
507
Lloyds Banking Group
LYG
$87.4B
$17.2M 0.04%
3,337,880
+222,488
+7% +$1.15M
SQM icon
508
Sociedad Química y Minera de Chile
SQM
$19.6B
$17.1M 0.04%
600,868
+169,840
+39% +$5.05M
FE icon
509
FirstEnergy
FE
$28.9B
$17.1M 0.04%
492,843
-27,096
-5% -$912K
SYT
510
DELISTED
Syngenta Ag
SYT
$17.1M 0.04%
228,630
+10,023
+5% +$771K
IDXX icon
511
Idexx Laboratories
IDXX
$42.9B
$17M 0.04%
254,528
+10,698
+4% +$680K
PUK icon
512
Prudential
PUK
$36.5B
$17M 0.04%
381,793
+23,692
+7% +$1.05M
MWV
513
DELISTED
MEADWESTVACO CORP
MWV
$16.9M 0.04%
382,074
+2,452
+0.6% +$99.5K
VAR
514
DELISTED
Varian Medical Systems, Inc.
VAR
$16.9M 0.04%
231,883
+7,283
+3% +$523K
XLS
515
DELISTED
EXELIS INC COM STK
XLS
$16.9M 0.04%
1,064,231
+6,224
+0.6% +$103K
OI icon
516
O-I Glass
OI
$1.39B
$16.9M 0.04%
486,437
+602
+0.1% +$19.9K
TXT icon
517
Textron
TXT
$16.6B
$16.9M 0.04%
440,055
-23,446
-5% -$918K
VALE.P
518
DELISTED
Vale S A
VALE.P
$16.8M 0.04%
1,412,420
-18,768
-1% -$228K
NTAP icon
519
NetApp
NTAP
$32.9B
$16.8M 0.04%
459,804
-155,391
-25% -$5.57M
ARW icon
520
Arrow Electronics
ARW
$10.9B
$16.6M 0.04%
275,518
+18,176
+7% +$1.06M
CHY
521
Calamos Convertible and High Income Fund
CHY
$1.03B
$16.6M 0.04%
1,123,220
-94,279
-8% -$1.34M
ETFC
522
DELISTED
E*Trade Financial Corporation
ETFC
$16.6M 0.04%
779,618
+150,327
+24% +$3.16M
KEX icon
523
Kirby Corp
KEX
$7.95B
$16.5M 0.04%
141,259
-1,926
-1% -$207K
TAP icon
524
Molson Coors Class B
TAP
$7.68B
$16.5M 0.04%
222,962
+499
+0.2% +$32.2K
BBVA icon
525
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$16.5M 0.04%
1,356,069
+75,675
+6% +$908K
19 20
21
22 23

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.