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
BALL icon
701
Ball Corp
BALL
$17B
$10.6M 0.02%
338,930
-5,592
-2% -$164K
HAS icon
702
Hasbro
HAS
$12.6B
$10.6M 0.02%
200,165
-23,132
-10% -$1.25M
NBR icon
703
Nabors Industries
NBR
$1.23B
$10.5M 0.02%
7,160
-215
-3% -$278K
NVG icon
704
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$10.5M 0.02%
742,049
+8,904
+1% +$123K
TWO
705
Two Harbors Investment
TWO
$1.27B
$10.5M 0.02%
125,247
+67,033
+115% +$5.57M
AXS icon
706
AXIS Capital
AXS
$8.59B
$10.5M 0.02%
236,704
+17,299
+8% +$791K
NSANY
707
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$10.5M 0.02%
551,350
+30,550
+6% +$579K
MHK icon
708
Mohawk Industries
MHK
$6.9B
$10.4M 0.02%
75,449
+15,341
+26% +$2.07M
DRYS
709
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
JBHT icon
710
JB Hunt Transport Services
JBHT
$27.1B
$10.4M 0.02%
141,364
-2,616
-2% -$198K
TKR icon
711
Timken Company
TKR
$9.82B
$10.4M 0.02%
214,736
+6,644
+3% +$301K
XEC
712
DELISTED
CIMAREX ENERGY CO
XEC
$10.4M 0.02%
72,628
+5,602
+8% +$713K
GLOG
713
DELISTED
GASLOG LTD
GLOG
$10.4M 0.02%
325,422
+90,013
+38% +$2.36M
PCL
714
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$10.3M 0.02%
229,194
+10,181
+5% +$443K
JLL icon
715
Jones Lang LaSalle
JLL
$15.1B
$10.3M 0.02%
81,744
+14,729
+22% +$1.78M
ENDP
716
DELISTED
Endo International plc
ENDP
$10.3M 0.02%
147,032
-1,924
-1% -$129K
RHT
717
DELISTED
Red Hat Inc
RHT
$10.3M 0.02%
185,767
-6,149
-3% -$313K
TECD
718
DELISTED
Tech Data Corp
TECD
$10.3M 0.02%
164,203
+4,646
+3% +$288K
FL
719
DELISTED
Foot Locker
FL
$10.3M 0.02%
202,282
+2,077
+1% +$99.3K
VC icon
720
Visteon
VC
$2.77B
$10.2M 0.02%
105,606
+15,211
+17% +$1.38M
UGI icon
721
UGI
UGI
$8B
$10.1M 0.02%
301,131
+47,811
+19% +$1.51M
URS
722
DELISTED
URS CORP
URS
$10.1M 0.02%
220,560
+245
+0.1% +$11.3K
EVG
723
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$10.1M 0.02%
658,327
-14,094
-2% -$215K
NATI
724
DELISTED
National Instruments Corp
NATI
$10M 0.02%
310,182
-1,392
-0.4% -$40K
KEP icon
725
Korea Electric Power
KEP
$15.5B
$10M 0.02%
545,602
+12,959
+2% +$249K
27 28
29
30 31

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.