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
NMR icon
776
Nomura Holdings
NMR
$28.7B
$9.05M 0.02%
1,287,736
+597,696
+87% +$3.82M
SPLS
777
DELISTED
Staples Inc
SPLS
$9.05M 0.02%
835,109
+9,507
+1% +$113K
CNC icon
778
Centene
CNC
$31.3B
$9.01M 0.02%
476,688
+75,456
+19% +$1.3M
BR icon
779
Broadridge
BR
$17.2B
$8.98M 0.02%
215,789
-16,521
-7% -$647K
AVP
780
DELISTED
Avon Products, Inc.
AVP
$8.98M 0.02%
614,603
+51,179
+9% +$738K
NXPI icon
781
NXP Semiconductors
NXPI
$68B
$8.96M 0.02%
135,419
+19,571
+17% +$1.2M
RVTY icon
782
Revvity
RVTY
$12.3B
$8.95M 0.02%
191,149
+5,138
+3% +$231K
SYNA icon
783
Synaptics
SYNA
$4.41B
$8.94M 0.02%
98,617
+1,238
+1% +$83.9K
FLEX icon
784
Flex
FLEX
$43.4B
$8.89M 0.02%
1,066,303
+310,036
+41% +$2.33M
EMD
785
DELISTED
Western Asset Emerging Markets
EMD
$8.87M 0.02%
685,795
+113,033
+20% +$1.44M
BHC icon
786
Bausch Health
BHC
$1.65B
$8.86M 0.02%
70,243
+16,144
+30% +$2.06M
RIG icon
787
Transocean
RIG
$5.92B
$8.85M 0.02%
196,572
-48,437
-20% -$2.06M
SNA icon
788
Snap-on
SNA
$20.9B
$8.85M 0.02%
74,686
-3,058
-4% -$354K
FDO
789
DELISTED
FAMILY DOLLAR STORES
FDO
$8.82M 0.02%
133,315
-13,641
-9% -$822K
UAA icon
790
Under Armour
UAA
$3B
$8.81M 0.02%
298,456
-3,694
-1% -$96.3K
DT
791
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$8.81M 0.02%
503,010
+61,337
+14% +$1.07M
PHM icon
792
Pultegroup
PHM
$24.5B
$8.8M 0.02%
436,723
-14,237
-3% -$273K
CMCSK
793
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$8.8M 0.02%
164,996
-11,531
-7% -$615K
EOI
794
Eaton Vance Enhanced Equity Income Fund
EOI
$808M
$8.77M 0.02%
637,846
+34,286
+6% +$456K
IQNT
795
DELISTED
Inteliquent, Inc.
IQNT
$8.72M 0.02%
628,908
+108,759
+21% +$1.59M
DPZ icon
796
Domino's
DPZ
$11B
$8.71M 0.02%
119,189
-6,444
-5% -$472K
GNTX icon
797
Gentex
GNTX
$4.88B
$8.66M 0.02%
595,686
-16,346
-3% -$239K
WAT icon
798
Waters Corp
WAT
$36.8B
$8.66M 0.02%
82,903
-2,179
-3% -$229K
CYN
799
DELISTED
CITY NATIONAL CORPORATION
CYN
$8.63M 0.02%
113,913
+432
+0.4% +$32K
AWK icon
800
American Water Works
AWK
$26.3B
$8.6M 0.02%
173,987
+7,331
+4% +$345K
30 31
32
33 34

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.