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
SPXC icon
851
SPX Corp
SPXC
$11B
$7.7M 0.02%
282,521
+18,100
+7% +$470K
AVGO icon
852
Broadcom
AVGO
$1.82T
$7.7M 0.02%
1,067,970
+99,300
+10% +$666K
TEX icon
853
Terex
TEX
$7.98B
$7.69M 0.02%
187,173
+2,466
+1% +$100K
EC icon
854
Ecopetrol
EC
$32.9B
$7.67M 0.02%
212,814
-4,830
-2% -$183K
ORAN
855
DELISTED
Orange
ORAN
$7.64M 0.02%
483,469
+51,116
+12% +$817K
JBL icon
856
Jabil
JBL
$32.8B
$7.61M 0.02%
364,259
+23,694
+7% +$440K
CY
857
DELISTED
Cypress Semiconductor
CY
$7.61M 0.02%
697,119
-10,057
-1% -$102K
NEA icon
858
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$7.6M 0.02%
563,497
+40,556
+8% +$541K
BMS
859
DELISTED
Bemis
BMS
$7.58M 0.02%
186,356
+2,329
+1% +$94.7K
DASTY
860
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$7.57M 0.02%
58,774
+1,487
+3% +$192K
EW icon
861
Edwards Lifesciences
EW
$47.6B
$7.52M 0.02%
525,708
+16,068
+3% +$218K
AN icon
862
AutoNation
AN
$6.97B
$7.51M 0.02%
125,884
-9,458
-7% -$523K
NFG icon
863
National Fuel Gas
NFG
$7.84B
$7.51M 0.02%
95,952
+2,698
+3% +$199K
AOL
864
DELISTED
AOL INC COMMON STOCK
AOL
$7.51M 0.02%
188,803
-78,064
-29% -$3.08M
VIV icon
865
Telefônica Brasil
VIV
$22.4B
$7.51M 0.02%
366,125
+8,202
+2% +$169K
JAZZ icon
866
Jazz Pharmaceuticals
JAZZ
$15.9B
$7.49M 0.02%
50,956
+18,080
+55% +$2.51M
PAM icon
867
Pampa Energía
PAM
$4.64B
$7.47M 0.02%
762,284
+55
+0% +$432
GGG icon
868
Graco
GGG
$12.9B
$7.46M 0.02%
286,836
-2,364
-0.8% -$58.4K
REP
869
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$7.46M 0.02%
281,715
+14,240
+5% +$377K
FRT icon
870
Federal Realty Investment Trust
FRT
$10.9B
$7.46M 0.02%
61,652
+4,724
+8% +$558K
TX icon
871
Ternium
TX
$9.29B
$7.45M 0.02%
266,665
+20,308
+8% +$587K
EOCC
872
DELISTED
Enel Generacion Chile S.A.
EOCC
$7.42M 0.02%
237,138
+122
+0.1% +$3.74K
VR
873
DELISTED
Validus Hold Ltd
VR
$7.42M 0.02%
193,968
+9,996
+5% +$372K
ORI icon
874
Old Republic International
ORI
$10.3B
$7.4M 0.02%
447,318
+15,630
+4% +$261K
NTT
875
DELISTED
Nippon Telegraph & Telephone
NTT
$7.4M 0.02%
237,064
+17,456
+8% +$499K
33 34
35
36 37

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.