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
LR
876
DELISTED
LAFARGE ADS (1/4 COM) NEW
LR
$7.39M 0.02%
346,117
+11,267
+3% +$241K
JPC icon
877
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$7.36M 0.02%
758,544
+89,265
+13% +$850K
MEG
878
DELISTED
Media General, Inc
MEG
$7.36M 0.02%
358,339
+2,191
+0.6% +$37.6K
WAB icon
879
Wabtec
WAB
$51.1B
$7.35M 0.02%
89,025
+1,581
+2% +$122K
UMPQ
880
DELISTED
Umpqua Holdings Corp
UMPQ
$7.35M 0.02%
410,197
+101,506
+33% +$1.76M
RDY icon
881
Dr. Reddy's Laboratories
RDY
$9.82B
$7.35M 0.02%
851,170
+63,795
+8% +$536K
STLD icon
882
Steel Dynamics
STLD
$35.6B
$7.34M 0.02%
409,091
+6,351
+2% +$114K
REXMY
883
DELISTED
REXAM PLC ADR - NEW
REXMY
$7.34M 0.02%
+157,208
New +$7.34M
LDOS icon
884
Leidos
LDOS
$14.1B
$7.32M 0.02%
190,999
-11,502
-6% -$435K
BLKB icon
885
Blackbaud
BLKB
$1.5B
$7.31M 0.02%
204,461
+7,027
+4% +$234K
SKX
886
DELISTED
Skechers
SKX
$7.31M 0.02%
479,649
+37,206
+8% +$513K
TRI icon
887
Thomson Reuters
TRI
$39.4B
$7.31M 0.02%
173,165
+24,169
+16% +$989K
ATR icon
888
AptarGroup
ATR
$8.45B
$7.29M 0.02%
108,849
-919
-0.8% -$61.1K
GPRE icon
889
Green Plains
GPRE
$1.19B
$7.29M 0.02%
221,854
+7,850
+4% +$231K
MANH icon
890
Manhattan Associates
MANH
$8.97B
$7.26M 0.02%
210,738
-28,791
-12% -$950K
DO
891
DELISTED
Diamond Offshore Drilling
DO
$7.24M 0.02%
145,911
+2,044
+1% +$102K
HOLX
892
DELISTED
Hologic
HOLX
$7.24M 0.02%
285,535
+78,639
+38% +$1.84M
DBD
893
DELISTED
Diebold Nixdorf Incorporated
DBD
$7.24M 0.02%
180,193
+44,809
+33% +$1.72M
IBKR icon
894
Interactive Brokers
IBKR
$40.9B
$7.23M 0.02%
1,241,744
-273,856
-18% -$1.57M
SAM icon
895
Boston Beer
SAM
$1.88B
$7.21M 0.02%
32,248
+174
+0.5% +$39.7K
SPN
896
DELISTED
Superior Energy Services, Inc.
SPN
$7.17M 0.02%
19,828
+1,420
+8% +$470K
CIT
897
DELISTED
CIT Group Inc.
CIT
$7.16M 0.02%
156,349
-7,790
-5% -$351K
GGB icon
898
Gerdau
GGB
$9.44B
$7.11M 0.02%
1,521,499
+30,675
+2% +$150K
VSH icon
899
Vishay Intertechnology
VSH
$5.86B
$7.11M 0.02%
458,679
+872
+0.2% +$12.9K
DSX icon
900
Diana Shipping
DSX
$280M
$7.08M 0.02%
930,066
+84,382
+10% +$672K
34 35
36
37 38

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.