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
CLC
1001
DELISTED
Clarcor
CLC
$5.68M 0.01%
91,854
+376
+0.4% +$21.7K
WLK icon
1002
Westlake Corp
WLK
$9.46B
$5.67M 0.01%
67,737
+21,442
+46% +$1.61M
ALB icon
1003
Albemarle
ALB
$13.5B
$5.65M 0.01%
79,047
+2,507
+3% +$172K
MMT
1004
Aberdeen Multi-Market Income Fund
MMT
$237M
$5.65M 0.01%
849,727
+56,307
+7% +$372K
BWXT icon
1005
BWX Technologies
BWXT
$16B
$5.64M 0.01%
242,979
-1,331
-0.5% -$31.6K
BKH icon
1006
Black Hills Corp
BKH
$5.73B
$5.63M 0.01%
91,657
+13,243
+17% +$769K
DISCK
1007
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$5.62M 0.01%
154,964
-1,020
-0.7% -$37.4K
KBR icon
1008
KBR
KBR
$4.68B
$5.61M 0.01%
235,389
-27,738
-11% -$696K
ARE icon
1009
Alexandria Real Estate Equities
ARE
$8.88B
$5.61M 0.01%
72,261
+2,878
+4% +$216K
BAS
1010
DELISTED
Basis Energy Services, Inc.
BAS
$5.61M 0.01%
337
+13
+4% +$198K
JACK icon
1011
Jack in the Box
JACK
$278M
$5.6M 0.01%
93,616
-4,075
-4% -$234K
SNN icon
1012
Smith & Nephew
SNN
$12.9B
$5.59M 0.01%
156,433
+10,163
+7% +$333K
JNK icon
1013
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$5.58M 0.01%
44,582
+13,333
+43% +$1.66M
SGY
1014
DELISTED
Stone Energy
SGY
$5.58M 0.01%
2,098
+495
+31% +$1.25M
AFFX
1015
DELISTED
Affymetrix Inc
AFFX
$5.58M 0.01%
625,726
-103,496
-14% -$824K
LAMR icon
1016
Lamar Advertising Co
LAMR
$16.2B
$5.56M 0.01%
104,827
+3,185
+3% +$161K
DNOW icon
1017
DNOW Inc
DNOW
$2.63B
$5.54M 0.01%
+153,054
New +$5.27M
AU icon
1018
AngloGold Ashanti
AU
$40.3B
$5.54M 0.01%
321,808
+2,257
+0.7% +$38.5K
IGR
1019
CBRE Global Real Estate Income Fund
IGR
$712M
$5.54M 0.01%
607,554
+48,803
+9% +$425K
BGB
1020
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$5.53M 0.01%
311,302
+43,216
+16% +$763K
HTS
1021
DELISTED
HATTERAS FINANCIAL CORP
HTS
$5.53M 0.01%
279,122
+30,269
+12% +$599K
JAH
1022
DELISTED
JARDEN CORPORATION
JAH
$5.53M 0.01%
139,679
+36,786
+36% +$1.4M
SFLY
1023
DELISTED
Shutterfly, Inc.
SFLY
$5.51M 0.01%
127,985
+1,067
+0.8% +$43.7K
NYT icon
1024
New York Times
NYT
$11.6B
$5.51M 0.01%
362,169
-69,182
-16% -$1.08M
NAV
1025
DELISTED
Navistar International
NAV
$5.51M 0.01%
146,921
+583
+0.4% +$20.7K
39 40
41
42 43

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.