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
PNRA
1026
DELISTED
Panera Bread Co
PNRA
$5.5M 0.01%
36,731
+9,972
+37% +$1.58M
DLR icon
1027
Digital Realty Trust
DLR
$73.7B
$5.5M 0.01%
94,285
+11,036
+13% +$618K
NPP
1028
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$5.5M 0.01%
375,060
-7,586
-2% -$111K
CACI icon
1029
CACI
CACI
$10.8B
$5.49M 0.01%
78,255
+11,913
+18% +$846K
SRC
1030
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$5.49M 0.01%
107,789
+6,731
+7% +$334K
SFG
1031
DELISTED
STANCORP FINL GRP
SFG
$5.48M 0.01%
85,593
-123
-0.1% -$7.64K
AIN icon
1032
Albany International
AIN
$2.14B
$5.47M 0.01%
144,136
-4,185
-3% -$152K
ZBRA icon
1033
Zebra Technologies
ZBRA
$12.4B
$5.45M 0.01%
66,201
+3,005
+5% +$219K
MTOR
1034
DELISTED
MERITOR, Inc.
MTOR
$5.45M 0.01%
417,946
+69,432
+20% +$913K
JCP
1035
DELISTED
J.C. Penney Company, Inc.
JCP
$5.45M 0.01%
601,894
+99,691
+20% +$859K
FLIR
1036
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$5.44M 0.01%
156,663
+537
+0.3% +$18.8K
NWE icon
1037
NorthWestern Energy
NWE
$4.48B
$5.43M 0.01%
103,985
+1,985
+2% +$95.4K
FRC
1038
DELISTED
First Republic Bank
FRC
$5.42M 0.01%
98,608
+1,800
+2% +$94.6K
TXNM
1039
TXNM Energy Inc
TXNM
$6.47B
$5.4M 0.01%
184,067
-2,992
-2% -$83.6K
MITSY
1040
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$5.38M 0.01%
16,782
+1,303
+8% +$418K
NAD icon
1041
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$5.36M 0.01%
379,208
+50,410
+15% +$698K
Y
1042
DELISTED
Alleghany Corp
Y
$5.36M 0.01%
12,225
-2,605
-18% -$1.09M
CAJ
1043
DELISTED
Canon, Inc.
CAJ
$5.35M 0.01%
163,435
+27,684
+20% +$891K
DAR icon
1044
Darling Ingredients
DAR
$9.93B
$5.34M 0.01%
255,468
+20,878
+9% +$421K
FOE
1045
DELISTED
Ferro Corporation
FOE
$5.34M 0.01%
424,854
-7,147
-2% -$91.6K
KB icon
1046
KB Financial Group
KB
$41.2B
$5.33M 0.01%
153,489
+2,398
+2% +$83.4K
STR
1047
DELISTED
QUESTAR CORP
STR
$5.33M 0.01%
215,062
-8,819
-4% -$209K
SID icon
1048
Companhia Siderúrgica Nacional
SID
$1.43B
$5.31M 0.01%
1,247,031
+130,713
+12% +$541K
SLM icon
1049
SLM Corp
SLM
$4.57B
$5.31M 0.01%
639,245
-1,255,552
-66% -$11.1M
WBC
1050
DELISTED
WABCO HOLDINGS INC.
WBC
$5.31M 0.01%
49,715
+12,597
+34% +$1.35M
40 41
42
43 44

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.