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
TBI
1301
Trueblue
TBI
$238M
$3.81M 0.01%
138,235
+2,503
+2% +$68.5K
WDAY icon
1302
Workday
WDAY
$36B
$3.81M 0.01%
42,381
+3,364
+9% +$265K
PMM
1303
Franklin Managed Municipal Income Trust
PMM
$274M
$3.8M 0.01%
530,526
+270,020
+104% +$1.93M
VGM icon
1304
Invesco Trust Investment Grade Municipals
VGM
$551M
$3.8M 0.01%
291,948
+52,402
+22% +$680K
HURN icon
1305
Huron Consulting
HURN
$1.86B
$3.8M 0.01%
53,674
+3,470
+7% +$229K
LOPE icon
1306
Grand Canyon Education
LOPE
$3.78B
$3.8M 0.01%
82,587
+284
+0.3% +$12.8K
WWAV
1307
DELISTED
The WhiteWave Foods Company
WWAV
$3.78M 0.01%
116,852
+17,458
+18% +$522K
CBOE icon
1308
Cboe Global Markets
CBOE
$29.4B
$3.78M 0.01%
76,834
+5,287
+7% +$268K
UIS icon
1309
Unisys
UIS
$238M
$3.78M 0.01%
152,738
+18,958
+14% +$479K
CST
1310
DELISTED
CST Brands, Inc.
CST
$3.77M 0.01%
109,226
-1,724
-2% -$56K
COHR
1311
DELISTED
Coherent Inc
COHR
$3.77M 0.01%
56,930
-813
-1% -$50.3K
POLY
1312
DELISTED
Plantronics, Inc.
POLY
$3.76M 0.01%
78,285
-1,090
-1% -$48.5K
EHI
1313
Western Asset Global High Income Fund
EHI
$175M
$3.76M 0.01%
292,648
+90,904
+45% +$1.16M
KALU icon
1314
Kaiser Aluminum
KALU
$2.67B
$3.76M 0.01%
51,549
+2,040
+4% +$144K
ENTG icon
1315
Entegris
ENTG
$18.9B
$3.75M 0.01%
272,885
-19,654
-7% -$233K
NWG icon
1316
NatWest
NWG
$72.5B
$3.75M 0.01%
308,348
+51,786
+20% +$609K
TXRH icon
1317
Texas Roadhouse
TXRH
$13B
$3.75M 0.01%
144,172
-8,676
-6% -$220K
SIGI icon
1318
Selective Insurance
SIGI
$5.68B
$3.75M 0.01%
151,539
+2,986
+2% +$70.5K
MTRN icon
1319
Materion
MTRN
$5.02B
$3.74M 0.01%
101,221
+730
+0.7% +$25.3K
CRS icon
1320
Carpenter Technology
CRS
$29.1B
$3.74M 0.01%
59,119
+2,987
+5% +$190K
MGLN
1321
DELISTED
Magellan Health Services, Inc.
MGLN
$3.73M 0.01%
60,013
+681
+1% +$40K
WOR icon
1322
Worthington Enterprises
WOR
$2.81B
$3.73M 0.01%
140,407
-17,605
-11% -$426K
SNX icon
1323
TD Synnex
SNX
$19.4B
$3.72M 0.01%
102,060
+13,666
+15% +$459K
MNK
1324
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$3.72M 0.01%
46,467
+2,647
+6% +$192K
KN icon
1325
Knowles
KN
$3.17B
$3.72M 0.01%
120,869
-15,335
-11% -$464K
51 52
53
54 55

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.