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
OMCL icon
1351
Omnicell
OMCL
$1.89B
$3.59M 0.01%
124,961
-1,612
-1% -$43.5K
GPOR
1352
DELISTED
Gulfport Energy Corp.
GPOR
$3.58M 0.01%
57,069
-20,919
-27% -$1.4M
SSP icon
1353
E.W. Scripps
SSP
$271M
$3.58M 0.01%
190,700
-799
-0.4% -$13.2K
BOKF icon
1354
BOK Financial
BOKF
$8.58B
$3.57M 0.01%
53,654
+1,194
+2% +$78.1K
MUSA icon
1355
Murphy USA
MUSA
$11.3B
$3.57M 0.01%
73,020
-704
-1% -$32.6K
GK
1356
DELISTED
G&K Services Inc
GK
$3.57M 0.01%
68,560
-1,594
-2% -$86.6K
BAH icon
1357
Booz Allen Hamilton
BAH
$8.59B
$3.57M 0.01%
167,966
-16,311
-9% -$369K
CADE
1358
DELISTED
Cadence Bank
CADE
$3.56M 0.01%
145,095
+23,276
+19% +$553K
CHRD icon
1359
Chord Energy
CHRD
$7.42B
$3.56M 0.01%
63,777
+9,878
+18% +$478K
EPAC icon
1360
Enerpac Tool Group
EPAC
$1.78B
$3.56M 0.01%
103,029
+6,925
+7% +$240K
GLO
1361
Clough Global Opportunities Fund
GLO
$248M
$3.56M 0.01%
273,999
+114,696
+72% +$1.45M
MBI icon
1362
MBIA
MBI
$282M
$3.56M 0.01%
322,463
+41,683
+15% +$514K
SM icon
1363
SM Energy
SM
$7.26B
$3.56M 0.01%
42,334
-18,273
-30% -$1.4M
KMPR icon
1364
Kemper
KMPR
$1.73B
$3.56M 0.01%
96,475
-4,301
-4% -$159K
GLPI icon
1365
Gaming and Leisure Properties
GLPI
$12.8B
$3.55M 0.01%
104,626
+74,998
+253% +$2.62M
MLM icon
1366
Martin Marietta Materials
MLM
$34.3B
$3.55M 0.01%
26,889
+753
+3% +$94.6K
TD icon
1367
Toronto Dominion Bank
TD
$198B
$3.55M 0.01%
68,970
+3,601
+6% +$175K
THS
1368
DELISTED
Treehouse Foods
THS
$3.53M 0.01%
44,127
+1,800
+4% +$134K
SAIC icon
1369
Saic
SAIC
$5.01B
$3.52M 0.01%
79,688
-1,940
-2% -$76.6K
ATW
1370
DELISTED
Atwood Oceanics
ATW
$3.52M 0.01%
66,983
-1,055
-2% -$52K
PTC icon
1371
PTC
PTC
$14.5B
$3.51M 0.01%
90,530
+11,164
+14% +$402K
EEM icon
1372
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$3.51M 0.01%
81,183
+16,030
+25% +$680K
CRH icon
1373
CRH
CRH
$68.7B
$3.5M 0.01%
135,492
+14,093
+12% +$399K
ESND
1374
DELISTED
Essendant Inc.
ESND
$3.5M 0.01%
84,443
+10,987
+15% +$431K
GASS icon
1375
StealthGas
GASS
$329M
$3.49M 0.01%
314,496
+23,938
+8% +$257K
53 54
55
56 57

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.