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
BONT
1676
DELISTED
Bon-Ton Stores Inc/The
BONT
$2.44M 0.01%
236,869
-35,831
-13% -$381K
GCO icon
1677
Genesco
GCO
$416M
$2.44M 0.01%
29,721
+2,077
+8% +$159K
HSII
1678
DELISTED
Heidrick & Struggles
HSII
$2.44M 0.01%
131,960
-3,590
-3% -$67.3K
CEB
1679
DELISTED
CEB Inc.
CEB
$2.44M 0.01%
35,757
+815
+2% +$56K
CW icon
1680
Curtiss-Wright
CW
$27.5B
$2.44M 0.01%
37,151
-1,448
-4% -$95K
MRC
1681
DELISTED
MRC Global
MRC
$2.44M 0.01%
86,056
-33
-0% -$938
CYBX
1682
DELISTED
CYBERONICS INC
CYBX
$2.44M 0.01%
38,986
+1,715
+5% +$104K
NHI icon
1683
National Health Investors
NHI
$3.84B
$2.43M 0.01%
38,817
+174
+0.5% +$10.7K
AKR icon
1684
Acadia Realty Trust
AKR
$2.99B
$2.42M 0.01%
86,284
+4,755
+6% +$130K
EPR icon
1685
EPR Properties
EPR
$4.85B
$2.42M 0.01%
43,361
+1,704
+4% +$92.3K
UNF icon
1686
Unifirst Corp
UNF
$5.38B
$2.42M 0.01%
22,854
-439
-2% -$43.3K
PRDO icon
1687
Perdoceo Education
PRDO
$1.99B
$2.42M 0.01%
517,370
+29,513
+6% +$171K
PRK icon
1688
Park National Corp
PRK
$3.43B
$2.42M 0.01%
31,365
-2,585
-8% -$194K
CCC
1689
DELISTED
Calgon Carbon Corp
CCC
$2.42M 0.01%
108,328
+11,125
+11% +$237K
CBEY
1690
DELISTED
CBEYOND INC COM STK
CBEY
$2.42M 0.01%
242,990
+3,538
+1% +$33K
SCO
1691
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$2.42M 0.01%
704,064
+32,867
+5% +$113K
UTL icon
1692
Unitil
UTL
$999M
$2.41M 0.01%
71,336
+2,897
+4% +$96.1K
TRAK
1693
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$2.41M 0.01%
53,224
-4,688
-8% -$203K
ZVO
1694
DELISTED
Zovio Inc. Common Stock
ZVO
$2.41M 0.01%
181,605
+120,436
+197% +$1.75M
WKC icon
1695
World Kinect Corp
WKC
$2.04B
$2.41M 0.01%
48,984
+808
+2% +$36.9K
CGNX icon
1696
Cognex
CGNX
$10.2B
$2.41M 0.01%
125,522
-30,974
-20% -$547K
RAMP icon
1697
LiveRamp
RAMP
$2.3B
$2.41M 0.01%
111,124
-33,883
-23% -$874K
MDR
1698
DELISTED
McDermott International
MDR
$2.41M 0.01%
99,275
-15,543
-14% -$342K
SXC icon
1699
SunCoke Energy
SXC
$765M
$2.41M 0.01%
111,911
+27,482
+33% +$577K
ADVS
1700
DELISTED
Advent Software Inc
ADVS
$2.41M 0.01%
73,869
+965
+1% +$28.6K
66 67
68
69 70

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.