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
LFC
1801
DELISTED
China Life Insurance Company Ltd.
LFC
$2.16M ﹤0.01%
165,342
-24,327
-13% -$328K
BPFH
1802
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.16M ﹤0.01%
160,742
-2,797
-2% -$35.9K
CODE
1803
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$2.16M ﹤0.01%
102,497
+3,083
+3% +$58.5K
VE
1804
DELISTED
VEOLIA ENVIRONNEMENT
VE
$2.16M ﹤0.01%
113,543
+6,719
+6% +$129K
FRME icon
1805
First Merchants
FRME
$2.75B
$2.16M ﹤0.01%
101,964
-1,232
-1% -$25.6K
SLGN icon
1806
Silgan Holdings
SLGN
$5.04B
$2.15M ﹤0.01%
84,794
+14,908
+21% +$370K
KPN
1807
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$2.15M ﹤0.01%
585,263
+107,617
+23% +$396K
ASTE icon
1808
Astec Industries
ASTE
$1.27B
$2.15M ﹤0.01%
49,058
-2,778
-5% -$114K
OPEN
1809
DELISTED
OPENTABLE,INC COMMON STOCK
OPEN
$2.15M ﹤0.01%
20,733
+2,408
+13% +$184K
JSD
1810
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$2.15M ﹤0.01%
116,642
+26,566
+29% +$488K
DMC
1811
Del Monte Corp
DMC
$1.39B
$2.14M ﹤0.01%
69,901
+528
+0.8% +$15K
EXP icon
1812
Eagle Materials
EXP
$6.89B
$2.14M ﹤0.01%
22,709
+1,252
+6% +$109K
BH icon
1813
Biglari Holdings Class B
BH
$1.16B
$2.14M ﹤0.01%
8,170
+88
+1% +$23.7K
CBB
1814
DELISTED
Cincinnati Bell Inc.
CBB
$2.13M ﹤0.01%
108,258
+4,854
+5% +$88.8K
IL
1815
DELISTED
IntraLinks Holdings Inc.
IL
$2.12M ﹤0.01%
238,491
-6,258
-3% -$56K
GRPN icon
1816
Groupon
GRPN
$1.05B
$2.12M ﹤0.01%
15,994
-2,903
-15% -$383K
PCH
1817
DELISTED
PotlatchDeltic
PCH
$2.12M ﹤0.01%
51,076
+1,698
+3% +$66.6K
CALY
1818
Callaway Golf Company
CALY
$3.26B
$2.11M ﹤0.01%
254,086
-4,573
-2% -$39.4K
VMO icon
1819
Invesco Municipal Opportunity Trust
VMO
$654M
$2.11M ﹤0.01%
167,754
+27,861
+20% +$347K
HZNP
1820
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.11M ﹤0.01%
133,650
-2,583
-2% -$36.9K
POT
1821
DELISTED
Potash Corp Of Saskatchewan
POT
$2.11M ﹤0.01%
55,686
+14,421
+35% +$521K
PRXL
1822
DELISTED
Parexel International Corp
PRXL
$2.11M ﹤0.01%
40,003
-1,433
-3% -$71.9K
SCTY
1823
DELISTED
SolarCity Corporation
SCTY
$2.11M ﹤0.01%
29,932
+15,079
+102% +$847K
MODV
1824
DELISTED
ModivCare
MODV
$2.11M ﹤0.01%
57,624
-409
-0.7% -$16.1K
CCO icon
1825
Clear Channel Outdoor Holdings
CCO
$1.23B
$2.1M ﹤0.01%
257,140
+11,161
+5% +$92.1K
71 72
73
74 75

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.