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
CSGP icon
2001
CoStar Group
CSGP
$12.7B
$1.72M ﹤0.01%
108,620
-1,820
-2% -$29.5K
MFIC icon
2002
MidCap Financial Investment
MFIC
$807M
$1.72M ﹤0.01%
66,517
-9,923
-13% -$245K
NPK icon
2003
National Presto Industries
NPK
$899M
$1.72M ﹤0.01%
23,592
+419
+2% +$30.1K
AIRM
2004
DELISTED
Air Methods Corp
AIRM
$1.72M ﹤0.01%
33,250
-794
-2% -$40.4K
FSS icon
2005
Federal Signal
FSS
$7.13B
$1.72M ﹤0.01%
117,036
-23,687
-17% -$347K
AMCC
2006
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.72M ﹤0.01%
158,633
-1,962
-1% -$19.2K
RDC
2007
DELISTED
Rowan Companies Plc
RDC
$1.71M ﹤0.01%
53,686
-32,561
-38% -$1.02M
TXI
2008
DELISTED
TEXAS INDUSTRIES INC
TXI
$1.71M ﹤0.01%
18,545
-2,017
-10% -$177K
MYGN icon
2009
Myriad Genetics
MYGN
$503M
$1.71M ﹤0.01%
43,984
+8,122
+23% +$302K
EGY icon
2010
Vaalco Energy
EGY
$538M
$1.71M ﹤0.01%
236,703
+80,264
+51% +$608K
AMN icon
2011
AMN Healthcare
AMN
$1.34B
$1.71M ﹤0.01%
138,875
-16,127
-10% -$193K
CWT icon
2012
California Water Service
CWT
$3.16B
$1.71M ﹤0.01%
70,488
+12,777
+22% +$288K
DCOM
2013
DELISTED
Dime Community Bancshares
DCOM
$1.7M ﹤0.01%
107,899
-1,764
-2% -$28K
ININ
2014
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.7M ﹤0.01%
30,348
+8,337
+38% +$477K
HSEB.CL
2015
DELISTED
HSBC Holdings plc
HSEB.CL
$1.7M ﹤0.01%
62,864
-1,261
-2% -$34.1K
CLD
2016
DELISTED
Cloud Peak Energy Inc
CLD
$1.7M ﹤0.01%
92,360
-12,657
-12% -$248K
SMTC icon
2017
Semtech
SMTC
$10.6B
$1.7M ﹤0.01%
65,002
+11,682
+22% +$294K
FORM icon
2018
FormFactor
FORM
$6.99B
$1.7M ﹤0.01%
204,042
-2,111
-1% -$14K
NEWP
2019
DELISTED
NEWPORT CORP
NEWP
$1.69M ﹤0.01%
91,368
+2,568
+3% +$48K
GOLD
2020
DELISTED
Randgold Resources Ltd
GOLD
$1.69M ﹤0.01%
20,252
+3,130
+18% +$240K
WIRE
2021
DELISTED
Encore Wire Corp
WIRE
$1.68M ﹤0.01%
34,305
-6,825
-17% -$332K
POOL icon
2022
Pool Corp
POOL
$6.9B
$1.68M ﹤0.01%
29,687
+1,003
+3% +$58.5K
CFFN icon
2023
Capitol Federal Financial
CFFN
$1.09B
$1.68M ﹤0.01%
137,899
-21,877
-14% -$266K
TDK
2024
DELISTED
TDK CORP AMER DEP SH
TDK
$1.67M ﹤0.01%
35,574
+3,471
+11% +$163K
OIS icon
2025
Oil States International
OIS
$486M
$1.67M ﹤0.01%
26,092
-18,342
-41% -$1.08M
79 80
81
82 83

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.