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
EIM
2076
Eaton Vance Municipal Bond Fund
EIM
$493M
$1.59M ﹤0.01%
127,651
+23,229
+22% +$287K
EDR
2077
DELISTED
Education Realty Trust Inc
EDR
$1.59M ﹤0.01%
49,210
+1,895
+4% +$58.6K
MTX icon
2078
Minerals Technologies
MTX
$2.29B
$1.58M ﹤0.01%
24,149
-36,763
-60% -$2.3M
MHR
2079
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$1.58M ﹤0.01%
193,039
+5,188
+3% +$42.2K
MOV icon
2080
Movado Group
MOV
$835M
$1.58M ﹤0.01%
37,931
+2,301
+6% +$92.8K
ASCMA
2081
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.58M ﹤0.01%
23,921
-1,419
-6% -$94.4K
PKD
2082
DELISTED
Parker Drilling Company
PKD
$1.58M ﹤0.01%
16,134
+4,768
+42% +$473K
NSR
2083
DELISTED
Neustar Inc
NSR
$1.58M ﹤0.01%
60,629
-23,616
-28% -$642K
BCPC
2084
Balchem Corp
BCPC
$5.29B
$1.57M ﹤0.01%
29,409
+2,592
+10% +$149K
IRBT
2085
DELISTED
iRobot
IRBT
$1.57M ﹤0.01%
38,419
+140
+0.4% +$5.06K
RGP
2086
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$1.57M ﹤0.01%
48,837
-774
-2% -$21.8K
CDE icon
2087
Coeur Mining
CDE
$15.8B
$1.57M ﹤0.01%
171,141
+26,650
+18% +$219K
MCS icon
2088
Marcus Corp
MCS
$752M
$1.57M ﹤0.01%
86,053
-801
-0.9% -$13.7K
VIAV icon
2089
Viavi Solutions
VIAV
$9.41B
$1.57M ﹤0.01%
221,332
-46,543
-17% -$317K
GVA icon
2090
Granite Construction
GVA
$5.49B
$1.57M ﹤0.01%
43,602
+18,403
+73% +$673K
SGI
2091
DELISTED
Silicon Graphics Intl.
SGI
$1.57M ﹤0.01%
162,861
+5,545
+4% +$56K
CTBI icon
2092
Community Trust Bancorp
CTBI
$1.39B
$1.56M ﹤0.01%
45,723
-758
-2% -$26.3K
CIE
2093
DELISTED
Cobalt International Energy, Inc
CIE
$1.56M ﹤0.01%
5,682
-412
-7% -$112K
GFIG
2094
DELISTED
GFI GROUP INC
GFIG
$1.56M ﹤0.01%
470,877
-8,823
-2% -$30.6K
CCOI icon
2095
Cogent Communications
CCOI
$612M
$1.56M ﹤0.01%
45,192
+5,222
+13% +$185K
HEI icon
2096
HEICO Corp
HEI
$49.9B
$1.56M ﹤0.01%
73,386
-16,905
-19% -$380K
ROSE
2097
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.56M ﹤0.01%
28,424
+5,516
+24% +$268K
AEGN
2098
DELISTED
Aegion Corp
AEGN
$1.55M ﹤0.01%
66,727
-1,719
-3% -$40.8K
DYN
2099
DELISTED
Dynegy, Inc.
DYN
$1.55M ﹤0.01%
44,618
+11,015
+33% +$340K
CPHD
2100
DELISTED
Cepheid Inc
CPHD
$1.55M ﹤0.01%
32,376
+798
+3% +$36.2K
82 83
84
85 86

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.