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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
IWB icon
2476
iShares Russell 1000 ETF
IWB
$48.1B
$921K ﹤0.01%
8,366
-24,941
-75% -$2.65M
ACCO icon
2477
Acco Brands
ACCO
$374M
$920K ﹤0.01%
143,506
-1,084
-0.7% -$6.63K
TLK icon
2478
Telkom Indonesia
TLK
$14.2B
$919K ﹤0.01%
44,126
+582
+1% +$12K
C.PRC.CL
2479
DELISTED
Citigroup Inc.
C.PRC.CL
$917K ﹤0.01%
37,596
-825
-2% -$19.5K
IPCM
2480
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$915K ﹤0.01%
20,700
-6,426
-24% -$280K
SNCR
2481
DELISTED
Synchronoss Technologies
SNCR
$914K ﹤0.01%
2,904
-1,431
-33% -$410K
RSH
2482
DELISTED
RADIOSHACK CORP
RSH
$912K ﹤0.01%
920,748
-180,531
-16% -$258K
MSFG
2483
DELISTED
MainSource Financial Group Inc
MSFG
$912K ﹤0.01%
52,883
-1,621
-3% -$27.2K
PEBO icon
2484
Peoples Bancorp
PEBO
$1.46B
$910K ﹤0.01%
34,407
+1,332
+4% +$33.6K
AUXL
2485
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
$910K ﹤0.01%
45,352
+5,550
+14% +$127K
ASPS icon
2486
Altisource Portfolio Solutions
ASPS
$65.4M
$909K ﹤0.01%
991
+23
+2% +$20.5K
ALX
2487
Alexander's
ALX
$1.4B
$908K ﹤0.01%
2,458
+225
+10% +$80.7K
TY icon
2488
TRI-Continental Corp
TY
$1.87B
$908K ﹤0.01%
43,275
+28,539
+194% +$583K
RDN icon
2489
Radian Group
RDN
$5.18B
$907K ﹤0.01%
61,232
-6,492
-10% -$94.5K
CSOD
2490
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$907K ﹤0.01%
19,706
+7,665
+64% +$312K
CCRN
2491
DELISTED
Cross Country Healthcare
CCRN
$904K ﹤0.01%
138,602
-10,882
-7% -$71.9K
SRI icon
2492
Stoneridge
SRI
$213M
$904K ﹤0.01%
84,345
+10,185
+14% +$107K
AVAV icon
2493
AeroVironment
AVAV
$7.64B
$901K ﹤0.01%
28,341
-1,135
-4% -$38.5K
PHIIK
2494
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$898K ﹤0.01%
20,138
-3,281
-14% -$144K
SENEA icon
2495
Seneca Foods Class A
SENEA
$1.13B
$897K ﹤0.01%
29,309
+94
+0.3% +$2.81K
IMPV
2496
DELISTED
Imperva, Inc.
IMPV
$895K ﹤0.01%
34,169
+15,167
+80% +$392K
MTGE
2497
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$895K ﹤0.01%
44,687
+9,574
+27% +$191K
RBS.PRL.CL
2498
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$895K ﹤0.01%
38,800
-875
-2% -$19.8K
KNM
2499
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$894K ﹤0.01%
40,312
-2,643
-6% -$59.2K
EXAM
2500
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$893K ﹤0.01%
28,138
+7,060
+33% +$231K
98 99
100
101 102

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NIPH
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AF
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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.