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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
NILE
2901
DELISTED
Blue Nile, Inc.
NILE
$471K ﹤0.01%
16,818
-199
-1% -$6.27K
OABC
2902
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$471K ﹤0.01%
18,859
-387
-2% -$9.29K
AEM icon
2903
Agnico Eagle Mines
AEM
$72.6B
$470K ﹤0.01%
12,262
+246
+2% +$7.85K
MER.PRM
2904
DELISTED
MERRILL LYNCH CAP TRII GUARANTEED TRUST PFD SECS 6.450%
MER.PRM
$470K ﹤0.01%
18,541
-387
-2% -$9.81K
PGNX
2905
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$469K ﹤0.01%
108,877
+949
+0.9% +$3.62K
ANGI icon
2906
Angi Inc
ANGI
$224M
$467K ﹤0.01%
+3,911
New +$446K
CHW
2907
Calamos Global Dynamic Income Fund
CHW
$544M
$465K ﹤0.01%
+47,449
New +$444K
OSUR icon
2908
OraSure Technologies
OSUR
$273M
$465K ﹤0.01%
53,974
+25,252
+88% +$177K
CAA
2909
DELISTED
CalAtlantic Group, Inc.
CAA
$465K ﹤0.01%
10,820
+1,258
+13% +$51K
HRG
2910
DELISTED
HRG Group, Inc.
HRG
$465K ﹤0.01%
36,619
-2,201
-6% -$26.4K
DFP
2911
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$423M
$463K ﹤0.01%
19,665
+1,932
+11% +$44K
STV
2912
DELISTED
China Digital Tv Hldgs Co Ltd
STV
$463K ﹤0.01%
117,234
-24
-0% -$71
WTSL
2913
DELISTED
WET SEAL INC CL-A
WTSL
$460K ﹤0.01%
505,109
-15,400
-3% -$15.6K
EMCI
2914
DELISTED
EMC INS Group Inc
EMCI
$459K ﹤0.01%
22,361
-639
-3% -$13.9K
AMBA icon
2915
Ambarella
AMBA
$2.99B
$458K ﹤0.01%
+14,684
New +$388K
MRD
2916
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$457K ﹤0.01%
+18,766
New +$451K
INZ.CL
2917
DELISTED
Ing Groep N.v.
INZ.CL
$457K ﹤0.01%
17,693
-9,865
-36% -$254K
BNCN
2918
DELISTED
BNC Bancorp
BNCN
$455K ﹤0.01%
26,655
+3,360
+14% +$57K
CPSS icon
2919
Consumer Portfolio Services
CPSS
$205M
$453K ﹤0.01%
59,397
-11,593
-16% -$85.4K
USB.PRM
2920
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$453K ﹤0.01%
16,026
-323
-2% -$9.23K
DCH
2921
Dauch Corp
DCH
$1.3B
$451K ﹤0.01%
23,851
-2,368
-9% -$43.6K
BLX icon
2922
Bladex Inc
BLX
$2.24B
$450K ﹤0.01%
15,167
-1,784
-11% -$48K
EXAC
2923
DELISTED
Exactech Inc
EXAC
$450K ﹤0.01%
17,821
-362
-2% -$8.38K
VNOD.CL
2924
DELISTED
VORNADO REALTY LP 7.875% PUB INCOME NTS DUE 10/01/2039
VNOD.CL
$450K ﹤0.01%
17,638
-401
-2% -$10.3K
NOG icon
2925
Northern Oil and Gas
NOG
$2.3B
$449K ﹤0.01%
2,757
+439
+19% +$66.9K
115 116
117
118 119

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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
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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.