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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
MLNX
2951
DELISTED
Mellanox Technologies, Ltd.
MLNX
$429K ﹤0.01%
12,293
-2,679
-18% -$92.8K
BWX icon
2952
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$428K ﹤0.01%
14,088
-964
-6% -$28.9K
SN
2953
DELISTED
Sanchez Energy Corporation
SN
$427K ﹤0.01%
11,356
+1,036
+10% +$32.7K
PSA.PRT.CL
2954
DELISTED
Public Storage
PSA.PRT.CL
$427K ﹤0.01%
17,578
-366
-2% -$8.77K
BEL
2955
DELISTED
Belmond Ltd.
BEL
$426K ﹤0.01%
29,278
-6,457
-18% -$85.7K
BBT.PRG
2956
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$425K ﹤0.01%
19,212
-416
-2% -$9.01K
KRO icon
2957
KRONOS Worldwide
KRO
$761M
$424K ﹤0.01%
27,045
+5,180
+24% +$80.1K
VNDA icon
2958
Vanda Pharmaceuticals
VNDA
$312M
$424K ﹤0.01%
26,196
+328
+1% +$4.37K
KW
2959
DELISTED
Kennedy-Wilson Holdings
KW
$423K ﹤0.01%
15,772
+354
+2% +$8.45K
BITA
2960
DELISTED
Bitauto Holdings Limited
BITA
$423K ﹤0.01%
+8,685
New +$340K
CSG
2961
DELISTED
CHAMBERS STR PPTYS COM
CSG
$423K ﹤0.01%
52,670
+6,148
+13% +$48.3K
CNOB icon
2962
Center Bancorp
CNOB
$1.63B
$422K ﹤0.01%
21,954
+84
+0.4% +$1.57K
PPBI
2963
DELISTED
Pacific Premier Bancorp
PPBI
$422K ﹤0.01%
29,923
-215
-0.7% -$3.15K
VRA icon
2964
Vera Bradley
VRA
$105M
$422K ﹤0.01%
19,287
+1,115
+6% +$29.3K
ANIP icon
2965
ANI Pharmaceuticals
ANIP
$1.77B
$421K ﹤0.01%
12,228
+441
+4% +$13.8K
SPXX icon
2966
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$331M
$421K ﹤0.01%
29,106
-85,174
-75% -$1.23M
FLIC
2967
DELISTED
First of Long Island Corp
FLIC
$420K ﹤0.01%
24,192
-241
-1% -$4.1K
TU icon
2968
Telus
TU
$16B
$420K ﹤0.01%
22,538
+3,752
+20% +$68.6K
FTD
2969
DELISTED
FTD Companies, Inc. Common Stock
FTD
$420K ﹤0.01%
13,221
-34,568
-72% -$1.05M
BCIC
2970
BCP Investment Corp
BCIC
$86.9M
$417K ﹤0.01%
4,907
-237
-5% -$19.1K
SCHW.PRB.CL
2971
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$416K ﹤0.01%
16,498
-348
-2% -$8.77K
VHC icon
2972
VirnetX Holding Corp
VHC
$52.3M
$415K ﹤0.01%
1,178
+450
+62% +$137K
KVHI icon
2973
KVH Industries
KVHI
$177M
$414K ﹤0.01%
31,790
+262
+0.8% +$3.47K
OREX
2974
DELISTED
Orexigen Therapeutics, Inc.
OREX
$413K ﹤0.01%
6,686
+535
+9% +$31.1K
ORA icon
2975
Ormat Technologies
ORA
$6.11B
$412K ﹤0.01%
14,293
-103
-0.7% -$2.93K
117 118
119
120 121

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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
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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.