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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
FLTX
2976
DELISTED
Fleetmatics Group PLC
FLTX
$411K ﹤0.01%
+12,705
New +$389K
ACHN
2977
DELISTED
Achillion Pharmaceuticals
ACHN
$410K ﹤0.01%
54,118
+42,497
+366% +$170K
ENLK
2978
DELISTED
EnLink Midstream Partners, LP
ENLK
$410K ﹤0.01%
13,031
-774
-6% -$23.7K
MCP
2979
DELISTED
MOLYCORP INC COM STK
MCP
$410K ﹤0.01%
159,469
+1,498
+0.9% +$5.41K
PRE.PRF
2980
DELISTED
PartnerRe Ltd. 5.875% Series F Non-Cumulative Preferred Shares
PRE.PRF
$410K ﹤0.01%
16,764
-354
-2% -$8.37K
REXX
2981
DELISTED
Rex Energy Corporation
REXX
$410K ﹤0.01%
2,316
-339
-13% -$65.8K
LL
2982
DELISTED
LL Flooring Holdings, Inc.
LL
$407K ﹤0.01%
5,362
-7,732
-59% -$642K
INTX
2983
DELISTED
Intersections, Inc.
INTX
$407K ﹤0.01%
82,622
-3,288
-4% -$16.4K
GEG icon
2984
Great Elm Group
GEG
$68.4M
$406K ﹤0.01%
15,159
+14,246
+1,560% +$366K
SPAB icon
2985
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$406K ﹤0.01%
14,018
+12
+0.1% +$345
PWE
2986
DELISTED
Penn West Energy Petroleum Ltd
PWE
$406K ﹤0.01%
41,561
+5,841
+16% +$54.2K
ERUS
2987
DELISTED
iShares MSCI Russia ETF
ERUS
$406K ﹤0.01%
10,032
+2,468
+33% +$93.4K
FWM
2988
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$405K ﹤0.01%
+60,938
New +$407K
CMLP
2989
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$405K ﹤0.01%
18,341
-4,458
-20% -$99.7K
PNNT
2990
Pennant Park Investment Corp
PNNT
$215M
$404K ﹤0.01%
35,272
-6,414
-15% -$70.3K
PODD icon
2991
Insulet
PODD
$11.3B
$404K ﹤0.01%
10,193
-1,440
-12% -$55.3K
BOND icon
2992
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.28B
$402K ﹤0.01%
3,690
– –
DS
2993
DELISTED
Drive Shack Inc.
DS
$402K ﹤0.01%
77,986
-2,092
-3% -$10.6K
RSE
2994
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$402K ﹤0.01%
23,513
-261
-1% -$4.37K
MBB icon
2995
iShares MBS ETF
MBB
$39B
$400K ﹤0.01%
3,698
-30
-0.8% -$3.22K
OMAB icon
2996
Grupo Aeroportuario Centro Norte
OMAB
$4.99B
$400K ﹤0.01%
12,391
+28
+0.2% +$865
ACH
2997
DELISTED
Alum Corp of China Ltd
ACH
$400K ﹤0.01%
44,342
+16,776
+61% +$154K
O.PRF.CL
2998
DELISTED
Realty Income Corporation
O.PRF.CL
$400K ﹤0.01%
15,284
-319
-2% -$8.14K
KGC icon
2999
Kinross Gold
KGC
$28.5B
$399K ﹤0.01%
96,442
-53,437
-36% -$217K
JPM.PRB.CL
3000
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$399K ﹤0.01%
15,438
-281
-2% -$7.21K
118 119
120
121 122

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NIPH
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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.