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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
UMH
3076
UMH Properties
UMH
$1.32B
$347K ﹤0.01%
34,627
+6,279
+22% +$61.9K
SNMX
3077
DELISTED
Senomyx, Inc.
SNMX
$347K ﹤0.01%
40,163
+811
+2% +$6.76K
REMY
3078
DELISTED
REMY INTL INC NEW COMMON
REMY
$347K ﹤0.01%
+14,861
New +$360K
SMPL
3079
DELISTED
SIMPLICITY BANCORP INC
SMPL
$347K ﹤0.01%
19,907
+499
+3% +$8.5K
DEL
3080
DELISTED
Deltic Timber
DEL
$346K ﹤0.01%
5,734
-4,694
-45% -$287K
MNKD icon
3081
MannKind Corp
MNKD
$1.28B
$345K ﹤0.01%
6,304
+980
+18% +$39.3K
SHI
3082
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$345K ﹤0.01%
12,461
-105
-0.8% -$2.67K
AED.CL
3083
DELISTED
Aegon NV
AED.CL
$345K ﹤0.01%
13,571
-322
-2% -$8.16K
MSO
3084
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$345K ﹤0.01%
73,410
+3,295
+5% +$14.2K
MER.PRK
3085
Bank of America Income Capital Obligation Notes due December 15 2066
MER.PRK
$1.06B
$344K ﹤0.01%
13,573
-305
-2% -$7.73K
CEMP
3086
DELISTED
Cempra, Inc.
CEMP
$344K ﹤0.01%
32,049
+15,772
+97% +$152K
MWO.CL
3087
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$344K ﹤0.01%
13,727
+2,208
+19% +$55.3K
RBS.PRS.CL
3088
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$343K ﹤0.01%
13,967
-229
-2% -$5.51K
NOR
3089
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$343K ﹤0.01%
13,882
+1,949
+16% +$48.7K
GWRE icon
3090
Guidewire Software
GWRE
$11.5B
$342K ﹤0.01%
8,399
-7,953
-49% -$315K
ZNH
3091
DELISTED
China Southern Airlines Company Limited
ZNH
$341K ﹤0.01%
+22,726
New +$347K
DNDN
3092
DELISTED
DENDREON CORPORATION
DNDN
$341K ﹤0.01%
148,057
+84,490
+133% +$198K
OPLK
3093
DELISTED
OPLINK COMMUNICATIONS INC
OPLK
$341K ﹤0.01%
+20,080
New +$333K
INDA icon
3094
iShares MSCI India ETF
INDA
$6.71B
$338K ﹤0.01%
+11,378
New +$320K
MEN
3095
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$336K ﹤0.01%
30,070
+2,050
+7% +$23K
CLDX icon
3096
Celldex Therapeutics
CLDX
$2.77B
$335K ﹤0.01%
1,370
+104
+8% +$23.5K
EBIX
3097
DELISTED
Ebix Inc
EBIX
$335K ﹤0.01%
23,415
-172
-0.7% -$2.67K
SHLO
3098
DELISTED
Shiloh Industries Inc
SHLO
$334K ﹤0.01%
18,112
+7,725
+74% +$145K
NNN.PRD.CL
3099
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$334K ﹤0.01%
13,213
-270
-2% -$6.78K
IJR icon
3100
iShares Core S&P Small-Cap ETF
IJR
$109B
$333K ﹤0.01%
5,942
+210
+4% +$11.4K
122 123
124
125 126

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.