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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
WFC.PRR
3101
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$333K ﹤0.01%
11,906
-193
-2% -$5.37K
VGK icon
3102
Vanguard FTSE Europe ETF
VGK
$30B
$332K ﹤0.01%
+5,542
New +$334K
ISF.CL
3103
DELISTED
ING Groep NV
ISF.CL
$331K ﹤0.01%
13,020
-279
-2% -$7.05K
MCGC
3104
DELISTED
MCG CAP CORP
MCGC
$329K ﹤0.01%
83,867
-14,044
-14% -$49.4K
GEVA
3105
DELISTED
SYNAGEVA BIOPHARMA CORP COM STK (DE)
GEVA
$329K ﹤0.01%
3,141
+709
+29% +$60.3K
MNR
3106
DELISTED
Monmouth Real Estate Investment Corp
MNR
$329K ﹤0.01%
32,809
-48,575
-60% -$460K
ABMD
3107
DELISTED
Abiomed Inc
ABMD
$328K ﹤0.01%
13,054
-116
-0.9% -$2.7K
DLR.PRE
3108
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
$328K ﹤0.01%
12,873
-274
-2% -$6.9K
SNBC
3109
DELISTED
Sun Bancorp Inc
SNBC
$328K ﹤0.01%
16,370
+2,287
+16% +$43.8K
AMTG
3110
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$328K ﹤0.01%
19,604
+7,789
+66% +$128K
HOFT icon
3111
Hooker Furnishings Corp
HOFT
$148M
$326K ﹤0.01%
20,171
+5,195
+35% +$75.7K
LULU icon
3112
lululemon athletica
LULU
$13B
$326K ﹤0.01%
8,046
+835
+12% +$38.1K
RF.PRB
3113
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$326K ﹤0.01%
+12,653
New +$320K
COR
3114
DELISTED
Coresite Realty Corporation
COR
$326K ﹤0.01%
9,847
+2,459
+33% +$77.6K
GLRE icon
3115
Greenlight Captial
GLRE
$563M
$323K ﹤0.01%
9,793
-775
-7% -$25.1K
AMPE
3116
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$323K ﹤0.01%
129
+41
+47% +$83.7K
ACTA
3117
DELISTED
Actua Corp
ACTA
$323K ﹤0.01%
15,478
+2,973
+24% +$59.3K
MM
3118
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$323K ﹤0.01%
64,770
+9,498
+17% +$48K
HTWR
3119
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$322K ﹤0.01%
3,638
-12,959
-78% -$1.16M
ERII icon
3120
Energy Recovery
ERII
$434M
$321K ﹤0.01%
65,241
-4,645
-7% -$24K
UONEK icon
3121
Urban One Class D
UONEK
$22.9M
$321K ﹤0.01%
6,520
+2,302
+55% +$103K
AIFU
3122
AIFU Inc
AIFU
$201M
$321K ﹤0.01%
117
+4
+4% +$11.1K
HALL
3123
DELISTED
Hallmark Financial Services, Inc.
HALL
$321K ﹤0.01%
2,987
-45
-1% -$4.14K
COF.PRC.CL
3124
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$321K ﹤0.01%
+13,022
New +$320K
TCF.PRB.CL
3125
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$321K ﹤0.01%
12,079
-289
-2% -$7.55K
123 124
125
126 127

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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.