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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
QIWI
3226
DELISTED
QIWI PLC
QIWI
$258K ﹤0.01%
+6,401
New +$234K
HCN.PRJ.CL
3227
DELISTED
Welltower Inc.
HCN.PRJ.CL
$258K ﹤0.01%
10,180
-246
-2% -$6.24K
REG.PRF.CL
3228
DELISTED
Regency Centers Corporation
REG.PRF.CL
$258K ﹤0.01%
10,129
-235
-2% -$5.92K
BCS.PRC
3229
DELISTED
BARCLAYS BK PLC SPONSORED ADS SER 4 PREF SHS (UK)
BCS.PRC
$257K ﹤0.01%
9,976
-7,525
-43% -$194K
TRC icon
3230
Tejon Ranch
TRC
$476M
$256K ﹤0.01%
8,194
+475
+6% +$14.5K
VT icon
3231
Vanguard Total World Stock ETF
VT
$76.3B
$256K ﹤0.01%
+4,110
New +$250K
YGE
3232
DELISTED
Yingli Green Energy Holding Comp
YGE
$256K ﹤0.01%
+6,842
New +$243K
GIB icon
3233
CGI
GIB
$13.9B
$254K ﹤0.01%
+7,159
New +$242K
AIF
3234
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$254K ﹤0.01%
+13,857
New +$250K
KIM.PRK.CL
3235
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$253K ﹤0.01%
10,885
-251
-2% -$5.66K
YDKN
3236
DELISTED
Yadkin Financial Corporation
YDKN
$253K ﹤0.01%
13,434
+3,545
+36% +$68.1K
POWR
3237
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$251K ﹤0.01%
25,790
+3,322
+15% +$45.5K
AHRT
3238
AH Realty Trust
AHRT
$534M
$250K ﹤0.01%
25,870
+10,432
+68% +$102K
AMH icon
3239
American Homes 4 Rent
AMH
$12B
$250K ﹤0.01%
+14,102
New +$241K
LPSN icon
3240
LivePerson
LPSN
$18.9M
$250K ﹤0.01%
1,639
-265
-14% -$39.6K
BBQ
3241
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$249K ﹤0.01%
+8,692
New +$251K
PSB.PRS.CL
3242
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$249K ﹤0.01%
9,900
-252
-2% -$6.3K
BB icon
3243
BlackBerry
BB
$5.01B
$248K ﹤0.01%
24,232
-6,004
-20% -$47.3K
RMT
3244
Royce Micro-Cap Trust
RMT
$736M
$248K ﹤0.01%
19,664
+3,178
+19% +$38.5K
BBT.PRD.CL
3245
DELISTED
BB&T CORPORATION Depositary Shares, representing 1/1,000th interest in a share of Series D Non-Cumul
BBT.PRD.CL
$246K ﹤0.01%
9,882
-236
-2% -$5.72K
SSTK icon
3246
Shutterstock
SSTK
$205M
$245K ﹤0.01%
2,951
-691
-19% -$50.1K
PNX
3247
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$245K ﹤0.01%
5,065
-558
-10% -$25.6K
BBW icon
3248
Build-A-Bear
BBW
$423M
$244K ﹤0.01%
18,272
+8,126
+80% +$106K
TBF icon
3249
ProShares Short 20+ Year Treasury ETF
TBF
$84.9M
$244K ﹤0.01%
8,471
+502
+6% +$14.8K
NEE.PRJ
3250
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$244K ﹤0.01%
11,267
-235
-2% -$4.96K
128 129
130
131 132

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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.