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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
NBIX icon
3251
Neurocrine Biosciences
NBIX
$17.7B
$243K ﹤0.01%
16,390
-578
-3% -$8.16K
IPHI
3252
DELISTED
INPHI CORPORATION
IPHI
$242K ﹤0.01%
+16,495
New +$248K
CALD
3253
DELISTED
Callidus Software, Inc.
CALD
$242K ﹤0.01%
20,292
+5,966
+42% +$63.7K
HALO icon
3254
Halozyme
HALO
$9.72B
$241K ﹤0.01%
24,349
-659
-3% -$5.59K
VUG icon
3255
Vanguard Growth ETF
VUG
$216B
$241K ﹤0.01%
+14,646
New +$232K
VNO.PRJ
3256
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$241K ﹤0.01%
9,241
-225
-2% -$5.87K
RKUS
3257
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$239K ﹤0.01%
20,069
+1,332
+7% +$14.1K
AFQ.CL
3258
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$238K ﹤0.01%
9,096
-229
-2% -$5.98K
FANG icon
3259
Diamondback Energy
FANG
$57.6B
$237K ﹤0.01%
+2,672
New +$203K
MRIN
3260
DELISTED
Marin Software
MRIN
$237K ﹤0.01%
+479
New +$204K
RTEC
3261
DELISTED
Rudolph Technologies Inc
RTEC
$234K ﹤0.01%
23,646
+6,451
+38% +$64.1K
MCHI icon
3262
iShares MSCI China ETF
MCHI
$6.04B
$233K ﹤0.01%
5,027
-7,158
-59% -$326K
MS.PRF icon
3263
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$233K ﹤0.01%
+8,602
New +$230K
DXM
3264
DELISTED
DEX MEDIA INC NEW COM STK (DE)
DXM
$233K ﹤0.01%
20,935
+7,884
+60% +$75.9K
PSB.PRU.CL
3265
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$231K ﹤0.01%
10,055
-208
-2% -$4.71K
AVHI
3266
DELISTED
A V Homes, Inc.
AVHI
$231K ﹤0.01%
14,158
-3,999
-22% -$68.8K
MHO icon
3267
M/I Homes
MHO
$3.83B
$230K ﹤0.01%
+9,492
New +$216K
EIGI
3268
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$230K ﹤0.01%
15,040
+4,551
+43% +$60.3K
UFPT icon
3269
UFP Technologies
UFPT
$1.84B
$229K ﹤0.01%
9,512
+16
+0.2% +$399
WSR
3270
DELISTED
Whitestone REIT
WSR
$229K ﹤0.01%
15,326
+954
+7% +$13.6K
GUID
3271
DELISTED
Guidance Software, Inc.
GUID
$229K ﹤0.01%
25,062
+790
+3% +$7.51K
KIM.PRH
3272
DELISTED
KIMCO REALTY CORP DEP SH RPSTG 1/100TH REDM PFD CL H
KIM.PRH
$229K ﹤0.01%
8,772
-171
-2% -$4.42K
SMI
3273
DELISTED
Semiconductor Manufacturing Intl
SMI
$229K ﹤0.01%
54,291
-631
-1% -$2.56K
ESRT icon
3274
Empire State Realty Trust
ESRT
$976M
$228K ﹤0.01%
+13,794
New +$222K
TLYS icon
3275
Tilly's
TLYS
$115M
$228K ﹤0.01%
+28,406
New +$286K
129 130
131
132 133

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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.