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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
ANW
1551
DELISTED
Aegean Marine Petroleum Network
ANW
$2.86M 0.01%
283,789
+14,635
+5% +$143K
AF
1552
DELISTED
Astoria Financial Corporation
AF
$2.85M 0.01%
212,024
+1,729
+0.8% +$23K
JJSF icon
1553
J&J Snack Foods
JJSF
$1.46B
$2.85M 0.01%
30,273
+2,243
+8% +$211K
NBTB icon
1554
NBT Bancorp
NBTB
$2.73B
$2.85M 0.01%
118,565
-3,185
-3% -$74.3K
CMP icon
1555
Compass Minerals
CMP
$1.25B
$2.84M 0.01%
29,669
-602
-2% -$54.3K
AD
1556
Array Digital Infrastructure
AD
$2.99B
$2.84M 0.01%
69,589
+15,401
+28% +$632K
BERY
1557
DELISTED
Berry Global Group, Inc.
BERY
$2.84M 0.01%
119,839
+41,178
+52% +$899K
MOH icon
1558
Molina Healthcare
MOH
$10.4B
$2.83M 0.01%
63,511
-444
-0.7% -$18K
NWN icon
1559
Northwest Natural Holdings
NWN
$2.16B
$2.83M 0.01%
60,098
-19,427
-24% -$870K
IPCC
1560
DELISTED
Infinity Property & Casualty C
IPCC
$2.83M 0.01%
42,089
-1,912
-4% -$125K
UPBD icon
1561
Upbound Group
UPBD
$1.2B
$2.83M 0.01%
98,559
+4,462
+5% +$126K
MSCI icon
1562
MSCI
MSCI
$41.5B
$2.83M 0.01%
61,618
-21,003
-25% -$904K
HPY
1563
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$2.82M 0.01%
68,522
+1,749
+3% +$71.1K
CAL icon
1564
Caleres
CAL
$420M
$2.82M 0.01%
98,433
+809
+0.8% +$21.2K
POST icon
1565
Post Holdings
POST
$4.14B
$2.81M 0.01%
84,436
+12,382
+17% +$414K
SYKE
1566
DELISTED
SYKES Enterprises Inc
SYKE
$2.81M 0.01%
129,472
+14,174
+12% +$288K
AIMC
1567
DELISTED
Altra Industrial Motion Corp
AIMC
$2.81M 0.01%
77,249
+8,192
+12% +$288K
WEN icon
1568
Wendy's
WEN
$1.39B
$2.81M 0.01%
328,783
-7,712
-2% -$65K
ELS icon
1569
Equity Lifestyle Properties
ELS
$12.6B
$2.8M 0.01%
126,906
+14,700
+13% +$314K
KELYA icon
1570
Kelly Services Class A
KELYA
$545M
$2.8M 0.01%
162,911
-14,116
-8% -$278K
CBU icon
1571
Community Bank
CBU
$3.5B
$2.8M 0.01%
77,225
-2,653
-3% -$97.9K
BMR
1572
DELISTED
BIOMED REALTY TRUST INC
BMR
$2.79M 0.01%
127,871
+3,327
+3% +$70.7K
AKRX
1573
DELISTED
Akorn Inc
AKRX
$2.78M 0.01%
83,634
+15,594
+23% +$409K
BGC icon
1574
BGC Group
BGC
$5.65B
$2.77M 0.01%
579,297
+29,042
+5% +$133K
SAH icon
1575
Sonic Automotive
SAH
$3.25B
$2.77M 0.01%
103,776
-10,635
-9% -$265K
61 62
63
64 65

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
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.