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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
PB icon
1776
Prosperity Bancshares
PB
$8.69B
$2.21M 0.01%
35,356
+1,023
+3% +$61.9K
UIL
1777
DELISTED
UIL HOLDINGS
UIL
$2.21M 0.01%
57,157
-3,123
-5% -$115K
AGO icon
1778
Assured Guaranty
AGO
$3.78B
$2.21M 0.01%
90,276
+3,285
+4% +$81.5K
MNRO icon
1779
Monro
MNRO
$529M
$2.21M 0.01%
41,560
-3,781
-8% -$207K
BGFV
1780
DELISTED
Big 5 Sporting Goods
BGFV
$2.21M 0.01%
180,123
-11,778
-6% -$154K
SMRT
1781
DELISTED
Stein Mart Inc
SMRT
$2.2M 0.01%
158,508
-13,187
-8% -$175K
TCF
1782
DELISTED
TCF Financial Corporation Common Stock
TCF
$2.2M 0.01%
78,357
-3,385
-4% -$99.1K
ATSG
1783
DELISTED
Air Transport Services Group
ATSG
$2.2M 0.01%
262,657
-23,225
-8% -$196K
CTRX
1784
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$2.2M 0.01%
49,770
-10,324
-17% -$437K
SCSC icon
1785
Scansource
SCSC
$1.13B
$2.2M ﹤0.01%
57,681
-2,593
-4% -$99K
LSCC icon
1786
Lattice Semiconductor
LSCC
$16.8B
$2.19M ﹤0.01%
265,999
+75,475
+40% +$611K
GFF icon
1787
Griffon
GFF
$4.28B
$2.19M ﹤0.01%
176,858
-453
-0.3% -$5.23K
ZQK
1788
DELISTED
QUICKSILVER,INC.
ZQK
$2.19M ﹤0.01%
612,688
-108,307
-15% -$608K
GMED icon
1789
Globus Medical
GMED
$10.6B
$2.19M ﹤0.01%
91,548
+15,889
+21% +$383K
NTUS
1790
DELISTED
Natus Medical Inc
NTUS
$2.19M ﹤0.01%
87,033
+328
+0.4% +$8.11K
IWO icon
1791
iShares Russell 2000 Growth ETF
IWO
$14.4B
$2.19M ﹤0.01%
15,801
-314,526
-95% -$41.4M
AEIS icon
1792
Advanced Energy
AEIS
$11.7B
$2.18M ﹤0.01%
113,359
+9,752
+9% +$199K
MPT
1793
Medical Properties Trust
MPT
$2.86B
$2.18M ﹤0.01%
164,722
-107
-0.1% -$1.42K
ALLY icon
1794
Ally Financial
ALLY
$13.3B
$2.18M ﹤0.01%
+91,095
New +$2.21M
EQY
1795
DELISTED
Equity One
EQY
$2.17M ﹤0.01%
92,213
+1,417
+2% +$32.2K
MUB icon
1796
iShares National Muni Bond ETF
MUB
$45.2B
$2.17M ﹤0.01%
19,991
+30
+0.2% +$3.24K
VLY icon
1797
Valley National Bancorp
VLY
$7.94B
$2.17M ﹤0.01%
219,149
+17,340
+9% +$174K
KEG
1798
DELISTED
KEY ENERGY SERVICES INC
KEG
$2.17M ﹤0.01%
237,625
+82,357
+53% +$753K
KOP icon
1799
Koppers
KOP
$954M
$2.17M ﹤0.01%
56,762
+3,040
+6% +$119K
HVT icon
1800
Haverty Furniture Companies
HVT
$406M
$2.16M ﹤0.01%
85,979
-1,848
-2% -$46.9K
70 71
72
73 74

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NIPH
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AF
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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
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.