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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
AYR
1826
DELISTED
Aircastle Ltd
AYR
$2.1M ﹤0.01%
118,356
+1,747
+1% +$30.9K
BC icon
1827
Brunswick
BC
$5.39B
$2.1M ﹤0.01%
49,902
-21,722
-30% -$917K
NMA
1828
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$2.1M ﹤0.01%
156,380
+26,498
+20% +$352K
FFIC
1829
DELISTED
Flushing Financial
FFIC
$2.1M ﹤0.01%
102,249
-4,373
-4% -$87.8K
SLCA
1830
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.1M ﹤0.01%
37,899
-8,320
-18% -$392K
PTNR
1831
DELISTED
Partner Communications
PTNR
$2.1M ﹤0.01%
269,008
-3,241
-1% -$28K
BKS
1832
DELISTED
Barnes & Noble
BKS
$2.1M ﹤0.01%
140,505
+6,077
+5% +$73.3K
HHH icon
1833
Howard Hughes
HHH
$3.94B
$2.09M ﹤0.01%
13,916
+800
+6% +$112K
HELE icon
1834
Helen of Troy
HELE
$684M
$2.09M ﹤0.01%
34,529
-29,151
-46% -$1.81M
MASI
1835
DELISTED
Masimo
MASI
$2.09M ﹤0.01%
88,650
-2,625
-3% -$65.1K
KAMN
1836
DELISTED
Kaman Corp
KAMN
$2.09M ﹤0.01%
48,935
+2,090
+4% +$87.1K
PMCS
1837
DELISTED
P M C SIERRA INC
PMCS
$2.09M ﹤0.01%
274,347
-141,926
-34% -$1.03M
TAL
1838
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$2.09M ﹤0.01%
47,026
-9,797
-17% -$426K
XRM
1839
DELISTED
Xerium Technologies Inc (new)
XRM
$2.08M ﹤0.01%
149,368
+24,851
+20% +$343K
BCO icon
1840
Brink's
BCO
$4.82B
$2.08M ﹤0.01%
73,786
+6,184
+9% +$166K
HNGR
1841
DELISTED
Hanger Inc.
HNGR
$2.08M ﹤0.01%
66,135
+8,743
+15% +$282K
RUTH
1842
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$2.08M ﹤0.01%
167,993
+483
+0.3% +$5.94K
MTZ icon
1843
MasTec
MTZ
$24.2B
$2.07M ﹤0.01%
67,142
-30,583
-31% -$1.15M
ENV
1844
DELISTED
ENVESTNET, INC.
ENV
$2.07M ﹤0.01%
42,263
+5,494
+15% +$222K
PSA.PRS.CL
1845
DELISTED
Public Storage
PSA.PRS.CL
$2.06M ﹤0.01%
84,763
+7,076
+9% +$173K
CVBF icon
1846
CVB Financial
CVBF
$4.01B
$2.06M ﹤0.01%
128,747
-22,763
-15% -$343K
NTLS
1847
DELISTED
NTELOS HLDGS CORP COM
NTLS
$2.06M ﹤0.01%
165,499
+24,004
+17% +$312K
ANAT
1848
DELISTED
American National Group, Inc. Common Stock
ANAT
$2.06M ﹤0.01%
18,034
+382
+2% +$43.4K
NSL
1849
DELISTED
NUVEEN SENIOR INCM FD
NSL
$2.06M ﹤0.01%
291,673
+18,307
+7% +$128K
GBX icon
1850
The Greenbrier Companies
GBX
$1.59B
$2.05M ﹤0.01%
35,650
-3,963
-10% -$207K
72 73
74
75 76

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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
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
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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.