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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
CNXN icon
2201
PC Connection
CNXN
$2.05B
$1.34M ﹤0.01%
64,862
-6,182
-9% -$127K
CHU
2202
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.34M ﹤0.01%
87,382
-59,364
-40% -$872K
HDV
2203
iShares Core High Dividend ETF
HDV
$14.5B
$1.34M ﹤0.01%
88,830
-163,080
-65% -$2.4M
LNN icon
2204
Lindsay Corp
LNN
$1.17B
$1.34M ﹤0.01%
15,849
+830
+6% +$71.8K
XOXO
2205
DELISTED
Xo Group Inc
XOXO
$1.34M ﹤0.01%
109,538
+6,944
+7% +$77.3K
RSO
2206
DELISTED
Resource Capital Corp.
RSO
$1.34M ﹤0.01%
59,363
-5,761
-9% -$129K
IGTE
2207
DELISTED
IGATE CORPORATION
IGTE
$1.34M ﹤0.01%
36,749
+18,779
+105% +$657K
SGEN
2208
DELISTED
Seagen Inc. Common Stock
SGEN
$1.34M ﹤0.01%
34,940
-2,181
-6% -$82.5K
VTLE
2209
DELISTED
Vital Energy
VTLE
$1.33M ﹤0.01%
2,155
+1,385
+180% +$785K
BEAT
2210
DELISTED
BioTelemetry, Inc.
BEAT
$1.33M ﹤0.01%
186,210
+44,527
+31% +$354K
ARDC
2211
Are Dynamic Credit Allocation Fund
ARDC
$296M
$1.33M ﹤0.01%
73,253
+48,885
+201% +$891K
FBRC
2212
DELISTED
FBR & Co. Common Stock
FBRC
$1.33M ﹤0.01%
49,105
-173
-0.4% -$4.54K
WEB
2213
DELISTED
Web.com Group, Inc.
WEB
$1.33M ﹤0.01%
46,087
+13,776
+43% +$453K
MHY
2214
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.33M ﹤0.01%
229,551
+660
+0.3% +$3.83K
LBY
2215
DELISTED
Libbey, Inc.
LBY
$1.33M ﹤0.01%
49,936
-981
-2% -$26K
FULT icon
2216
Fulton Financial
FULT
$4.67B
$1.33M ﹤0.01%
107,267
-6,071
-5% -$74.2K
ADX icon
2217
Adams Diversified Equity Fund
ADX
$3.11B
$1.32M ﹤0.01%
96,128
+35,626
+59% +$473K
CJES
2218
DELISTED
C&J ENERGY SVCS LTD
CJES
$1.32M ﹤0.01%
39,133
+4,052
+12% +$124K
GTY
2219
Getty Realty Corp
GTY
$2.12B
$1.32M ﹤0.01%
70,060
+3,991
+6% +$75.6K
IHI icon
2220
iShares US Medical Devices ETF
IHI
$3.06B
$1.32M ﹤0.01%
77,610
-2,550
-3% -$41.7K
SUP
2221
DELISTED
Superior Industries International
SUP
$1.32M ﹤0.01%
64,010
-1,199
-2% -$24.4K
LDP icon
2222
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$1.32M ﹤0.01%
51,742
+4,392
+9% +$108K
MN
2223
DELISTED
MANNING & NAPIER, INC.
MN
$1.32M ﹤0.01%
76,295
+1,580
+2% +$26.5K
PLKI
2224
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.32M ﹤0.01%
30,099
-3,095
-9% -$126K
MILL
2225
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$1.32M ﹤0.01%
205,581
+17,096
+9% +$88.3K
87 88
89
90 91

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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
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.