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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
ELRC
2376
DELISTED
ELECTRO RENT CORP
ELRC
$1.07M ﹤0.01%
64,079
-2,975
-4% -$47.7K
DVR
2377
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$1.07M ﹤0.01%
812,422
-148,561
-15% -$219K
NQS
2378
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.07M ﹤0.01%
77,238
+16,879
+28% +$230K
OCLR
2379
DELISTED
Oclaro Inc.
OCLR
$1.07M ﹤0.01%
486,293
+155,486
+47% +$389K
PHI icon
2380
PLDT
PHI
$4.26B
$1.07M ﹤0.01%
15,870
+72
+0.5% +$4.67K
NIE
2381
Virtus Equity & Convertible Income Fund
NIE
$715M
$1.06M ﹤0.01%
+52,643
New +$1.05M
CVLT icon
2382
Commault Systems
CVLT
$6.19B
$1.06M ﹤0.01%
21,599
+542
+3% +$29.2K
HTO
2383
H2O America
HTO
$2.66B
$1.06M ﹤0.01%
39,035
-1,022
-3% -$27.9K
BSFT
2384
DELISTED
BroadSoft, Inc.
BSFT
$1.06M ﹤0.01%
40,167
+20,204
+101% +$484K
WSO icon
2385
Watsco Inc
WSO
$15B
$1.06M ﹤0.01%
10,293
+726
+8% +$73.5K
ACAT
2386
DELISTED
Arctic Cat Inc
ACAT
$1.06M ﹤0.01%
26,847
+246
+0.9% +$9.76K
AZZ icon
2387
AZZ Inc
AZZ
$4.47B
$1.06M ﹤0.01%
22,917
-2,175
-9% -$95.9K
PMT
2388
PennyMac Mortgage Investment
PMT
$839M
$1.05M ﹤0.01%
48,009
-1,047
-2% -$23.3K
PFPT
2389
DELISTED
Proofpoint, Inc.
PFPT
$1.05M ﹤0.01%
28,102
+10,724
+62% +$343K
IAU icon
2390
iShares Gold Trust
IAU
$63.4B
$1.05M ﹤0.01%
40,822
+7,597
+23% +$190K
VKI icon
2391
Invesco Advantage Municipal Income Trust II
VKI
$396M
$1.05M ﹤0.01%
92,684
+26,843
+41% +$302K
BRLI
2392
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$1.05M ﹤0.01%
34,660
+1,129
+3% +$31.2K
DSU icon
2393
BlackRock Debt Strategies Fund
DSU
$589M
$1.05M ﹤0.01%
+85,034
New +$1.05M
TROX icon
2394
Tronox
TROX
$973M
$1.05M ﹤0.01%
38,902
+17,538
+82% +$449K
TRP icon
2395
TC Energy
TRP
$71.2B
$1.05M ﹤0.01%
21,914
-1,020
-4% -$47.6K
HNP
2396
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.04M ﹤0.01%
23,072
+2,536
+12% +$105K
BBRG
2397
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$1.04M ﹤0.01%
66,839
+3,437
+5% +$53.1K
IPAR icon
2398
Interparfums
IPAR
$3.99B
$1.04M ﹤0.01%
35,268
+242
+0.7% +$7.72K
JOBS
2399
DELISTED
51job Inc
JOBS
$1.04M ﹤0.01%
31,558
-296
-0.9% -$9.67K
PETS icon
2400
PetMed Express
PETS
$42.1M
$1.04M ﹤0.01%
77,026
+5,207
+7% +$68.8K
94 95
96
97 98

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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
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.