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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
(+5.3%)
Cap. Flow
+$315M
Cap. Flow
% of AUM
0.71%
Top 10 Holdings %
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$152M |
| 2 |
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
|
+$35.4M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$33.6M |
| 4 |
First Trust Utilities AlphaDEX Fund
FXU
|
+$29.2M |
| 5 |
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
|
+$28.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$76M |
| 2 |
iShares Russell 2000 Growth ETF
IWO
|
+$41.4M |
| 3 |
Vanguard Total Bond Market
BND
|
+$30.8M |
| 4 |
Bank of America
BAC
|
+$24.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
WPZ
2501
DELISTED
Williams Partners L.P.
WPZ
| $892K | ﹤0.01% |
14,894
+93
| +0.6% | +$5.3K |
|
2502
NETGEAR
NTGR
$665M
| $891K | ﹤0.01% |
25,614
+2,352
| +10% | +$78.3K |
|
|
QLTY
2503
DELISTED
QUALITY DISTR INC FLA
QLTY
| $891K | ﹤0.01% |
59,941
+1,165
| +2% | +$16.1K |
|
2504
Insteel Industries
IIIN
$641M
| $889K | ﹤0.01% |
45,257
-1,852
| -4% | -$37.4K |
|
|
CLNY
2505
DELISTED
Colony Capital, Inc.
CLNY
| $889K | ﹤0.01% |
38,280
+4,951
| +15% | +$109K |
|
2506
Univest Financial
UVSP
$1.24B
| $888K | ﹤0.01% |
42,884
-697
| -2% | -$13.9K |
|
2507
Viasat
VSAT
$9.96B
| $887K | ﹤0.01% |
15,307
-31
| -0.2% | -$1.87K |
|
|
LBAI
2508
DELISTED
Lakeland Bancorp Inc
LBAI
| $887K | ﹤0.01% |
82,173
-1,450
| -2% | -$15.1K |
|
|
SHOE
2509
Shoe Station Group
SHOE
$407M
| $886K | ﹤0.01% |
85,778
-1,812
| -2% | -$19.3K |
|
|
MNI
2510
DELISTED
The McClatchy Company Class A Common Stock
MNI
| $885K | ﹤0.01% |
15,951
+12,742
| +397% | +$715K |
|
2511
Barrett Business Services
BBSI
$976M
| $882K | ﹤0.01% |
75,076
-612
| -0.8% | -$7.74K |
|
|
SIMG
2512
DELISTED
SILICON IMAGE INC
SIMG
| $882K | ﹤0.01% |
175,019
-5,102
| -3% | -$28.8K |
|
|
BGG
2513
DELISTED
Briggs & Stratton Corp.
BGG
| $881K | ﹤0.01% |
43,060
-31,343
| -42% | -$661K |
|
2514
Sun Life Financial
SLF
$45.9B
| $874K | ﹤0.01% |
23,809
+205
| +0.9% | +$7.06K |
|
|
FIO
2515
DELISTED
FUSION-IO INC COM
FIO
| $874K | ﹤0.01% |
77,362
-21,823
| -22% | -$203K |
|
|
HPP
2516
Hudson Pacific Properties
HPP
$852M
| $872K | ﹤0.01% |
4,918
+698
| +17% | +$116K |
|
|
DTLK
2517
DELISTED
Datalink Corp
DTLK
| $869K | ﹤0.01% |
86,891
-305
| -0.3% | -$3.32K |
|
|
GSJ.CL
2518
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
| $866K | ﹤0.01% |
32,532
-785
| -2% | -$20.9K |
|
|
DX
2519
Dynex Capital
DX
$3.02B
| $865K | ﹤0.01% |
32,579
+3,390
| +12% | +$87.3K |
|
|
EOT
2520
Eaton Vance National Municipal Opportunities Trust
EOT
$272M
| $863K | ﹤0.01% |
43,157
+12,629
| +41% | +$251K |
|
2521
Elbit Systems
ESLT
$38.1B
| $857K | ﹤0.01% |
13,929
+167
| +1% | +$10.2K |
|
2522
1-800-Flowers.com
FLWS
$248M
| $856K | ﹤0.01% |
147,519
+358
| +0.2% | +$2.01K |
|
2523
Kratos Defense & Security Solutions
KTOS
$9.05B
| $856K | ﹤0.01% |
109,685
+58,184
| +113% | +$452K |
|
|
PSA.PRO
2524
DELISTED
PUBLIC STORAGE DEP SHS (USA)
PSA.PRO
| $856K | ﹤0.01% |
32,529
+3,472
| +12% | +$91.4K |
|
|
SHOS
2525
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
| $853K | ﹤0.01% |
39,747
+12,579
| +46% | +$277K |
|
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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.