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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
JPM.PRD.CL
2526
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$853K ﹤0.01%
37,219
-805
-2% -$18.3K
SPNC
2527
DELISTED
Spectranetics Corp
SPNC
$851K ﹤0.01%
37,175
+5,619
+18% +$130K
MCHX icon
2528
Marchex
MCHX
$79.7M
$850K ﹤0.01%
70,720
+16,846
+31% +$177K
RBCAA icon
2529
Republic Bancorp
RBCAA
$1.84B
$850K ﹤0.01%
35,824
-375
-1% -$8.77K
QLGC
2530
DELISTED
QLOGIC CORP
QLGC
$850K ﹤0.01%
84,271
+47,268
+128% +$507K
AGYS icon
2531
Agilysys
AGYS
$2.78B
$849K ﹤0.01%
60,322
+29
+0% +$386
XXIA
2532
DELISTED
Ixia
XXIA
$849K ﹤0.01%
74,268
-1,156
-2% -$14.1K
JAKK icon
2533
Jakks Pacific
JAKK
$280M
$847K ﹤0.01%
10,947
-5,461
-33% -$446K
CSH
2534
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$846K ﹤0.01%
41,964
+14,332
+52% +$288K
GLDD
2535
DELISTED
Great Lakes Dredge & Dock
GLDD
$845K ﹤0.01%
105,789
-1,543
-1% -$12.6K
CNR
2536
DELISTED
Cornerstone Building Brands, Inc.
CNR
$845K ﹤0.01%
43,489
-37,047
-46% -$631K
PKE icon
2537
Park Aerospace
PKE
$745M
$844K ﹤0.01%
29,933
+219
+0.7% +$5.99K
BBT
2538
Beacon Financial Corp
BBT
$2.53B
$843K ﹤0.01%
36,324
-427
-1% -$10.1K
WWE
2539
DELISTED
World Wrestling Entertainment
WWE
$843K ﹤0.01%
70,699
-4,094
-5% -$67.3K
ROIC
2540
DELISTED
Retail Opportunity Investments Corp.
ROIC
$841K ﹤0.01%
53,484
+5,519
+12% +$86.3K
LCII icon
2541
LCI Industries
LCII
$2.51B
$839K ﹤0.01%
16,774
+4,479
+36% +$223K
HLIO icon
2542
Helios Technologies
HLIO
$2.64B
$838K ﹤0.01%
20,633
+1,102
+6% +$43.8K
DGI
2543
DELISTED
DigitalGlobe Inc.
DGI
$838K ﹤0.01%
30,150
-22,868
-43% -$684K
SNDA icon
2544
Sonida Senior Living
SNDA
$1.97B
$837K ﹤0.01%
2,339
-358
-13% -$130K
KCLI
2545
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
$837K ﹤0.01%
18,396
-788
-4% -$34.3K
NNA
2546
DELISTED
Navios Maritime Acquisition Corporation
NNA
$836K ﹤0.01%
15,014
+1,047
+7% +$56.9K
ANV
2547
DELISTED
Allied Nevada Gold Corp
ANV
$836K ﹤0.01%
222,381
-11,438
-5% -$39.7K
SBY
2548
DELISTED
Silver Bay Realty Trust Corp.
SBY
$834K ﹤0.01%
51,106
-2,075
-4% -$32.3K
VRTS icon
2549
Virtus Investment Partners
VRTS
$1.11B
$832K ﹤0.01%
3,928
+428
+12% +$80.7K
WES
2550
DELISTED
Western Gas Partners Lp
WES
$832K ﹤0.01%
10,880
-182
-2% -$12.9K
100 101
102
103 104

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AF
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MCM
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PSUF
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IA
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SCC
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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.