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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
TBBK icon
2601
The Bancorp
TBBK
$2.79B
$784K ﹤0.01%
65,839
-1,645
-2% -$25.6K
VPG icon
2602
Vishay Precision Group
VPG
$1.39B
$784K ﹤0.01%
47,623
-880
-2% -$14.4K
OTTR icon
2603
Otter Tail
OTTR
$3.88B
$780K ﹤0.01%
25,741
-424
-2% -$12.3K
JMBA
2604
DELISTED
Jamba, Inc.
JMBA
$780K ﹤0.01%
64,464
-1,492
-2% -$16.7K
ATHL
2605
DELISTED
ATHLON ENERGY INC COM
ATHL
$777K ﹤0.01%
16,291
+5,336
+49% +$224K
DGII icon
2606
Digi International
DGII
$2.52B
$776K ﹤0.01%
82,399
-3,564
-4% -$32.6K
ANGO icon
2607
AngioDynamics
ANGO
$562M
$775K ﹤0.01%
47,478
+563
+1% +$8.15K
LRN icon
2608
Stride
LRN
$3.69B
$770K ﹤0.01%
31,975
+6,635
+26% +$155K
BID
2609
DELISTED
Sotheby's
BID
$770K ﹤0.01%
18,333
+1,078
+6% +$43.9K
BCC icon
2610
Boise Cascade
BCC
$2.74B
$769K ﹤0.01%
26,843
+8,995
+50% +$240K
PTRY
2611
DELISTED
PANTRY INC (THE)
PTRY
$769K ﹤0.01%
47,470
+98
+0.2% +$1.52K
SMA
2612
DELISTED
SYMMETRY MEDICAL INC
SMA
$767K ﹤0.01%
86,554
-1,686
-2% -$14.7K
TA
2613
DELISTED
TravelCenters of America LLC
TA
$766K ﹤0.01%
17,247
+4,495
+35% +$180K
ORIT
2614
DELISTED
Oritani Financial Corp. New
ORIT
$766K ﹤0.01%
49,804
+2,167
+5% +$32.8K
PIKE
2615
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$765K ﹤0.01%
85,422
-652
-0.8% -$6.09K
APAM icon
2616
Artisan Partners
APAM
$2.79B
$762K ﹤0.01%
13,447
-24,546
-65% -$1.41M
PWRD
2617
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
$759K ﹤0.01%
38,671
+5,199
+16% +$96.6K
AMWD
2618
DELISTED
American Woodmark
AMWD
$758K ﹤0.01%
23,774
+972
+4% +$29.7K
DCP
2619
DELISTED
DCP Midstream, LP
DCP
$758K ﹤0.01%
13,297
-1,159
-8% -$62.7K
AX icon
2620
Axos Financial
AX
$5.45B
$757K ﹤0.01%
41,232
+4,584
+13% +$90.2K
BWG
2621
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$757K ﹤0.01%
41,251
+152
+0.4% +$2.72K
OCFC icon
2622
OceanFirst Financial
OCFC
$1.7B
$756K ﹤0.01%
45,680
-1,089
-2% -$18.2K
AMRE
2623
DELISTED
AMREIT INC NEW COM STK
AMRE
$756K ﹤0.01%
41,317
-1,090
-3% -$18.8K
PCBK
2624
DELISTED
Pacific Continental Corp
PCBK
$754K ﹤0.01%
54,926
-803
-1% -$11.1K
FC icon
2625
Franklin Covey
FC
$233M
$751K ﹤0.01%
37,296
-241
-0.6% -$5.03K
103 104
105
106 107

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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
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IA
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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.