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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
TWI icon
2751
Titan International
TWI
$516M
$618K ﹤0.01%
36,745
-35,198
-49% -$590K
CCJ icon
2752
Cameco
CCJ
$38.3B
$617K ﹤0.01%
31,449
-6,804
-18% -$142K
IRR
2753
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
$617K ﹤0.01%
+53,680
New +$581K
CCG
2754
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$615K ﹤0.01%
71,012
+46,847
+194% +$408K
CASS icon
2755
Cass Information Systems
CASS
$698M
$614K ﹤0.01%
16,377
+222
+1% +$8.52K
CKP
2756
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$614K ﹤0.01%
43,860
+4,762
+12% +$62.3K
THR
2757
DELISTED
Thermon Group Holdings
THR
$613K ﹤0.01%
23,307
+3,913
+20% +$95.6K
FBP icon
2758
First Bancorp
FBP
$4.4B
$612K ﹤0.01%
112,579
+61,292
+120% +$323K
GERN icon
2759
Geron
GERN
$911M
$610K ﹤0.01%
200,994
+105,322
+110% +$220K
WNC icon
2760
Wabash National
WNC
$543M
$610K ﹤0.01%
42,796
+2,834
+7% +$38.9K
PHX
2761
DELISTED
PHX Minerals
PHX
$609K ﹤0.01%
21,746
+660
+3% +$16.7K
HTLF
2762
DELISTED
Heartland Financial USA, Inc.
HTLF
$609K ﹤0.01%
24,621
-1,312
-5% -$32.7K
DBI icon
2763
Designer Brands
DBI
$277M
$608K ﹤0.01%
21,747
-65,608
-75% -$2.07M
CRCM
2764
DELISTED
CARE.COM, INC.
CRCM
$608K ﹤0.01%
+47,999
New +$578K
HWKN icon
2765
Hawkins
HWKN
$2.91B
$605K ﹤0.01%
32,600
+234
+0.7% +$4.22K
GS.PRK
2766
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$605K ﹤0.01%
+22,986
New +$592K
ALR
2767
DELISTED
AlerisLife Inc
ALR
$604K ﹤0.01%
12,055
+2,367
+24% +$118K
FF icon
2768
Future Fuel
FF
$204M
$603K ﹤0.01%
36,349
+1,713
+5% +$31.1K
LTXB
2769
DELISTED
LegacyTexas Financial Group Inc
LTXB
$603K ﹤0.01%
22,417
+8,476
+61% +$223K
FCBC icon
2770
First Community Bankshares
FCBC
$915M
$602K ﹤0.01%
42,034
-1,349
-3% -$20K
MMSI icon
2771
Merit Medical Systems
MMSI
$4.43B
$601K ﹤0.01%
39,778
-386
-1% -$5.35K
GS.PRJ
2772
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$601K ﹤0.01%
24,538
+12,578
+105% +$302K
LYTS icon
2773
LSI Industries
LYTS
$853M
$600K ﹤0.01%
75,158
+2,200
+3% +$17.3K
LXFR icon
2774
Luxfer Holdings
LXFR
$460M
$596K ﹤0.01%
31,446
-143
-0.5% -$2.74K
ALU
2775
DELISTED
Alcatel-Lucent
ALU
$596K ﹤0.01%
167,359
+54,959
+49% +$212K
109 110
111
112 113

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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.