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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
FN icon
2876
Fabrinet
FN
$17.1B
$495K ﹤0.01%
24,011
+1,115
+5% +$22.6K
POZN
2877
DELISTED
POZEN INC
POZN
$495K ﹤0.01%
59,462
+1,095
+2% +$9.41K
MS.PRG.CL
2878
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$494K ﹤0.01%
+19,355
New +$491K
AMRS
2879
DELISTED
Amyris Inc.
AMRS
$492K ﹤0.01%
8,801
+716
+9% +$37.6K
CAI
2880
DELISTED
CAI International, Inc.
CAI
$491K ﹤0.01%
22,310
-834
-4% -$18.8K
VICR icon
2881
Vicor
VICR
$9.62B
$489K ﹤0.01%
58,382
-2,826
-5% -$22.9K
PRKS icon
2882
United Parks & Resorts
PRKS
$2.11B
$487K ﹤0.01%
17,182
+7,498
+77% +$226K
ALJ
2883
DELISTED
Alon USA Energy Inc
ALJ
$486K ﹤0.01%
39,058
-2,576
-6% -$38.3K
VRNG
2884
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$484K ﹤0.01%
14,152
+8,379
+145% +$294K
GHM icon
2885
Graham Corp
GHM
$1.22B
$481K ﹤0.01%
13,824
-185
-1% -$5.71K
LCM
2886
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$481K ﹤0.01%
+46,713
New +$472K
DTSI
2887
DELISTED
DTS, Inc.
DTSI
$481K ﹤0.01%
26,141
+1,737
+7% +$31.8K
INN
2888
Summit Hotel Properties
INN
$761M
$480K ﹤0.01%
45,323
+7,082
+19% +$68.6K
STNG icon
2889
Scorpio Tankers
STNG
$3.96B
$480K ﹤0.01%
4,719
-701
-13% -$64K
HCKT icon
2890
Hackett Group
HCKT
$245M
$477K ﹤0.01%
79,946
-1,834
-2% -$11K
CRRC
2891
DELISTED
COURIER CORP
CRRC
$477K ﹤0.01%
31,982
+1,579
+5% +$22K
TKA
2892
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
$477K ﹤0.01%
24,748
+3,581
+17% +$69K
ESIO
2893
DELISTED
Electro Scientific Industries
ESIO
$476K ﹤0.01%
69,904
+3,273
+5% +$26.1K
GIMO
2894
DELISTED
Gigamon Inc.
GIMO
$476K ﹤0.01%
24,847
+10,628
+75% +$192K
BFYT
2895
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$475K ﹤0.01%
38,541
-3,556
-8% -$36.6K
LQDT icon
2896
Liquidity Services
LQDT
$1.17B
$474K ﹤0.01%
30,081
+2,654
+10% +$43.2K
PRMW
2897
DELISTED
Primo Water Corporation
PRMW
$474K ﹤0.01%
67,016
+1,616
+2% +$12.1K
KMR
2898
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$473K ﹤0.01%
1,911,965
+498,983
+35% +$35.4M
JBSS icon
2899
John B. Sanfilippo & Son
JBSS
$949M
$472K ﹤0.01%
17,845
-761
-4% -$18.9K
CLVS
2900
DELISTED
Clovis Oncology, Inc.
CLVS
$472K ﹤0.01%
11,394
-7,506
-40% -$387K
114 115
116
117 118

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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.