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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
NATR icon
2926
Nature's Sunshine
NATR
$359M
$447K ﹤0.01%
26,312
-781
-3% -$11.2K
ELGX
2927
DELISTED
Endologix Inc
ELGX
$447K ﹤0.01%
2,939
-175
-6% -$23.3K
CAE icon
2928
CAE Inc. Common Shares
CAE
$8.1B
$446K ﹤0.01%
33,998
-571
-2% -$7.63K
CIA icon
2929
Citizens
CIA
$245M
$446K ﹤0.01%
60,302
+7,266
+14% +$49.1K
WMAR
2930
DELISTED
West Marine Inc
WMAR
$446K ﹤0.01%
43,464
-1,457
-3% -$15.5K
GORO icon
2931
Goldgroup Mining Inc.
GORO
$151M
$445K ﹤0.01%
88,010
-29,488
-25% -$135K
BTH
2932
DELISTED
BLYTH,INC
BTH
$441K ﹤0.01%
56,747
-7,313
-11% -$64.7K
AGX icon
2933
Argan
AGX
$7.98B
$440K ﹤0.01%
11,810
+559
+5% +$16.8K
BLDR icon
2934
Builders FirstSource
BLDR
$7.84B
$440K ﹤0.01%
58,887
-25,815
-30% -$201K
PTVCB
2935
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$440K ﹤0.01%
16,953
-1,401
-8% -$36.3K
BANC icon
2936
Banc of California
BANC
$3.28B
$438K ﹤0.01%
40,141
+3,558
+10% +$40.6K
TLM
2937
DELISTED
TALISMAN ENERGY INC
TLM
$438K ﹤0.01%
41,325
+6,120
+17% +$63.9K
IEH
2938
DELISTED
INTEGRYS ENERGY GROUP INC 6% JR SUB NT DUE 8-1-2073 (WI)
IEH
$437K ﹤0.01%
16,600
-361
-2% -$9.29K
NATL
2939
DELISTED
National Interstate Corporation
NATL
$436K ﹤0.01%
15,568
-4,628
-23% -$130K
TDJ
2940
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
$434K ﹤0.01%
16,847
-394
-2% -$10.1K
VZA.CL
2941
DELISTED
Verizon Communications Inc.
VZA.CL
$434K ﹤0.01%
16,860
+5,592
+50% +$141K
AEK.CL
2942
DELISTED
Aegon NV
AEK.CL
$434K ﹤0.01%
14,931
-327
-2% -$9.38K
GABC icon
2943
German American Bancorp
GABC
$1.82B
$433K ﹤0.01%
24,009
-443
-2% -$7.97K
AMJ
2944
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$433K ﹤0.01%
8,263
+667
+9% +$32.9K
TNAV
2945
DELISTED
Telenav Inc.
TNAV
$433K ﹤0.01%
76,043
+5,966
+9% +$35.1K
HOLI
2946
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$432K ﹤0.01%
+17,624
New +$383K
AYN
2947
DELISTED
Alliance New York Income Fund
AYN
$432K ﹤0.01%
33,921
– –
VET icon
2948
Vermilion Energy
VET
$1.73B
$430K ﹤0.01%
+6,169
New +$411K
VNM icon
2949
VanEck Vietnam ETF
VNM
$491M
$430K ﹤0.01%
+20,690
New +$422K
HIL
2950
DELISTED
Hill International, Inc. Common Stock
HIL
$430K ﹤0.01%
+68,966
New +$438K
116 117
118
119 120

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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.