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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
ADEP
3151
DELISTED
Adept Technology Inc
ADEP
$304K ﹤0.01%
28,947
+6,559
+29% +$84K
OTE
3152
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$304K ﹤0.01%
41,059
-3,941
-9% -$29.2K
BFIN
3153
DELISTED
BankFinancial
BFIN
$303K ﹤0.01%
27,141
+516
+2% +$5.19K
CVGI icon
3154
Commercial Vehicle Group
CVGI
$157M
$303K ﹤0.01%
30,160
+15,615
+107% +$148K
INO icon
3155
Inovio Pharmaceuticals
INO
$79.8M
$302K ﹤0.01%
+2,330
New +$275K
AUY
3156
DELISTED
Yamana Gold, Inc.
AUY
$302K ﹤0.01%
36,786
-1,196
-3% -$9.39K
SREV
3157
DELISTED
ServiceSource International, Inc.
SREV
$302K ﹤0.01%
52,042
+37,676
+262% +$209K
FNFG.PRB
3158
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC. PFD NON CUM SER B FXD/FLT
FNFG.PRB
$302K ﹤0.01%
10,426
-238
-2% -$6.81K
AVD icon
3159
American Vanguard Corp
AVD
$73.5M
$300K ﹤0.01%
22,658
+149
+0.7% +$2.44K
TITN icon
3160
Titan Machinery
TITN
$466M
$299K ﹤0.01%
18,173
+4,448
+32% +$74.6K
LGTY
3161
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$299K ﹤0.01%
30,219
-1,372
-4% -$13.2K
EBSB
3162
DELISTED
Meridian Bancorp, Inc.
EBSB
$297K ﹤0.01%
28,292
-31
-0.1% -$319
CLFD icon
3163
Clearfield
CLFD
$421M
$295K ﹤0.01%
17,599
+717
+4% +$13.1K
FBNK
3164
DELISTED
First Connecticut Bancorp, Inc
FBNK
$294K ﹤0.01%
18,290
-951
-5% -$14.8K
ATRC icon
3165
AtriCure
ATRC
$1.77B
$293K ﹤0.01%
15,932
+367
+2% +$6.11K
TGH
3166
DELISTED
Textainer Group Holdings limited
TGH
$292K ﹤0.01%
7,555
+79
+1% +$3.07K
FNBC
3167
DELISTED
First NBC Bank Holding Company
FNBC
$292K ﹤0.01%
8,699
-124
-1% -$4.06K
PENN icon
3168
PENN Entertainment
PENN
$2.74B
$291K ﹤0.01%
23,949
-15,784
-40% -$187K
ALL.PRE.CL
3169
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$291K ﹤0.01%
+11,205
New +$290K
EPOL icon
3170
iShares MSCI Poland ETF
EPOL
$669M
$290K ﹤0.01%
+9,876
New +$297K
MS.PRE icon
3171
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$290K ﹤0.01%
10,406
+2,095
+25% +$57.6K
AVIV
3172
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
$288K ﹤0.01%
+10,228
New +$277K
XONE
3173
DELISTED
The ExOne Company
XONE
$287K ﹤0.01%
+7,236
New +$225K
CTY
3174
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$286K ﹤0.01%
+12,271
New +$282K
NCLH icon
3175
Norwegian Cruise Line
NCLH
$8.89B
$285K ﹤0.01%
+8,977
New +$290K
125 126
127
128 129

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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.