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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
LEAF
3276
DELISTED
Leaf Group Ltd.
LEAF
$228K ﹤0.01%
23,791
+13,652
+135% +$120K
ICA
3277
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$228K ﹤0.01%
29,095
+1,919
+7% +$14.3K
KRNY icon
3278
Kearny Financial
KRNY
$592M
$227K ﹤0.01%
20,656
+11
+0.1% +$115
MFIN icon
3279
Medallion Financial
MFIN
$226M
$227K ﹤0.01%
18,258
-2,559
-12% -$33.6K
FRNK
3280
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$227K ﹤0.01%
10,470
+81
+0.8% +$1.64K
AMNB
3281
DELISTED
American National Bankshares Inc
AMNB
$227K ﹤0.01%
10,426
-335
-3% -$7.36K
BSRR icon
3282
Sierra Bancorp
BSRR
$548M
$226K ﹤0.01%
14,304
-81
-0.6% -$1.27K
INWK
3283
DELISTED
InnerWorkings, Inc.
INWK
$226K ﹤0.01%
26,615
+1,048
+4% +$7.83K
EZU icon
3284
iShare MSCI Eurozone ETF
EZU
$9.41B
$225K ﹤0.01%
+5,307
New +$228K
SBSW icon
3285
Sibanye-Stillwater
SBSW
$5.92B
$225K ﹤0.01%
21,618
+728
+3% +$6.98K
AGM icon
3286
Federal Agricultural Mortgage
AGM
$2.27B
$224K ﹤0.01%
7,195
-49
-0.7% -$1.6K
BMRC icon
3287
Bank of Marin Bancorp
BMRC
$466M
$224K ﹤0.01%
+9,842
New +$219K
ONE
3288
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$224K ﹤0.01%
58,675
+20,381
+53% +$99.6K
C.PRJ
3289
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$224K ﹤0.01%
8,108
-132
-2% -$3.59K
BAK icon
3290
Braskem
BAK
$980M
$223K ﹤0.01%
17,364
+511
+3% +$7.08K
UCP
3291
DELISTED
UCP, Inc.
UCP
$223K ﹤0.01%
+16,284
New +$228K
SPP
3292
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$223K ﹤0.01%
62,398
– –
DCOM icon
3293
Dime Commercial Bancshares
DCOM
$1.75B
$222K ﹤0.01%
9,245
-597
-6% -$14.6K
RM icon
3294
Regional Management Corp
RM
$384M
$222K ﹤0.01%
14,324
+4,140
+41% +$71K
EWM icon
3295
iShares MSCI Malaysia ETF
EWM
$305M
$220K ﹤0.01%
+3,466
New +$221K
TAC icon
3296
TransAlta
TAC
$4.34B
$220K ﹤0.01%
+17,919
New +$214K
BREW
3297
DELISTED
Craft Brew Alliance, Inc.
BREW
$220K ﹤0.01%
19,888
-1,521
-7% -$18.9K
JGW
3298
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
$220K ﹤0.01%
+19,562
New +$243K
HBIO icon
3299
Harvard Bioscience
HBIO
$27.1M
$219K ﹤0.01%
4,806
-49
-1% -$2.06K
PLPC icon
3300
Preformed Line Products
PLPC
$1.52B
$219K ﹤0.01%
4,065
+352
+9% +$20.1K
130 131
132
133 134

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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.