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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
OB
1276
DELISTED
Onebeacon Insurance Group Ltd
OB
$3.95M 0.01%
254,467
-501
-0.2% -$7.7K
NUAN
1277
DELISTED
Nuance Communications, Inc.
NUAN
$3.95M 0.01%
243,138
+17,076
+8% +$247K
CRL icon
1278
Charles River Laboratories
CRL
$10.8B
$3.95M 0.01%
73,773
-556
-0.7% -$30.5K
ITRI icon
1279
Itron
ITRI
$3.76B
$3.95M 0.01%
97,368
+40,342
+71% +$1.54M
SPTN
1280
DELISTED
SpartanNash
SPTN
$3.95M 0.01%
187,869
-21,831
-10% -$485K
GHI
1281
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$3.94M 0.01%
380,219
+125,343
+49% +$1.28M
ORB
1282
DELISTED
ORBITAL SCIENCES CORP
ORB
$3.94M 0.01%
133,317
+25,325
+23% +$704K
NVR icon
1283
NVR
NVR
$16.9B
$3.93M 0.01%
3,418
+125
+4% +$140K
CWEI
1284
DELISTED
Clayton Williams Energy, Inc.
CWEI
$3.93M 0.01%
28,612
+13,782
+93% +$1.77M
OC icon
1285
Owens Corning
OC
$11.6B
$3.93M 0.01%
101,528
-4,526
-4% -$186K
DEG
1286
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$3.92M 0.01%
232,348
+13,828
+6% +$245K
SWFT
1287
DELISTED
Swift Transportation Company
SWFT
$3.91M 0.01%
155,002
-6,721
-4% -$163K
OPLN
1288
Openlane
OPLN
$4.25B
$3.89M 0.01%
322,525
-95,735
-23% -$1.11M
ALKS icon
1289
Alkermes
ALKS
$8.79B
$3.89M 0.01%
77,268
-26,803
-26% -$1.24M
UBSI icon
1290
United Bankshares
UBSI
$6.57B
$3.88M 0.01%
120,045
-3,837
-3% -$117K
SGI
1291
Somnigroup International
SGI
$15.3B
$3.88M 0.01%
259,892
+16,832
+7% +$226K
RMBS icon
1292
Rambus
RMBS
$10.4B
$3.87M 0.01%
270,440
+39,118
+17% +$484K
ZNGA
1293
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$3.85M 0.01%
1,198,064
-176,239
-13% -$638K
CVI icon
1294
CVR Energy
CVI
$3.43B
$3.85M 0.01%
79,784
+6,079
+8% +$286K
CBRL icon
1295
Cracker Barrel
CBRL
$1.17B
$3.84M 0.01%
38,534
+541
+1% +$53K
ACAS
1296
DELISTED
American Capital Ltd
ACAS
$3.84M 0.01%
250,903
-8,970
-3% -$134K
IHS
1297
DELISTED
IHS INC CL-A COM STK
IHS
$3.83M 0.01%
28,236
+743
+3% +$92.7K
LGF
1298
DELISTED
Lions Gate Entertainment
LGF
$3.83M 0.01%
133,974
-37,947
-22% -$1.02M
SIVB
1299
DELISTED
SVB Financial Group
SIVB
$3.83M 0.01%
32,830
+1,763
+6% +$197K
SPR
1300
DELISTED
Spirit AeroSystems
SPR
$3.82M 0.01%
113,375
+4,622
+4% +$146K
50 51
52
53 54

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MCM
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PSUF
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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.