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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
SKYW icon
1651
Skywest
SKYW
$4.37B
$2.51M 0.01%
205,341
+18,507
+10% +$225K
CBK
1652
DELISTED
Christopher & Banks Corporation
CBK
$2.51M 0.01%
286,293
-15,275
-5% -$106K
LXP icon
1653
LXP Industrial Trust
LXP
$3.52B
$2.51M 0.01%
45,522
+7,110
+19% +$394K
NPKI
1654
NPK International
NPKI
$1.19B
$2.5M 0.01%
200,587
+1,872
+0.9% +$21.8K
WSBC icon
1655
WesBanco
WSBC
$3.93B
$2.5M 0.01%
80,446
-1,396
-2% -$42.3K
FFG
1656
DELISTED
FBL Financial Group
FFG
$2.5M 0.01%
54,265
-1,306
-2% -$58.1K
GLNG icon
1657
Golar LNG
GLNG
$4.99B
$2.5M 0.01%
41,521
-3,291
-7% -$154K
PIPR icon
1658
Piper Sandler
PIPR
$5.15B
$2.49M 0.01%
192,708
-3,164
-2% -$35.6K
PLAB icon
1659
Photronics
PLAB
$1.76B
$2.49M 0.01%
289,169
+8,226
+3% +$71.4K
MPWR icon
1660
Monolithic Power Systems
MPWR
$65.8B
$2.49M 0.01%
58,699
+8,862
+18% +$344K
AAT
1661
American Assets Trust
AAT
$1.49B
$2.48M 0.01%
71,888
+3,678
+5% +$125K
MKSI icon
1662
MKS Inc
MKSI
$21.3B
$2.48M 0.01%
79,425
+5,291
+7% +$153K
IWM icon
1663
iShares Russell 2000 ETF
IWM
$80.3B
$2.48M 0.01%
20,855
-118,285
-85% -$13.4M
SAFT icon
1664
Safety Insurance
SAFT
$1.51B
$2.48M 0.01%
48,225
-842
-2% -$44.3K
DKS icon
1665
Dick's Sporting Goods
DKS
$18.4B
$2.48M 0.01%
53,203
-6,119
-10% -$299K
WP
1666
DELISTED
Worldpay, Inc.
WP
$2.48M 0.01%
73,668
+117
+0.2% +$3.61K
BUI icon
1667
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$736M
$2.47M 0.01%
117,995
+21,581
+22% +$426K
FIA
1668
DELISTED
FIAT SPA NEW ADS REP 1 ORD SH
FIA
$2.47M 0.01%
249,900
+11,982
+5% +$118K
WOOF
1669
DELISTED
VCA Inc.
WOOF
$2.46M 0.01%
70,191
-14,494
-17% -$472K
LFUS icon
1670
Littelfuse
LFUS
$10.2B
$2.46M 0.01%
26,484
+252
+1% +$23.1K
CTB
1671
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.46M 0.01%
81,972
-30,380
-27% -$826K
SB icon
1672
Safe Bulkers
SB
$766M
$2.45M 0.01%
251,211
-833
-0.3% -$7.24K
RNDY
1673
DELISTED
ROUNDYS INC COM STK
RNDY
$2.45M 0.01%
444,914
+51,642
+13% +$303K
AHL
1674
DELISTED
ASPEN Insurance Holding Limited
AHL
$2.45M 0.01%
53,938
+259
+0.5% +$11.6K
TWTR
1675
DELISTED
Twitter, Inc.
TWTR
$2.45M 0.01%
59,753
+30,080
+101% +$1.14M
65 66
67
68 69

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MCM
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PSUF
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BAM
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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.