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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
BKD icon
1876
Brookdale Senior Living
BKD
$3.61B
$1.98M ﹤0.01%
59,520
+2,204
+4% +$71.7K
FTK icon
1877
Flotek Industries
FTK
$854M
$1.98M ﹤0.01%
10,259
+472
+5% +$82.8K
AMSF icon
1878
AMERISAFE
AMSF
$573M
$1.98M ﹤0.01%
48,665
-511
-1% -$20.4K
ELP
1879
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.98M ﹤0.01%
323,143
-6,330
-2% -$37.4K
CATM
1880
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$1.98M ﹤0.01%
58,035
-6,722
-10% -$225K
HAFC icon
1881
Hanmi Financial
HAFC
$956M
$1.97M ﹤0.01%
93,603
-6,755
-7% -$148K
ECOL
1882
DELISTED
US Ecology, Inc.
ECOL
$1.97M ﹤0.01%
40,299
+1,804
+5% +$82.8K
ISCA
1883
DELISTED
International Speedway Corp
ISCA
$1.97M ﹤0.01%
59,257
+1,478
+3% +$46.9K
SPIL
1884
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.97M ﹤0.01%
239,825
+2,442
+1% +$18.4K
MCRL
1885
DELISTED
MICREL INC
MCRL
$1.97M ﹤0.01%
174,537
+5,840
+3% +$62.9K
EXPR
1886
DELISTED
Express, Inc.
EXPR
$1.97M ﹤0.01%
5,777
+2,758
+91% +$824K
THOR
1887
DELISTED
THORATEC CORPORATION
THOR
$1.97M ﹤0.01%
56,461
+13,342
+31% +$445K
ARI
1888
Apollo Commercial Real Estate
ARI
$879M
$1.97M ﹤0.01%
119,279
+7,904
+7% +$132K
NWBI icon
1889
Northwest Bancshares
NWBI
$2.36B
$1.96M ﹤0.01%
144,710
+6,696
+5% +$91.9K
SBRA icon
1890
Sabra Healthcare REIT
SBRA
$5.61B
$1.96M ﹤0.01%
68,408
+789
+1% +$22.9K
VG
1891
DELISTED
Vonage Holdings Corporation
VG
$1.96M ﹤0.01%
522,965
+67,678
+15% +$256K
N
1892
DELISTED
Netsuite Inc
N
$1.96M ﹤0.01%
22,562
-597
-3% -$48.2K
AVNT icon
1893
Avient
AVNT
$3.45B
$1.96M ﹤0.01%
46,475
-2,381
-5% -$93.2K
GA
1894
DELISTED
GIANT INTERACTIVE GROUP INC ADR (CAYMAN ISLANDS)
GA
$1.96M ﹤0.01%
165,186
+74,345
+82% +$872K
NQU
1895
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.95M ﹤0.01%
142,438
+23,456
+20% +$320K
CTS icon
1896
CTS Corp
CTS
$1.86B
$1.95M ﹤0.01%
104,353
-14,436
-12% -$266K
RWX icon
1897
State Street SPDR Dow Jones International Real Estate ETF
RWX
$268M
$1.95M ﹤0.01%
+44,105
New +$1.91M
IQV icon
1898
IQVIA
IQV
$40.1B
$1.95M ﹤0.01%
36,599
-29,154
-44% -$1.47M
RT
1899
DELISTED
Ruby Tuesday Georgia
RT
$1.95M ﹤0.01%
256,898
-39,100
-13% -$289K
MLCO icon
1900
Melco Resorts & Entertainment
MLCO
$2.19B
$1.95M ﹤0.01%
54,454
+5,587
+11% +$193K
74 75
76
77 78

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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.