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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
LNCE
1951
DELISTED
Snyders-Lance, Inc.
LNCE
$1.83M ﹤0.01%
69,181
+13,106
+23% +$353K
SIRO
1952
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.83M ﹤0.01%
22,195
+1,798
+9% +$137K
CYS
1953
DELISTED
CYS Investments Inc.
CYS
$1.83M ﹤0.01%
202,609
+61,357
+43% +$542K
IIM icon
1954
Invesco Value Municipal Income Trust
IIM
$589M
$1.82M ﹤0.01%
121,437
-31,921
-21% -$479K
FINL
1955
DELISTED
Finish Line
FINL
$1.82M ﹤0.01%
61,099
+21,529
+54% +$611K
LZB icon
1956
La-Z-Boy
LZB
$1.65B
$1.82M ﹤0.01%
78,393
-7,519
-9% -$186K
CBR
1957
DELISTED
CIBER Inc.
CBR
$1.82M ﹤0.01%
367,548
-31,801
-8% -$144K
CCMP
1958
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$1.81M ﹤0.01%
40,572
-7,169
-15% -$310K
NICE icon
1959
Nice
NICE
$5.85B
$1.8M ﹤0.01%
44,069
-8,666
-16% -$358K
CMD
1960
DELISTED
Cantel Medical Corporation
CMD
$1.8M ﹤0.01%
49,083
+7,843
+19% +$266K
RDUS
1961
DELISTED
Radius Recycling
RDUS
$1.8M ﹤0.01%
68,880
+431
+0.6% +$11.5K
CMCO icon
1962
Columbus McKinnon
CMCO
$480M
$1.79M ﹤0.01%
66,342
-333
-0.5% -$9.12K
HDS
1963
DELISTED
HD Supply Holdings, Inc.
HDS
$1.79M ﹤0.01%
63,135
+11,505
+22% +$306K
PQUE
1964
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$1.79M ﹤0.01%
238,349
+1,549
+0.7% +$11.6K
AHT
1965
Ashford Hospitality Trust
AHT
$21M
$1.79M ﹤0.01%
166
-2
-1% -$19.9K
TILE icon
1966
Interface
TILE
$2.01B
$1.79M ﹤0.01%
94,811
-17,069
-15% -$316K
ENOC
1967
DELISTED
EnerNOC, Inc.
ENOC
$1.78M ﹤0.01%
94,203
-9,857
-9% -$199K
SSYS icon
1968
Stratasys
SSYS
$696M
$1.77M ﹤0.01%
15,598
-1,270
-8% -$125K
HCI icon
1969
HCI Group
HCI
$2.29B
$1.77M ﹤0.01%
43,618
-957
-2% -$37K
LCI
1970
DELISTED
Lannett Company, Inc.
LCI
$1.77M ﹤0.01%
8,919
-1,768
-17% -$278K
SJI
1971
DELISTED
South Jersey Industries, Inc.
SJI
$1.77M ﹤0.01%
58,572
+402
+0.7% +$11.5K
BRO icon
1972
Brown & Brown
BRO
$24.7B
$1.77M ﹤0.01%
115,140
+8,068
+8% +$121K
MCF
1973
DELISTED
Contango Oil & Gas Co.
MCF
$1.76M ﹤0.01%
41,710
+2,660
+7% +$118K
PKOH icon
1974
Park-Ohio Holdings
PKOH
$564M
$1.76M ﹤0.01%
30,335
+349
+1% +$19.7K
HR icon
1975
Healthcare Realty
HR
$7.55B
$1.76M ﹤0.01%
73,133
+37
+0.1% +$881
77 78
79
80 81

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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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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.