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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
VKQ icon
2151
Invesco Municipal Trust
VKQ
$540M
$1.44M ﹤0.01%
114,688
+19,169
+20% +$237K
NEOG icon
2152
Neogen
NEOG
$2.03B
$1.43M ﹤0.01%
94,341
+4,973
+6% +$73.9K
LDL
2153
DELISTED
Lydall, Inc.
LDL
$1.43M ﹤0.01%
52,282
-865
-2% -$22.2K
SABA
2154
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.43M ﹤0.01%
86,493
– –
SWI
2155
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$1.43M ﹤0.01%
36,966
-692
-2% -$27.7K
WWD icon
2156
Woodward
WWD
$25B
$1.43M ﹤0.01%
28,426
+6,455
+29% +$294K
NFBK
2157
DELISTED
Northfield Bancorp
NFBK
$1.43M ﹤0.01%
108,731
+6,212
+6% +$80.3K
DORM icon
2158
Dorman Products
DORM
$4.08B
$1.42M ﹤0.01%
28,869
+470
+2% +$25.6K
QLIK
2159
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$1.42M ﹤0.01%
62,928
+2,659
+4% +$61K
BZH icon
2160
Beazer Homes USA
BZH
$903M
$1.42M ﹤0.01%
67,724
-9,219
-12% -$179K
USCR
2161
DELISTED
U S Concrete, Inc.
USCR
$1.42M ﹤0.01%
57,380
+14,415
+34% +$350K
GSM icon
2162
FerroAtlántica
GSM
$617M
$1.42M ﹤0.01%
68,306
+4,767
+8% +$95.8K
XCRA
2163
DELISTED
Xcerra Corporation
XCRA
$1.42M ﹤0.01%
155,603
-1,032
-0.7% -$9.49K
MYE icon
2164
Myers Industries
MYE
$1.23B
$1.41M ﹤0.01%
70,282
+989
+1% +$20.6K
NX icon
2165
Quanex
NX
$863M
$1.41M ﹤0.01%
79,042
-2,933
-4% -$54.9K
OSIS icon
2166
OSI Systems
OSIS
$3.58B
$1.41M ﹤0.01%
21,133
+488
+2% +$29.1K
MRTN icon
2167
Marten Transport
MRTN
$1.26B
$1.41M ﹤0.01%
157,655
+4,430
+3% +$40.4K
RNET
2168
DELISTED
RigNet, Inc.
RNET
$1.41M ﹤0.01%
26,144
+4,040
+18% +$202K
NHC icon
2169
National Healthcare
NHC
$3.53B
$1.4M ﹤0.01%
24,869
+367
+1% +$20K
FIZZ icon
2170
National Beverage
FIZZ
$2.93B
$1.4M ﹤0.01%
147,720
-4,484
-3% -$42.5K
HOMB icon
2171
Home BancShares
HOMB
$6.21B
$1.4M ﹤0.01%
85,104
-30,106
-26% -$485K
NGS icon
2172
Natural Gas Services Group
NGS
$469M
$1.4M ﹤0.01%
42,220
+1,581
+4% +$49.1K
ZEP
2173
DELISTED
ZEP INC COM STK (DE)
ZEP
$1.4M ﹤0.01%
78,968
-710
-0.9% -$12.5K
NPF
2174
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$1.4M ﹤0.01%
102,325
+19,138
+23% +$258K
XBI icon
2175
State Street SPDR S&P Biotech ETF
XBI
$10.2B
$1.39M ﹤0.01%
27,156
-1,536
-5% -$69.3K
85 86
87
88 89

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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.