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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
ARRS
1176
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.45M 0.01%
136,632
+344
+0.3% +$10.2K
MEI icon
1177
Methode Electronics
MEI
$543M
$4.44M 0.01%
116,163
-8,025
-6% -$245K
CRR
1178
DELISTED
Carbo Ceramics Inc.
CRR
$4.43M 0.01%
28,766
-2,430
-8% -$335K
PGI
1179
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$4.43M 0.01%
331,661
-7,099
-2% -$90.5K
CASY icon
1180
Casey's General Stores
CASY
$31.9B
$4.42M 0.01%
62,871
+461
+0.7% +$31.9K
GRA
1181
DELISTED
W.R. Grace & Co.
GRA
$4.42M 0.01%
46,738
+13,676
+41% +$1.29M
PDLI
1182
DELISTED
PDL BioPharma, Inc.
PDLI
$4.42M 0.01%
456,123
+42,809
+10% +$382K
AEL
1183
DELISTED
American Equity Investment Life Holding Company
AEL
$4.41M 0.01%
179,441
+4,075
+2% +$94.3K
HTLD icon
1184
Heartland Express
HTLD
$1.11B
$4.41M 0.01%
206,800
+33,873
+20% +$733K
NVRI icon
1185
Enviri
NVRI
$621M
$4.41M 0.01%
165,465
+12,189
+8% +$312K
CVSA
1186
Covista Inc
CVSA
$3.94B
$4.4M 0.01%
103,927
+1,955
+2% +$83.2K
LPT
1187
DELISTED
Liberty Property Trust
LPT
$4.4M 0.01%
115,982
-8,177
-7% -$310K
PAG icon
1188
Penske Automotive Group
PAG
$14.3B
$4.39M 0.01%
88,690
-2,635
-3% -$120K
FRA icon
1189
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$4.39M 0.01%
299,490
+42,195
+16% +$609K
TTI icon
1190
TETRA Technologies
TTI
$1.23B
$4.38M 0.01%
371,923
-13,781
-4% -$166K
AMSG
1191
DELISTED
Amsurg Corp
AMSG
$4.38M 0.01%
96,112
-426
-0.4% -$19.6K
MCRS
1192
DELISTED
MICROS SYSTEMS INC
MCRS
$4.38M 0.01%
64,513
+871
+1% +$47.7K
TVTY
1193
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.37M 0.01%
248,873
-50,188
-17% -$862K
EXR icon
1194
Extra Space Storage
EXR
$31.2B
$4.36M 0.01%
81,929
+977
+1% +$50.4K
INFA
1195
DELISTED
INFORMATICA CORP
INFA
$4.35M 0.01%
122,133
-1,802
-1% -$66.3K
TUP
1196
DELISTED
Tupperware Brands Corporation
TUP
$4.35M 0.01%
51,959
+3,585
+7% +$301K
PZZA icon
1197
Papa John's
PZZA
$999M
$4.35M 0.01%
102,520
-7,427
-7% -$330K
IART icon
1198
Integra LifeSciences
IART
$1.54B
$4.34M 0.01%
225,714
+13,416
+6% +$250K
WMGI
1199
DELISTED
Wright Medical Group Inc
WMGI
$4.33M 0.01%
138,030
-2,562
-2% -$76.5K
FNSR
1200
DELISTED
Finisar Corp
FNSR
$4.33M 0.01%
219,445
+32,168
+17% +$773K
46 47
48
49 50

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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.