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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
SHO icon
1726
Sunstone Hotel Investors
SHO
$2.2B
$2.35M 0.01%
157,060
-1,630
-1% -$23.4K
APOG icon
1727
Apogee Enterprises
APOG
$855M
$2.34M 0.01%
67,201
-4,607
-6% -$144K
HW
1728
DELISTED
Headwaters Inc
HW
$2.34M 0.01%
168,699
-70,612
-30% -$901K
FSP
1729
Franklin Street Properties
FSP
$45.7M
$2.34M 0.01%
185,748
+17,432
+10% +$217K
STRZA
1730
DELISTED
Starz - Series A
STRZA
$2.33M 0.01%
78,123
-40,719
-34% -$1.24M
GPT
1731
DELISTED
Gramercy Property Trust
GPT
$2.32M 0.01%
128,048
-2,570
-2% -$42.7K
DPG
1732
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$2.32M 0.01%
105,332
+8,434
+9% +$176K
ICFI icon
1733
ICF International
ICFI
$1.45B
$2.31M 0.01%
65,335
+7,593
+13% +$286K
NTK
1734
DELISTED
NORTEK INC COM NEW (DE)
NTK
$2.3M 0.01%
25,597
-208
-0.8% -$17.6K
SFL icon
1735
SFL Corp
SFL
$1.59B
$2.3M 0.01%
123,514
+2,906
+2% +$52.1K
OVTI
1736
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$2.29M 0.01%
104,276
+5,450
+6% +$111K
DVYE icon
1737
iShares Emerging Markets Dividend ETF
DVYE
$1.2B
$2.29M 0.01%
46,995
+376
+0.8% +$18.4K
SCOR icon
1738
Comscore
SCOR
$107M
$2.29M 0.01%
3,220
+1,044
+48% +$671K
MNDT
1739
DELISTED
Mandiant, Inc. Common Stock
MNDT
$2.28M 0.01%
56,219
+33,556
+148% +$1.31M
MWIV
1740
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
$2.28M 0.01%
16,052
-3,548
-18% -$521K
AOS icon
1741
A.O. Smith
AOS
$8.61B
$2.28M 0.01%
91,906
+2,768
+3% +$66.5K
CALM icon
1742
Cal-Maine
CALM
$4.2B
$2.28M 0.01%
61,294
-1,272
-2% -$41.8K
MGRC icon
1743
McGrath RentCorp
MGRC
$2.95B
$2.28M 0.01%
61,999
-1,489
-2% -$50.4K
BYI
1744
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$2.28M 0.01%
34,659
-1,043
-3% -$65.1K
AZPN
1745
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$2.28M 0.01%
49,099
-1,432
-3% -$66.4K
MWW
1746
DELISTED
Monster Worldwide Inc
MWW
$2.28M 0.01%
348,145
+14,604
+4% +$91.7K
CXW icon
1747
CoreCivic
CXW
$3.09B
$2.27M 0.01%
69,267
-1,019
-1% -$33.3K
FCS
1748
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$2.27M 0.01%
145,496
-23,664
-14% -$334K
AWAY
1749
DELISTED
HOMEAWAY INC COM
AWAY
$2.27M 0.01%
65,072
+3,937
+6% +$129K
BOBE
1750
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.27M 0.01%
45,277
-346
-0.8% -$16.4K
68 69
70
71 72

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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.