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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
UI icon
1901
Ubiquiti
UI
$32.3B
$1.94M ﹤0.01%
42,872
+12,448
+41% +$489K
ANK
1902
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$1.94M ﹤0.01%
33,366
+1,609
+5% +$93.3K
ITMN
1903
DELISTED
INTERMUNE INC
ITMN
$1.93M ﹤0.01%
43,701
+12,510
+40% +$461K
SSI
1904
DELISTED
Stage Stores Inc
SSI
$1.93M ﹤0.01%
103,024
-21,176
-17% -$424K
FEIC
1905
DELISTED
FEI COMPANY
FEIC
$1.93M ﹤0.01%
21,229
-2,865
-12% -$252K
SEO
1906
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$1.92M ﹤0.01%
198,128
+8,048
+4% +$78.2K
NWLIA
1907
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
$1.92M ﹤0.01%
7,708
-51
-0.7% -$12.7K
OLN icon
1908
Olin
OLN
$2.45B
$1.92M ﹤0.01%
71,329
+11,721
+20% +$324K
NNBR icon
1909
NN Inc
NNBR
$262M
$1.91M ﹤0.01%
74,716
+7,563
+11% +$171K
WMK icon
1910
Weis Markets
WMK
$1.9B
$1.91M ﹤0.01%
41,788
-10,101
-19% -$465K
RAX
1911
DELISTED
Rackspace Hosting Inc
RAX
$1.91M ﹤0.01%
56,705
+18,548
+49% +$615K
ESE icon
1912
ESCO Technologies
ESE
$8.15B
$1.91M ﹤0.01%
55,003
-3,611
-6% -$124K
CHSP
1913
DELISTED
Chesapeake Lodging Trust
CHSP
$1.91M ﹤0.01%
63,027
+8,550
+16% +$241K
JHX icon
1914
James Hardie Industries
JHX
$15.7B
$1.9M ﹤0.01%
145,530
+16,405
+13% +$213K
SMCI icon
1915
Super Micro Computer
SMCI
$18.3B
$1.9M ﹤0.01%
753,230
+257,560
+52% +$533K
VVTV
1916
DELISTED
VALUEVISION MEDIA INC
VVTV
$1.9M ﹤0.01%
380,533
-26,189
-6% -$125K
CPE
1917
DELISTED
Callon Petroleum Company
CPE
$1.9M ﹤0.01%
16,275
+7,658
+89% +$757K
SBGI icon
1918
Sinclair Inc
SBGI
$1.03B
$1.89M ﹤0.01%
54,404
-26,997
-33% -$785K
FUL icon
1919
H.B. Fuller
FUL
$3.1B
$1.89M ﹤0.01%
39,279
-88
-0.2% -$4.21K
REX icon
1920
REX American Resources
REX
$1.42B
$1.89M ﹤0.01%
154,590
+52,710
+52% +$580K
TRGP icon
1921
Targa Resources
TRGP
$56.3B
$1.89M ﹤0.01%
13,517
+760
+6% +$87.3K
RPXC
1922
DELISTED
RPX Corporation
RPXC
$1.88M ﹤0.01%
106,123
+24,844
+31% +$413K
MFC icon
1923
Manulife Financial
MFC
$74B
$1.88M ﹤0.01%
94,771
-1,158
-1% -$21.9K
GNC
1924
DELISTED
GNC Holdings, Inc.
GNC
$1.88M ﹤0.01%
55,231
-2,495
-4% -$99.4K
UNFI icon
1925
United Natural Foods
UNFI
$3.05B
$1.88M ﹤0.01%
28,907
-6,015
-17% -$402K
75 76
77
78 79

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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.