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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
APEI icon
2176
American Public Education
APEI
$907M
$1.39M ﹤0.01%
40,394
+6,563
+19% +$229K
OCSL icon
2177
Oaktree Specialty Lending
OCSL
$1.04B
$1.39M ﹤0.01%
47,068
+6,732
+17% +$190K
GSIG
2178
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$1.39M ﹤0.01%
109,063
+23,356
+27% +$294K
WIBC
2179
DELISTED
WILSHIRE BANCORP INC
WIBC
$1.39M ﹤0.01%
135,035
-1,137
-0.8% -$11.8K
HY icon
2180
Hyster-Yale Materials Handling
HY
$596M
$1.38M ﹤0.01%
15,618
+171
+1% +$15.5K
PRSU
2181
Pursuit Attractions and Hospitality Inc
PRSU
$1.46B
$1.38M ﹤0.01%
57,989
-42
-0.1% -$985
HZO icon
2182
MarineMax
HZO
$799M
$1.38M ﹤0.01%
82,378
-6,689
-8% -$106K
COF.PRP.CL
2183
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.38M ﹤0.01%
57,024
+874
+2% +$20.9K
UBA
2184
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.37M ﹤0.01%
65,815
+1,431
+2% +$29.5K
ISLE
2185
DELISTED
Isle of Capri Casinos Inc
ISLE
$1.37M ﹤0.01%
160,372
-1,756
-1% -$12.4K
WPZ
2186
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$1.37M ﹤0.01%
26,851
-857
-3% -$42.3K
ARAY icon
2187
Accuray
ARAY
$26.8M
$1.37M ﹤0.01%
155,675
+58,178
+60% +$504K
ATE
2188
DELISTED
Advantest Corp
ATE
$1.37M ﹤0.01%
110,730
+45,114
+69% +$514K
STRA icon
2189
Strategic Education
STRA
$1.78B
$1.37M ﹤0.01%
26,045
+291
+1% +$14.7K
MSCC
2190
DELISTED
Microsemi Corp
MSCC
$1.37M ﹤0.01%
51,044
+12,208
+31% +$304K
OME
2191
DELISTED
Omega Protein
OME
$1.37M ﹤0.01%
99,856
+9,683
+11% +$127K
UAM
2192
DELISTED
Universal American Corp
UAM
$1.36M ﹤0.01%
163,733
-1,650
-1% -$12.5K
WGO icon
2193
Winnebago Industries
WGO
$879M
$1.36M ﹤0.01%
54,041
-13,023
-19% -$320K
CNS icon
2194
Cohen & Steers
CNS
$4.17B
$1.35M ﹤0.01%
31,225
+1,231
+4% +$50.4K
RAVN
2195
DELISTED
Raven Industries Inc
RAVN
$1.35M ﹤0.01%
40,895
+411
+1% +$13.1K
SFY
2196
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$1.35M ﹤0.01%
104,145
+24,812
+31% +$283K
LTM
2197
DELISTED
LIFE TIME FITNESS INC
LTM
$1.35M ﹤0.01%
27,729
+5,235
+23% +$257K
VEDL
2198
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$1.35M ﹤0.01%
69,803
-3,275
-4% -$51.5K
ARR
2199
Armour Residential REIT
ARR
$2.01B
$1.35M ﹤0.01%
7,783
+1,533
+25% +$261K
JRN
2200
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$1.34M ﹤0.01%
151,427
-17,681
-10% -$146K
86 87
88
89 90

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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.