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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
VSI
2276
DELISTED
Vitamin Shoppe Inc.
VSI
$1.23M ﹤0.01%
28,619
-292
-1% -$13.1K
SKH
2277
DELISTED
SKILLED HEALTHCARE GROUP, INC. CLASS A COM STK
SKH
$1.23M ﹤0.01%
195,286
+2,700
+1% +$15.8K
BFS
2278
Saul Centers
BFS
$884M
$1.22M ﹤0.01%
25,188
-149
-0.6% -$7.06K
PDT
2279
John Hancock Premium Dividend Fund
PDT
$637M
$1.22M ﹤0.01%
89,807
+8,999
+11% +$119K
NWS icon
2280
News Corp Class B
NWS
$16.8B
$1.22M ﹤0.01%
69,824
+102
+0.1% +$1.72K
FRM
2281
DELISTED
FURMANITE CORPORATION COM
FRM
$1.22M ﹤0.01%
104,433
+1,135
+1% +$11.9K
CWST icon
2282
Casella Waste Systems
CWST
$5.68B
$1.22M ﹤0.01%
242,422
+8,359
+4% +$43.9K
VCO
2283
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.22M ﹤0.01%
30,406
+502
+2% +$20.5K
TOWN icon
2284
Towne Bank
TOWN
$3.45B
$1.21M ﹤0.01%
77,306
-479
-0.6% -$7.44K
IPI icon
2285
Intrepid Potash
IPI
$461M
$1.21M ﹤0.01%
7,236
+230
+3% +$37K
KOS icon
2286
Kosmos Energy
KOS
$1.45B
$1.21M ﹤0.01%
107,701
-148,862
-58% -$1.59M
TISI icon
2287
Team
TISI
$77.7M
$1.21M ﹤0.01%
2,948
-36
-1% -$15K
AER icon
2288
AerCap
AER
$23.9B
$1.21M ﹤0.01%
26,368
-11,401
-30% -$504K
HAYN
2289
DELISTED
Haynes International, Inc.
HAYN
$1.21M ﹤0.01%
21,315
+1,165
+6% +$62.9K
MYRG icon
2290
MYR Group
MYRG
$5.75B
$1.21M ﹤0.01%
47,569
+265
+0.6% +$6.54K
EPAY
2291
DELISTED
Bottomline Technologies Inc
EPAY
$1.2M ﹤0.01%
40,203
-26
-0.1% -$799
BLT
2292
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.2M ﹤0.01%
85,158
+1,235
+1% +$15K
MEOH icon
2293
Methanex
MEOH
$4.19B
$1.2M ﹤0.01%
19,423
-10,173
-34% -$624K
THFF icon
2294
First Financial Corp
THFF
$924M
$1.2M ﹤0.01%
37,268
-1,246
-3% -$40.1K
FWLT
2295
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
$1.2M ﹤0.01%
35,203
+3,088
+10% +$104K
WAIR
2296
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.2M ﹤0.01%
59,974
+17,698
+42% +$370K
GCAP
2297
DELISTED
Gain Capital Holdings, Inc.
GCAP
$1.2M ﹤0.01%
151,890
+18,073
+14% +$161K
BFX
2298
DELISTED
BowFlex Inc.
BFX
$1.19M ﹤0.01%
107,671
+644
+0.6% +$6.53K
BUSE icon
2299
First Busey Corp
BUSE
$2.52B
$1.19M ﹤0.01%
68,369
-5,691
-8% -$96.4K
ALGT icon
2300
Allegiant Air
ALGT
$2.66B
$1.19M ﹤0.01%
10,109
+2,159
+27% +$252K
90 91
92
93 94

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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.