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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
BCE icon
2301
BCE
BCE
$19.8B
$1.19M ﹤0.01%
26,260
+4,457
+20% +$201K
TCBK icon
2302
TriCo Bancshares
TCBK
$1.84B
$1.19M ﹤0.01%
51,490
-485
-0.9% -$11.5K
DATA
2303
DELISTED
Tableau Software, Inc.
DATA
$1.19M ﹤0.01%
16,662
+11,846
+246% +$743K
ELNK
2304
DELISTED
EarthLink Holdings Corp.
ELNK
$1.19M ﹤0.01%
319,611
+51,847
+19% +$183K
ESC
2305
DELISTED
EMERITUS CORP
ESC
$1.19M ﹤0.01%
37,574
+1,374
+4% +$42.1K
EWT icon
2306
iShares MSCI Taiwan ETF
EWT
$9.99B
$1.18M ﹤0.01%
37,401
-2,924
-7% -$87.7K
LNCO
2307
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
$1.18M ﹤0.01%
37,762
-2,553
-6% -$72.2K
RYAM icon
2308
Rayonier Advanced Materials
RYAM
$573M
$1.18M ﹤0.01%
+30,458
New +$1.18M
AAIC
2309
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.18M ﹤0.01%
43,172
-572
-1% -$15.3K
WWW icon
2310
Wolverine World Wide
WWW
$1.56B
$1.18M ﹤0.01%
45,239
-8,017
-15% -$213K
ZU
2311
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$1.18M ﹤0.01%
28,803
+18,121
+170% +$729K
MOVE
2312
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
$1.18M ﹤0.01%
79,726
-764
-0.9% -$9.21K
CIVI
2313
DELISTED
Civitas Resources
CIVI
$1.18M ﹤0.01%
185
-12
-6% -$67.9K
TG icon
2314
Tredegar Corp
TG
$260M
$1.18M ﹤0.01%
50,319
-4,369
-8% -$96.2K
CSV icon
2315
Carriage Services
CSV
$635M
$1.18M ﹤0.01%
68,671
-9,174
-12% -$158K
MDSO
2316
DELISTED
Medidata Solutions, Inc.
MDSO
$1.17M ﹤0.01%
27,403
-8,382
-23% -$348K
PERY
2317
DELISTED
Perry Ellis International Inc
PERY
$1.17M ﹤0.01%
67,246
+1,995
+3% +$31.5K
SRCE icon
2318
1st Source
SRCE
$2.09B
$1.17M ﹤0.01%
42,077
-813
-2% -$22.8K
SEMG
2319
DELISTED
SEMGROUP CORPORATION
SEMG
$1.17M ﹤0.01%
14,855
-1,350
-8% -$91.7K
UMC icon
2320
United Microelectronic
UMC
$47.9B
$1.17M ﹤0.01%
484,284
+465
+0.1% +$1.04K
BANF icon
2321
BancFirst
BANF
$3.89B
$1.17M ﹤0.01%
37,666
+932
+3% +$27.6K
AT
2322
DELISTED
Atlantic Power Corporation
AT
$1.17M ﹤0.01%
284,422
+65,606
+30% +$214K
AXLL
2323
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.17M ﹤0.01%
24,657
+2,286
+10% +$106K
SIR
2324
DELISTED
SELECT INCOME REIT
SIR
$1.17M ﹤0.01%
89,394
+1,190
+1% +$15.5K
JQC icon
2325
Nuveen Credit Strategies Income Fund
JQC
$702M
$1.16M ﹤0.01%
+124,362
New +$1.16M
91 92
93
94 95

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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.