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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
AL
2326
DELISTED
Air Lease Corp
AL
$1.16M ﹤0.01%
30,119
+2,478
+9% +$94.9K
RAIL icon
2327
FreightCar America
RAIL
$279M
$1.16M ﹤0.01%
46,380
-505
-1% -$12.7K
AEH.CL
2328
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$1.16M ﹤0.01%
45,417
-1,008
-2% -$25.8K
BXMT icon
2329
Blackstone Mortgage Trust
BXMT
$2.8B
$1.16M ﹤0.01%
39,922
+10,961
+38% +$317K
DALN
2330
DELISTED
DallasNews
DALN
$1.16M ﹤0.01%
24,425
+5,653
+30% +$261K
ICUI icon
2331
ICU Medical
ICUI
$4.04B
$1.16M ﹤0.01%
19,042
-84
-0.4% -$4.96K
PIR
2332
DELISTED
Pier 1 Imports, Inc.
PIR
$1.15M ﹤0.01%
3,740
-273
-7% -$96K
UTI icon
2333
Universal Technical Institute
UTI
$2.12B
$1.15M ﹤0.01%
94,634
-2,840
-3% -$33.7K
LEE icon
2334
Lee Enterprises
LEE
$173M
$1.15M ﹤0.01%
25,746
+9,498
+58% +$398K
TGS icon
2335
Transportadora de Gas del Sur
TGS
$4.59B
$1.15M ﹤0.01%
431,155
-609
-0.1% -$1.58K
ORN icon
2336
Orion Group Holdings
ORN
$503M
$1.14M ﹤0.01%
105,605
-5,690
-5% -$66.3K
AGC
2337
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.14M ﹤0.01%
+149,235
New +$1.12M
LAYN
2338
DELISTED
Layne Christensen Co
LAYN
$1.14M ﹤0.01%
85,920
-536
-0.6% -$8.42K
UNTD
2339
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.14M ﹤0.01%
109,680
-11,330
-9% -$123K
DAKT icon
2340
Daktronics
DAKT
$956M
$1.14M ﹤0.01%
95,496
-1,579
-2% -$20.5K
GBL
2341
DELISTED
GAMCO Investors, Inc.
GBL
$1.14M ﹤0.01%
25,452
-201
-0.8% -$8.38K
NADL
2342
DELISTED
North Atlantic Drilling Ltd
NADL
$1.14M ﹤0.01%
+10,710
New +$1.01M
LPL icon
2343
LG Display
LPL
$3.14B
$1.14M ﹤0.01%
71,954
+9,434
+15% +$131K
IRDM icon
2344
Iridium Communications
IRDM
$4.87B
$1.13M ﹤0.01%
133,928
+50,805
+61% +$382K
LMNX
2345
DELISTED
Luminex Corp
LMNX
$1.13M ﹤0.01%
65,716
+6,531
+11% +$115K
ROS
2346
DELISTED
ROSTELEKOM
ROS
$1.13M ﹤0.01%
73,364
– –
AJRD
2347
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.12M ﹤0.01%
58,795
-1,644
-3% -$30K
NKTR icon
2348
Nektar Therapeutics
NKTR
$2.41B
$1.12M ﹤0.01%
5,818
-237
-4% -$41.9K
STN icon
2349
Stantec
STN
$8.05B
$1.12M ﹤0.01%
36,084
+3,720
+11% +$113K
HL icon
2350
Hecla Mining
HL
$10.2B
$1.12M ﹤0.01%
324,016
-84,354
-21% -$259K
92 93
94
95 96

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MCM
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PSUF
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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.