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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
NMO
1376
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$3.49M 0.01%
261,525
+36,197
+16% +$477K
BTU
1377
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$3.48M 0.01%
14,177
+141
+1% +$36.7K
DRH icon
1378
Diamondrock Hospitality Co
DRH
$2.64B
$3.48M 0.01%
271,043
+28,276
+12% +$347K
ARIA
1379
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$3.47M 0.01%
545,255
+50,091
+10% +$344K
ANN
1380
DELISTED
ANN INC
ANN
$3.47M 0.01%
84,402
-2,672
-3% -$107K
MZTI
1381
The Marzetti Company
MZTI
$2.95B
$3.47M 0.01%
36,457
+1,352
+4% +$125K
RLJ icon
1382
RLJ Lodging Trust
RLJ
$1.9B
$3.47M 0.01%
120,050
+837
+0.7% +$22.7K
BBG
1383
DELISTED
Bill Barrett Corp
BBG
$3.46M 0.01%
129,316
+16,374
+14% +$417K
CMC icon
1384
Commercial Metals
CMC
$7.53B
$3.46M 0.01%
200,009
+11,190
+6% +$208K
ERIE icon
1385
Erie Indemnity
ERIE
$11.9B
$3.46M 0.01%
45,935
+5,560
+14% +$411K
EGL
1386
DELISTED
Engility Holdings, Inc.
EGL
$3.45M 0.01%
90,210
+17,640
+24% +$730K
OZK icon
1387
Bank OZK
OZK
$5.5B
$3.45M 0.01%
103,136
-38,302
-27% -$1.19M
PRAA icon
1388
PRA Group
PRAA
$683M
$3.45M 0.01%
57,955
+17,311
+43% +$988K
TTEK icon
1389
Tetra Tech
TTEK
$8.28B
$3.44M 0.01%
625,865
+4,620
+0.7% +$25.3K
HCSG icon
1390
Healthcare Services Group
HCSG
$1.58B
$3.44M 0.01%
116,818
+9,153
+9% +$270K
TYL icon
1391
Tyler Technologies
TYL
$13B
$3.44M 0.01%
37,676
-17,558
-32% -$1.42M
SSL icon
1392
Sasol
SSL
$7.34B
$3.43M 0.01%
58,055
+480
+0.8% +$27.3K
BECN
1393
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.43M 0.01%
103,444
-5,684
-5% -$200K
PKX icon
1394
POSCO
PKX
$16.1B
$3.42M 0.01%
45,976
+68
+0.1% +$4.96K
CSTM icon
1395
Constellium
CSTM
$4.02B
$3.42M 0.01%
106,692
-13,529
-11% -$407K
SD
1396
DELISTED
SANDRIDGE ENERGY, INC.
SD
$3.41M 0.01%
477,404
+138,496
+41% +$933K
KBH icon
1397
KB Home
KBH
$3.53B
$3.41M 0.01%
182,497
-48,470
-21% -$812K
CNQR
1398
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$3.4M 0.01%
36,447
+137
+0.4% +$12K
TECH icon
1399
Bio-Techne
TECH
$11.2B
$3.4M 0.01%
146,792
-197,872
-57% -$4.37M
ROL icon
1400
Rollins
ROL
$18.8B
$3.4M 0.01%
382,067
-7,864
-2% -$70.6K
54 55
56
57 58

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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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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.