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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
RES icon
1526
RPC Inc
RES
$1.21B
$2.95M 0.01%
125,431
+35,931
+40% +$789K
GLBR
1527
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$2.95M 0.01%
19,692
+553
+3% +$79.4K
TGI
1528
DELISTED
Triumph Group
TGI
$2.94M 0.01%
42,180
+1,638
+4% +$110K
FNB icon
1529
FNB Corp
FNB
$6.71B
$2.94M 0.01%
228,980
+36,218
+19% +$456K
DF
1530
DELISTED
Dean Foods Company
DF
$2.94M 0.01%
166,939
+5,461
+3% +$89.3K
ALOG
1531
DELISTED
Analogic Corp
ALOG
$2.94M 0.01%
37,509
-3,080
-8% -$235K
IMKTA icon
1532
Ingles Markets
IMKTA
$1.67B
$2.93M 0.01%
111,171
-632
-0.6% -$16.1K
CNMD icon
1533
CONMED
CNMD
$1.31B
$2.93M 0.01%
66,280
-570
-0.9% -$25.8K
RLI icon
1534
RLI Corp
RLI
$5.88B
$2.92M 0.01%
127,406
+3,474
+3% +$76.8K
CPL
1535
DELISTED
CPFL Energia S.A.
CPL
$2.91M 0.01%
168,937
-1,292
-0.8% -$20.9K
ODFL icon
1536
Old Dominion Freight Line
ODFL
$47.2B
$2.91M 0.01%
136,911
+9,126
+7% +$184K
FCFS icon
1537
FirstCash
FCFS
$9.06B
$2.9M 0.01%
50,438
-6,677
-12% -$345K
GLF
1538
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$2.9M 0.01%
64,234
-472
-0.7% -$21.2K
PFS icon
1539
Provident Financial Services
PFS
$3.11B
$2.9M 0.01%
167,496
+12,811
+8% +$223K
CPWR
1540
DELISTED
COMPUWARE CORP
CPWR
$2.89M 0.01%
301,264
-96,049
-24% -$937K
RRX icon
1541
Regal Rexnord
RRX
$14B
$2.89M 0.01%
36,767
+3,462
+10% +$263K
CHS
1542
DELISTED
Chicos FAS, Inc.
CHS
$2.88M 0.01%
169,886
+10,381
+7% +$166K
HUBG icon
1543
HUB Group
HUBG
$2.93B
$2.88M 0.01%
114,264
+18,908
+20% +$431K
MLI icon
1544
Mueller Industries
MLI
$14.2B
$2.88M 0.01%
391,248
+42,040
+12% +$306K
NSP icon
1545
Insperity
NSP
$1.92B
$2.87M 0.01%
174,096
+6,442
+4% +$102K
BYD icon
1546
Boyd Gaming
BYD
$6.64B
$2.87M 0.01%
236,638
+9,291
+4% +$108K
EE
1547
DELISTED
El Paso Electric Company
EE
$2.87M 0.01%
71,342
+312
+0.4% +$11.6K
CHCO icon
1548
City Holding Co
CHCO
$2.03B
$2.87M 0.01%
63,514
-1,324
-2% -$58K
ULTI
1549
DELISTED
Ultimate Software Group Inc
ULTI
$2.87M 0.01%
20,732
-10,726
-34% -$1.36M
PBY
1550
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$2.87M 0.01%
250,016
-2,336
-0.9% -$25.2K
60 61
62
63 64

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MCM
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PSUF
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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.