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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
CTRN icon
1576
Citi Trends
CTRN
$543M
$2.77M 0.01%
128,965
-1,357
-1% -$25.3K
DJP icon
1577
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$794M
$2.77M 0.01%
70,194
+51,064
+267% +$2.03M
RCI icon
1578
Rogers Communications
RCI
$17.7B
$2.77M 0.01%
68,760
-1,432
-2% -$58K
RBBN icon
1579
Ribbon Communications
RBBN
$359M
$2.77M 0.01%
154,137
+16,965
+12% +$287K
GST
1580
DELISTED
Gastar Exploration Inc.
GST
$2.76M 0.01%
317,376
+13,997
+5% +$98.7K
SAPE
1581
DELISTED
SAPIENT CORP
SAPE
$2.76M 0.01%
170,126
+11,440
+7% +$188K
AMU
1582
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$2.76M 0.01%
83,682
-29,709
-26% -$922K
PSB
1583
DELISTED
PS Business Parks, Inc.
PSB
$2.75M 0.01%
33,002
+751
+2% +$63.3K
HIW icon
1584
Highwoods Properties
HIW
$3.73B
$2.75M 0.01%
65,635
+1,444
+2% +$58.1K
SNV
1585
DELISTED
Synovus
SNV
$2.75M 0.01%
112,871
+5,611
+5% +$131K
GEO icon
1586
The GEO Group
GEO
$4.13B
$2.75M 0.01%
115,481
+4,121
+4% +$92.8K
AEO icon
1587
American Eagle Outfitters
AEO
$2.98B
$2.75M 0.01%
244,801
+3,627
+2% +$41.2K
OMG
1588
DELISTED
OM GROUP INC.
OMG
$2.74M 0.01%
84,596
+228
+0.3% +$7.02K
WAFD icon
1589
WaFd
WAFD
$2.69B
$2.73M 0.01%
121,890
-3,987
-3% -$87.2K
ABM icon
1590
ABM Industries
ABM
$2.84B
$2.73M 0.01%
101,285
+1,585
+2% +$43K
CMTL icon
1591
Comtech Telecommunications
CMTL
$54.5M
$2.73M 0.01%
73,178
+3,049
+4% +$102K
FCNCA icon
1592
First Citizens BancShares
FCNCA
$24.3B
$2.73M 0.01%
11,150
-226
-2% -$52.7K
KFRC icon
1593
Kforce
KFRC
$1.04B
$2.73M 0.01%
126,094
+4,314
+4% +$93.8K
EBS icon
1594
Emergent Biosolutions
EBS
$378M
$2.73M 0.01%
121,408
+27,774
+30% +$647K
KMT icon
1595
Kennametal
KMT
$2.69B
$2.72M 0.01%
58,759
+10,817
+23% +$500K
BGC
1596
DELISTED
General Cable Corporation
BGC
$2.71M 0.01%
105,742
-2,315
-2% -$58.2K
OXM icon
1597
Oxford Industries
OXM
$602M
$2.71M 0.01%
40,573
-1,215
-3% -$81.9K
HNI icon
1598
HNI Corp
HNI
$3.09B
$2.7M 0.01%
69,081
-1,509
-2% -$55.1K
STGW icon
1599
Stagwell
STGW
$1.92B
$2.7M 0.01%
125,666
-2,324
-2% -$52.1K
IVR icon
1600
Invesco Mortgage Capital
IVR
$762M
$2.7M 0.01%
15,530
+3,396
+28% +$582K
62 63
64
65 66

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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.