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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
STBA icon
1601
S&T Bancorp
STBA
$1.88B
$2.69M 0.01%
108,304
-1,899
-2% -$45.1K
GHL
1602
DELISTED
Greenhill & Co., Inc.
GHL
$2.69M 0.01%
54,617
-66
-0.1% -$3.26K
MFA
1603
MFA Financial
MFA
$927M
$2.69M 0.01%
81,897
+6,871
+9% +$222K
USNA icon
1604
Usana Health Sciences
USNA
$412M
$2.69M 0.01%
68,798
+1,412
+2% +$52.4K
DDD icon
1605
3D Systems Corp
DDD
$430M
$2.67M 0.01%
44,575
-2,766
-6% -$142K
IDT icon
1606
IDT Corp
IDT
$1.63B
$2.66M 0.01%
216,499
+7,219
+3% +$83.8K
CDP icon
1607
COPT Defense Properties
CDP
$4.34B
$2.66M 0.01%
95,725
+3,607
+4% +$98.8K
SEM
1608
DELISTED
Select Medical
SEM
$2.66M 0.01%
316,745
+8,840
+3% +$68.5K
COLB icon
1609
Columbia Banking Systems
COLB
$8.74B
$2.66M 0.01%
101,147
+1,280
+1% +$33.3K
EIG icon
1610
Employers Holdings
EIG
$906M
$2.66M 0.01%
125,505
-3,020
-2% -$63.2K
TESO
1611
DELISTED
Tesco Corp
TESO
$2.66M 0.01%
124,500
+17,765
+17% +$364K
NZT
1612
DELISTED
TELECOM CORP NEW ZEALAND ADS (EACH REPRESENTING 5 ORD SHS)
NZT
$2.66M 0.01%
226,696
+10,740
+5% +$126K
ELME
1613
Elme Communities
ELME
$144M
$2.65M 0.01%
102,069
+1,864
+2% +$46.6K
MOD icon
1614
Modine Manufacturing
MOD
$12.2B
$2.65M 0.01%
168,337
+4,977
+3% +$76.6K
IRC
1615
DELISTED
INLAND REAL ESTATE CORP
IRC
$2.65M 0.01%
248,803
+91
+0% +$958
MATV icon
1616
Mativ Holdings
MATV
$455M
$2.64M 0.01%
60,528
-1,472
-2% -$61.9K
TOL icon
1617
Toll Brothers
TOL
$14.1B
$2.64M 0.01%
71,474
-916
-1% -$32.5K
IDIX
1618
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
$2.64M 0.01%
109,418
+67,700
+162% +$706K
LSI
1619
DELISTED
Life Storage, Inc.
LSI
$2.63M 0.01%
51,159
+367
+0.7% +$18.6K
FFBC icon
1620
First Financial Bancorp
FFBC
$3.52B
$2.63M 0.01%
153,047
-440
-0.3% -$7.36K
FWRD icon
1621
Forward Air
FWRD
$466M
$2.63M 0.01%
55,021
+1,145
+2% +$51.3K
BCH icon
1622
Banco de Chile
BCH
$20.9B
$2.62M 0.01%
110,168
-1,707
-2% -$40.1K
ASB icon
1623
Associated Banc-Corp
ASB
$5.78B
$2.62M 0.01%
144,764
-2,918
-2% -$51.3K
PBH icon
1624
Prestige Consumer Healthcare
PBH
$2.39B
$2.61M 0.01%
77,102
+3,713
+5% +$119K
PTR
1625
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.61M 0.01%
20,804
+1,175
+6% +$138K
63 64
65
66 67

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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.