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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
ADTN icon
1626
Adtran
ADTN
$769M
$2.61M 0.01%
115,607
+13,476
+13% +$305K
CQB
1627
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$2.61M 0.01%
240,412
+75,812
+46% +$844K
DHG
1628
DELISTED
Deutsche High Incm Opportunities
DHG
$2.61M 0.01%
176,458
+24,424
+16% +$358K
BRKR icon
1629
Bruker
BRKR
$9.14B
$2.6M 0.01%
107,052
-68,524
-39% -$1.49M
SSB icon
1630
SouthState Bank Corp
SSB
$10.2B
$2.59M 0.01%
42,479
-3,478
-8% -$206K
JFR icon
1631
Nuveen Floating Rate Income Fund
JFR
$1.24B
$2.58M 0.01%
213,211
-467
-0.2% -$5.51K
FIBK icon
1632
First Interstate BancSystem
FIBK
$3.67B
$2.57M 0.01%
94,642
-495
-0.5% -$13K
GLD icon
1633
SPDR Gold Trust
GLD
$132B
$2.57M 0.01%
20,054
– –
PIM
1634
Franklin Master Intermediate Income Trust
PIM
$150M
$2.57M 0.01%
498,268
+127,703
+34% +$655K
CPK icon
1635
Chesapeake Utilities
CPK
$3.26B
$2.56M 0.01%
53,924
+1,719
+3% +$74.6K
NNN icon
1636
NNN REIT
NNN
$9.36B
$2.56M 0.01%
68,915
+1,006
+1% +$35.4K
ACC
1637
DELISTED
American Campus Communities, Inc.
ACC
$2.56M 0.01%
66,969
+2,859
+4% +$109K
BRKL
1638
DELISTED
Brookline Bancorp
BRKL
$2.56M 0.01%
273,231
+3,034
+1% +$27.7K
ETD icon
1639
Ethan Allen Interiors
ETD
$592M
$2.55M 0.01%
103,061
-1,974
-2% -$48.3K
IPXL
1640
DELISTED
Impax Laboratories, Inc.
IPXL
$2.55M 0.01%
84,886
-1,049
-1% -$28.3K
CLF icon
1641
Cleveland-Cliffs
CLF
$6.99B
$2.54M 0.01%
168,685
-46,525
-22% -$788K
CIR
1642
DELISTED
CIRCOR International, Inc
CIR
$2.54M 0.01%
32,884
-933
-3% -$72.1K
KNL
1643
DELISTED
Knoll, Inc.
KNL
$2.53M 0.01%
146,181
-16,220
-10% -$286K
ZWS icon
1644
Zurn Elkay Water Solutions
ZWS
$8.14B
$2.52M 0.01%
186,248
+64,248
+53% +$854K
RNST icon
1645
Renasant Corp
RNST
$4B
$2.52M 0.01%
86,785
-1,764
-2% -$49.6K
HR
1646
DELISTED
Healthcare Realty Trust Incorporated
HR
$2.52M 0.01%
99,212
+4,484
+5% +$112K
INFN
1647
DELISTED
Infinera Corporation Common Stock
INFN
$2.52M 0.01%
273,665
+26,140
+11% +$232K
BGX
1648
Blackstone Long-Short Credit Income Fund
BGX
$136M
$2.52M 0.01%
141,883
+20,190
+17% +$358K
FFIN icon
1649
First Financial Bankshares
FFIN
$4.94B
$2.52M 0.01%
160,334
-3,614
-2% -$54.6K
SSD icon
1650
Simpson Manufacturing
SSD
$7.95B
$2.51M 0.01%
69,051
+1,302
+2% +$44.3K
64 65
66
67 68

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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.