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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
PIV
1751
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$2.26M 0.01%
105,396
+18,703
+22% +$401K
GTI
1752
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$2.26M 0.01%
216,045
+53,288
+33% +$570K
PSEC icon
1753
Prospect Capital
PSEC
$1.12B
$2.26M 0.01%
212,571
+2,690
+1% +$28K
MX
1754
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$2.26M 0.01%
59,455
+7,592
+15% +$288K
MANT
1755
DELISTED
Mantech International Corp
MANT
$2.26M 0.01%
76,497
+8,505
+13% +$251K
CBST
1756
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$2.26M 0.01%
32,333
+2,688
+9% +$183K
MOG.A icon
1757
Moog Inc Class A
MOG.A
$13.2B
$2.25M 0.01%
30,902
+3,481
+13% +$239K
UPM
1758
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$2.25M 0.01%
131,645
+391
+0.3% +$6.68K
STL
1759
DELISTED
Sterling Bancorp
STL
$2.25M 0.01%
187,198
+7,282
+4% +$86.3K
RTI
1760
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$2.24M 0.01%
84,387
-9,102
-10% -$244K
FNFG
1761
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$2.24M 0.01%
256,488
-74,566
-23% -$660K
WBS icon
1762
Webster Financial
WBS
$12.5B
$2.24M 0.01%
71,017
-75
-0.1% -$2.29K
CSR
1763
Centerspace
CSR
$937M
$2.24M 0.01%
24,274
-531
-2% -$47.1K
PVTB
1764
DELISTED
PrivateBancorp Inc
PVTB
$2.24M 0.01%
76,932
-2,364
-3% -$66.9K
AUB icon
1765
Atlantic Union Bankshares
AUB
$5.98B
$2.23M 0.01%
87,079
-36,130
-29% -$916K
CLMS
1766
DELISTED
Calamos Asset Management, Inc.
CLMS
$2.23M 0.01%
166,746
-3,345
-2% -$42.7K
PPO
1767
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$2.23M 0.01%
46,764
+1,364
+3% +$55.9K
NNI icon
1768
Nelnet
NNI
$4.81B
$2.23M 0.01%
53,755
-2,777
-5% -$114K
NPBC
1769
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.23M 0.01%
210,487
-47,362
-18% -$487K
SUI icon
1770
Sun Communities
SUI
$15B
$2.23M 0.01%
44,664
-1,628
-4% -$76.7K
NNC
1771
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$2.22M 0.01%
168,623
– –
CHMT
1772
DELISTED
Chemtura Corporation
CHMT
$2.22M 0.01%
84,968
+3,137
+4% +$77.3K
LPX icon
1773
Louisiana-Pacific
LPX
$5.19B
$2.22M 0.01%
147,748
+100,713
+214% +$1.53M
CM icon
1774
Canadian Imperial Bank of Commerce
CM
$108B
$2.21M 0.01%
49,699
+4,816
+11% +$209K
THI
1775
DELISTED
TIM HORTONS INC COM, CANADA
THI
$2.21M 0.01%
40,469
+335
+0.8% +$18.4K
69 70
71
72 73

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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.