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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
WRLD icon
1926
World Acceptance Corp
WRLD
$869M
$1.88M ﹤0.01%
24,768
-463
-2% -$36.1K
GTIV
1927
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$1.88M ﹤0.01%
124,683
+43,636
+54% +$492K
ENS icon
1928
EnerSys
ENS
$6.69B
$1.88M ﹤0.01%
27,261
+1,414
+5% +$96.1K
RBC icon
1929
RBC Bearings
RBC
$18.3B
$1.87M ﹤0.01%
29,228
+255
+0.9% +$15.8K
BRC icon
1930
Brady Corp
BRC
$4.63B
$1.87M ﹤0.01%
62,608
-1,580
-2% -$42.4K
ANIK icon
1931
Anika Therapeutics
ANIK
$203M
$1.87M ﹤0.01%
40,338
+9,221
+30% +$410K
RSTI
1932
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.87M ﹤0.01%
77,709
+1,802
+2% +$41.9K
GNCMA
1933
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.87M ﹤0.01%
168,530
-1,260
-0.7% -$13.8K
IOSP icon
1934
Innospec
IOSP
$2.13B
$1.86M ﹤0.01%
43,135
-1,006
-2% -$43.3K
SMP icon
1935
Standard Motor Products
SMP
$900M
$1.86M ﹤0.01%
41,678
+345
+0.8% +$13.9K
MRH
1936
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$1.86M ﹤0.01%
58,205
-1,139
-2% -$35.4K
CRI icon
1937
Carter's
CRI
$1.45B
$1.86M ﹤0.01%
26,940
-748
-3% -$54.3K
HAE icon
1938
Haemonetics
HAE
$3.76B
$1.86M ﹤0.01%
52,634
+16,681
+46% +$557K
HERO
1939
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$1.86M ﹤0.01%
461,585
-25,832
-5% -$115K
ELX
1940
DELISTED
EMULEX CORP
ELX
$1.86M ﹤0.01%
325,640
+52,203
+19% +$311K
PPC icon
1941
Pilgrim's Pride
PPC
$7.1B
$1.85M ﹤0.01%
67,647
+36,688
+119% +$872K
CMO
1942
DELISTED
Capstead Mortgage Corp.
CMO
$1.85M ﹤0.01%
140,475
+18,245
+15% +$237K
ILG
1943
DELISTED
ILG, Inc Common Stock
ILG
$1.84M ﹤0.01%
84,010
-1,658
-2% -$38.2K
GLQ
1944
Clough Global Equity Fund
GLQ
$153M
$1.84M ﹤0.01%
118,981
-12,932
-10% -$196K
ANR
1945
DELISTED
Alpha Natural Resources Inc
ANR
$1.84M ﹤0.01%
495,972
+332,937
+204% +$1.34M
SWBI icon
1946
Smith & Wesson
SWBI
$658M
$1.84M ﹤0.01%
164,534
+24,653
+18% +$291K
HWC icon
1947
Hancock Whitney
HWC
$6.16B
$1.84M ﹤0.01%
52,047
+2,320
+5% +$80.1K
ACP
1948
abrdn Income Credit Strategies Fund
ACP
$634M
$1.83M ﹤0.01%
105,436
+29,427
+39% +$504K
LTC
1949
LTC Properties
LTC
$2.15B
$1.83M ﹤0.01%
46,973
+730
+2% +$28.5K
NC icon
1950
NACCO Industries
NC
$361M
$1.83M ﹤0.01%
158,671
-1,063
-0.7% -$12.8K
76 77
78
79 80

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AF
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MCM
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PSUF
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IA
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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.