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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
WTI icon
2026
W&T Offshore
WTI
$487M
$1.67M ﹤0.01%
102,161
+24,595
+32% +$406K
VMI icon
2027
Valmont Industries
VMI
$9.32B
$1.67M ﹤0.01%
10,964
-175
-2% -$26.9K
CBZ icon
2028
CBIZ
CBZ
$2.49B
$1.66M ﹤0.01%
184,182
-35,386
-16% -$308K
NAT icon
2029
Nordic American Tanker
NAT
$1.36B
$1.66M ﹤0.01%
178,361
+10,769
+6% +$92.1K
STM icon
2030
STMicroelectronics
STM
$43.9B
$1.66M ﹤0.01%
187,003
+19,978
+12% +$187K
CUB
2031
DELISTED
Cubic Corporation
CUB
$1.66M ﹤0.01%
37,327
+4,251
+13% +$203K
TMIC
2032
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$1.66M ﹤0.01%
50,197
+8,288
+20% +$274K
SUSQ
2033
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$1.66M ﹤0.01%
157,049
+4,574
+3% +$47.7K
HTH icon
2034
Hilltop Holdings
HTH
$2.27B
$1.66M ﹤0.01%
77,836
-19,815
-20% -$434K
POWL icon
2035
Powell Industries
POWL
$7.22B
$1.65M ﹤0.01%
75,753
+132
+0.2% +$2.78K
AFSI
2036
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.65M ﹤0.01%
78,758
-6,500
-8% -$133K
CBM
2037
DELISTED
Cambrex Corporation
CBM
$1.64M ﹤0.01%
79,430
-1,439
-2% -$29.2K
DCT
2038
DELISTED
DCT Industrial Trust Inc.
DCT
$1.64M ﹤0.01%
50,048
+1,843
+4% +$58.2K
AIT icon
2039
Applied Industrial Technologies
AIT
$12.9B
$1.64M ﹤0.01%
32,358
+7,832
+32% +$378K
UFCS icon
2040
United Fire Group
UFCS
$1.35B
$1.64M ﹤0.01%
55,945
-318
-0.6% -$9.08K
EXXI
2041
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$1.64M ﹤0.01%
69,403
+35,609
+105% +$803K
RHP icon
2042
Ryman Hospitality Properties
RHP
$8.47B
$1.63M ﹤0.01%
33,779
-288
-0.8% -$13.2K
MDC
2043
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.63M ﹤0.01%
74,487
-7,665
-9% -$158K
TIBX
2044
DELISTED
TIBCO SOFTWARE INC
TIBX
$1.63M ﹤0.01%
80,577
-115,616
-59% -$2.31M
NCMI icon
2045
National CineMedia
NCMI
$368M
$1.62M ﹤0.01%
9,276
-949
-9% -$151K
FIX icon
2046
Comfort Systems
FIX
$54.2B
$1.62M ﹤0.01%
102,623
-11,668
-10% -$182K
RPT
2047
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.62M ﹤0.01%
97,531
-1,927
-2% -$31.7K
TBHC
2048
DELISTED
The Brand House Collective
TBHC
$1.62M ﹤0.01%
87,282
+11,645
+15% +$205K
XCO
2049
DELISTED
Exco Resources
XCO
$1.62M ﹤0.01%
18,301
-318
-2% -$27K
MKTX icon
2050
MarketAxess Holdings
MKTX
$4.31B
$1.62M ﹤0.01%
29,891
-14,626
-33% -$799K
80 81
82
83 84

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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.