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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
ROCK icon
2226
Gibraltar Industries
ROCK
$1.36B
$1.31M ﹤0.01%
84,700
-9,170
-10% -$152K
CCH
2227
DELISTED
COCA-COLA HBC AG SPONSORED ADR(SWITZERLAND)
CCH
$1.31M ﹤0.01%
57,670
+7,479
+15% +$180K
AAWW
2228
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.31M ﹤0.01%
35,585
+10,471
+42% +$380K
AUD
2229
DELISTED
Audacy, Inc.
AUD
$1.31M ﹤0.01%
121,964
-2,248
-2% -$23.5K
UBNK
2230
DELISTED
United Financial Bancorp, Inc.
UBNK
$1.31M ﹤0.01%
96,585
+39,216
+68% +$527K
SHOR
2231
DELISTED
ShoreTel, Inc.
SHOR
$1.3M ﹤0.01%
200,142
+84
+0% +$604
FPO
2232
DELISTED
First Potomac Realty Trust
FPO
$1.3M ﹤0.01%
99,384
-188
-0.2% -$2.45K
AFAM
2233
DELISTED
Almost Family Inc
AFAM
$1.3M ﹤0.01%
58,835
-5,026
-8% -$109K
PEB icon
2234
Pebblebrook Hotel Trust
PEB
$2.19B
$1.3M ﹤0.01%
35,122
+4,061
+13% +$143K
BJRI icon
2235
BJ's Restaurants
BJRI
$1.45B
$1.29M ﹤0.01%
37,047
+162
+0.4% +$5.16K
FORR icon
2236
Forrester Research
FORR
$185M
$1.29M ﹤0.01%
34,028
-283
-0.8% -$10.4K
RGS icon
2237
Regis Corp
RGS
$68.3M
$1.29M ﹤0.01%
4,575
+862
+23% +$234K
BTM
2238
DELISTED
OI S.A. SPON ADR REPSTG 3 PFD SHS (BRA)
BTM
$1.29M ﹤0.01%
1,501,528
-83,198
-5% -$71.4K
ECPG icon
2239
Encore Capital Group
ECPG
$2.03B
$1.28M ﹤0.01%
28,292
-7,058
-20% -$312K
SHOO icon
2240
Steven Madden
SHOO
$3.18B
$1.28M ﹤0.01%
56,145
+634
+1% +$14.2K
WASH icon
2241
Washington Trust Bancorp
WASH
$736M
$1.28M ﹤0.01%
34,917
-478
-1% -$16.9K
ETP
2242
DELISTED
Energy Transfer Partners, L.P.
ETP
$1.28M ﹤0.01%
27,251
-239
-0.9% -$10.9K
BEE
2243
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$1.28M ﹤0.01%
109,354
+3,187
+3% +$34.4K
SYBT icon
2244
Stock Yards Bancorp
SYBT
$2.43B
$1.28M ﹤0.01%
64,197
+7,348
+13% +$143K
SABR icon
2245
Sabre
SABR
$704M
$1.28M ﹤0.01%
+63,773
New +$1.14M
BCX icon
2246
BlackRock Resources & Commodities Strategy Trust
BCX
$894M
$1.28M ﹤0.01%
+102,969
New +$1.24M
IONS icon
2247
Ionis Pharmaceuticals
IONS
$9.25B
$1.28M ﹤0.01%
37,093
-17,029
-31% -$536K
UMBF icon
2248
UMB Financial
UMBF
$10.7B
$1.28M ﹤0.01%
20,127
+1,104
+6% +$65.8K
UCB
2249
United Community Banks
UCB
$4.21B
$1.28M ﹤0.01%
77,941
-18,506
-19% -$310K
STBZ
2250
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$1.28M ﹤0.01%
75,452
-1,630
-2% -$27.2K
88 89
90
91 92

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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.