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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
BKMU
2251
DELISTED
Bank Mutual Corp
BKMU
$1.28M ﹤0.01%
219,940
-2,867
-1% -$17.4K
ARGO
2252
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.27M ﹤0.01%
34,710
-1,477
-4% -$50.3K
ABCB icon
2253
Ameris Bancorp
ABCB
$5.77B
$1.27M ﹤0.01%
58,940
-471
-0.8% -$10.2K
VRE
2254
DELISTED
Veris Residential
VRE
$1.27M ﹤0.01%
59,166
-18,889
-24% -$399K
BCA
2255
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$1.27M ﹤0.01%
68,184
-2,193
-3% -$39.8K
ACW
2256
DELISTED
Accuride Corp
ACW
$1.27M ﹤0.01%
259,151
+22,531
+10% +$115K
FSTR icon
2257
Foster
FSTR
$443M
$1.26M ﹤0.01%
23,286
-412
-2% -$20.5K
CTCT
2258
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$1.26M ﹤0.01%
39,156
+1,926
+5% +$53.7K
DXB.CL
2259
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$1.26M ﹤0.01%
48,070
-988
-2% -$25.7K
HF
2260
DELISTED
HFF Inc.
HF
$1.26M ﹤0.01%
33,761
+711
+2% +$23.7K
GFA
2261
DELISTED
Gafisa S.A.
GFA
$1.25M ﹤0.01%
30,387
+707
+2% +$30.2K
JTP
2262
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.25M ﹤0.01%
147,147
+11,347
+8% +$94.3K
BANR icon
2263
Banner Corp
BANR
$2.39B
$1.25M ﹤0.01%
31,473
+196
+0.6% +$7.75K
SASR
2264
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.25M ﹤0.01%
50,047
-1,405
-3% -$33.9K
IBOC icon
2265
International Bancshares
IBOC
$4.77B
$1.24M ﹤0.01%
46,066
-1,428
-3% -$34.9K
PSMT icon
2266
Pricesmart
PSMT
$5.81B
$1.24M ﹤0.01%
14,219
-585
-4% -$54.1K
XPO icon
2267
XPO
XPO
$24.4B
$1.24M ﹤0.01%
125,030
+42,432
+51% +$388K
KWR icon
2268
Quaker Houghton
KWR
$2.63B
$1.24M ﹤0.01%
16,115
-994
-6% -$75.5K
CSS
2269
DELISTED
CSS Industries, Inc.
CSS
$1.24M ﹤0.01%
46,919
-1,202
-2% -$30.3K
AAON icon
2270
Aaon
AAON
$8.27B
$1.24M ﹤0.01%
82,980
-6,842
-8% -$91.5K
WST icon
2271
West Pharmaceutical
WST
$23.3B
$1.24M ﹤0.01%
29,290
-9,812
-25% -$420K
ASNA
2272
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.24M ﹤0.01%
3,610
+522
+17% +$178K
AXON
2273
Axon Enterprise
AXON
$42.4B
$1.23M ﹤0.01%
92,700
-3,450
-4% -$51.3K
EPAM icon
2274
EPAM Systems
EPAM
$4.92B
$1.23M ﹤0.01%
28,156
+3,238
+13% +$122K
ABAX
2275
DELISTED
Abaxis Inc
ABAX
$1.23M ﹤0.01%
27,798
+5,574
+25% +$232K
89 90
91
92 93

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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.