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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
HCF
526
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
$16.3M 0.04%
1,347,918
+120,058
+10% +$1.45M
ALK icon
527
Alaska Air
ALK
$5.15B
$16.3M 0.04%
342,084
+15,782
+5% +$752K
ANDV
528
DELISTED
Andeavor
ANDV
$16.2M 0.04%
276,565
-14,954
-5% -$825K
CBRE icon
529
CBRE Group
CBRE
$40.8B
$16.2M 0.04%
504,959
+1,757
+0.3% +$50.7K
NFX
530
DELISTED
Newfield Exploration
NFX
$16.2M 0.04%
365,581
+47,304
+15% +$1.7M
RGA icon
531
Reinsurance Group of America
RGA
$15.7B
$16.1M 0.04%
204,372
+3,423
+2% +$267K
AOD
532
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$16.1M 0.04%
1,805,997
+579,133
+47% +$5.01M
OSK icon
533
Oshkosh
OSK
$9.67B
$16.1M 0.04%
290,026
-173
-0.1% -$9.56K
ERIC icon
534
Ericsson
ERIC
$30.7B
$16.1M 0.04%
1,331,456
+542,702
+69% +$6.76M
WPX
535
DELISTED
WPX Energy, Inc.
WPX
$16M 0.04%
669,848
+43,592
+7% +$927K
LXK
536
DELISTED
Lexmark Intl Inc
LXK
$16M 0.04%
332,276
+27,130
+9% +$1.21M
NPM
537
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$16M 0.04%
1,156,106
+137,680
+14% +$1.89M
SVU
538
DELISTED
SUPERVALU Inc.
SVU
$16M 0.04%
277,235
-3,428
-1% -$177K
EFX icon
539
Equifax
EFX
$20.3B
$15.9M 0.04%
219,708
-579
-0.3% -$40.6K
NGG icon
540
National Grid
NGG
$82.7B
$15.9M 0.04%
221,476
+13,673
+7% +$947K
RHI icon
541
Robert Half
RHI
$3.61B
$15.9M 0.04%
332,540
-30,875
-8% -$1.38M
AXA
542
DELISTED
AXA ADS (1 ORD SHS)
AXA
$15.9M 0.04%
661,510
+16,396
+3% +$393K
PKG icon
543
Packaging Corp of America
PKG
$22.7B
$15.8M 0.04%
221,206
+5,412
+3% +$372K
LRCX icon
544
Lam Research
LRCX
$382B
$15.7M 0.04%
2,316,330
+45,630
+2% +$273K
GAS
545
DELISTED
AGL Resources Inc
GAS
$15.7M 0.04%
284,398
+56,248
+25% +$2.96M
DDS icon
546
Dillards
DDS
$8.87B
$15.6M 0.04%
133,726
+2,043
+2% +$213K
TRW
547
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$15.6M 0.04%
173,729
+29,593
+21% +$2.47M
JPS
548
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$15.5M 0.03%
1,718,100
+135,898
+9% +$1.21M
HLF icon
549
Herbalife
HLF
$1.23B
$15.4M 0.03%
478,518
+52,422
+12% +$1.61M
NIO
550
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$15.4M 0.03%
1,091,071
+133,339
+14% +$1.87M
20 21
22
23 24

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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.