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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
TTM
676
DELISTED
Tata Motors Limited
TTM
$11.1M 0.03%
283,988
+44,438
+19% +$1.71M
MTD icon
677
Mettler-Toledo International
MTD
$26.8B
$11.1M 0.02%
43,741
-134
-0.3% -$32.2K
VNQ icon
678
Vanguard Real Estate ETF
VNQ
$39.9B
$11M 0.02%
147,489
-65,746
-31% -$4.83M
J icon
679
Jacobs Solutions
J
$15.9B
$11M 0.02%
250,201
-10,862
-4% -$517K
NE
680
DELISTED
Noble Corporation
NE
$11M 0.02%
373,940
+12,870
+4% +$354K
OII icon
681
Oceaneering
OII
$5.25B
$11M 0.02%
140,329
+312
+0.2% +$22.9K
MDU icon
682
MDU Resources
MDU
$4.44B
$11M 0.02%
821,426
+12,781
+2% +$167K
BBL
683
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$10.9M 0.02%
167,675
+8,966
+6% +$577K
LNT icon
684
Alliant Energy
LNT
$19.4B
$10.9M 0.02%
358,352
+4,232
+1% +$123K
AFG icon
685
American Financial Group
AFG
$11.9B
$10.9M 0.02%
182,806
-4,557
-2% -$266K
INGR icon
686
Ingredion
INGR
$6.38B
$10.9M 0.02%
144,938
+2,175
+2% +$158K
MR
687
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
$10.9M 0.02%
344,804
-64,487
-16% -$2.05M
BNL
688
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$10.9M 0.02%
388,790
+4,699
+1% +$131K
HYG icon
689
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$10.8M 0.02%
113,948
-199,110
-64% -$18.8M
ITC
690
DELISTED
ITC HOLDINGS CORP
ITC
$10.8M 0.02%
296,632
+223
+0.1% +$8.23K
BCR
691
DELISTED
CR Bard Inc.
BCR
$10.8M 0.02%
75,656
+299
+0.4% +$42.7K
CZR
692
DELISTED
Caesars Entertainment Corporation
CZR
$10.8M 0.02%
595,812
+44,701
+8% +$826K
GGAL icon
693
Galicia Financial Group
GGAL
$7.92B
$10.8M 0.02%
734,716
-3,019
-0.4% -$40.7K
MAC icon
694
Macerich
MAC
$7.32B
$10.7M 0.02%
160,988
-4,369
-3% -$285K
LPNT
695
DELISTED
LifePoint Health, Inc.
LPNT
$10.7M 0.02%
172,805
+35,077
+25% +$2.06M
JOY
696
DELISTED
Joy Global Inc
JOY
$10.7M 0.02%
174,062
+19,028
+12% +$1.14M
ALTR
697
DELISTED
Altera Corp
ALTR
$10.7M 0.02%
308,176
-10,983
-3% -$371K
AWH
698
DELISTED
Allied World Assurance Co Hld Lt
AWH
$10.7M 0.02%
281,377
+4,654
+2% +$169K
FICO icon
699
Fair Isaac
FICO
$28.7B
$10.7M 0.02%
167,442
-376
-0.2% -$21.5K
LM
700
DELISTED
Legg Mason, Inc.
LM
$10.6M 0.02%
207,444
+2,547
+1% +$123K
26 27
28
29 30

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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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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.