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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
S
751
DELISTED
Sprint Corporation
S
$9.45M 0.02%
1,107,668
-33,380
-3% -$293K
NRF
752
DELISTED
NorthStar Realty Finance Corp.
NRF
$9.44M 0.02%
286,273
+5,716
+2% +$180K
TSS
753
DELISTED
Total System Services, Inc.
TSS
$9.43M 0.02%
300,098
+4,402
+1% +$135K
CCK icon
754
Crown Holdings
CCK
$12.8B
$9.4M 0.02%
188,872
+3,424
+2% +$164K
ARCB icon
755
ArcBest
ARCB
$3.44B
$9.38M 0.02%
215,488
+12,628
+6% +$512K
USCI icon
756
US Commodity Index
USCI
$372M
$9.38M 0.02%
154,655
– –
WPP icon
757
WPP
WPP
$4.04B
$9.35M 0.02%
85,771
+3,735
+5% +$398K
TRN icon
758
Trinity Industries
TRN
$2.97B
$9.34M 0.02%
296,583
+63,514
+27% +$1.8M
EXPD icon
759
Expeditors International
EXPD
$22.9B
$9.32M 0.02%
211,122
+5,691
+3% +$245K
GGP
760
DELISTED
GGP Inc.
GGP
$9.32M 0.02%
395,523
+12,218
+3% +$284K
NPI
761
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$9.25M 0.02%
680,652
+88,036
+15% +$1.18M
NOK icon
762
Nokia
NOK
$50.8B
$9.22M 0.02%
1,219,941
+44,716
+4% +$340K
GHC icon
763
Graham Holdings Company
GHC
$4.97B
$9.22M 0.02%
21,249
+3,913
+23% +$1.63M
IGD
764
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$9.22M 0.02%
950,219
+450,617
+90% +$4.27M
CLR
765
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$9.21M 0.02%
116,608
-4,772
-4% -$332K
CRESY
766
Cresud
CRESY
$794M
$9.2M 0.02%
800,852
+66
+0% +$682
PII icon
767
Polaris
PII
$4.15B
$9.18M 0.02%
70,491
+2,490
+4% +$330K
MXIM
768
DELISTED
Maxim Integrated Products
MXIM
$9.16M 0.02%
270,965
+20,358
+8% +$678K
SBH icon
769
Sally Beauty Holdings
SBH
$1.4B
$9.15M 0.02%
364,701
+2,616
+0.7% +$67.5K
KT icon
770
KT
KT
$8.84B
$9.14M 0.02%
603,853
-10,004
-2% -$152K
DNB
771
DELISTED
Dun & Bradstreet
DNB
$9.11M 0.02%
82,676
+3,918
+5% +$411K
CDNS icon
772
Cadence Design Systems
CDNS
$90B
$9.11M 0.02%
520,625
+112,118
+27% +$1.79M
WFT
773
DELISTED
Weatherford International plc
WFT
$9.1M 0.02%
395,480
+3,169
+0.8% +$65.2K
ODP
774
DELISTED
ODP
ODP
$9.07M 0.02%
159,421
-21,386
-12% -$1.04M
IMO icon
775
Imperial Oil
IMO
$62.1B
$9.06M 0.02%
172,213
-53,394
-24% -$2.63M
29 30
31
32 33

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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.