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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
JKHY icon
801
Jack Henry & Associates
JKHY
$10.7B
$8.6M 0.02%
144,651
+1,220
+0.9% +$69.6K
ABB
802
DELISTED
ABB Ltd
ABB
$8.6M 0.02%
373,411
-241,456
-39% -$5.84M
TOWR
803
DELISTED
Tower International, Inc.
TOWR
$8.56M 0.02%
232,422
+27,918
+14% +$843K
BND icon
804
Vanguard Total Bond Market
BND
$157B
$8.53M 0.02%
103,771
-376,457
-78% -$30.8M
AAL icon
805
American Airlines Group
AAL
$9.58B
$8.51M 0.02%
197,971
+29,915
+18% +$1.17M
LQD icon
806
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
$8.47M 0.02%
71,035
+2,425
+4% +$287K
SDX
807
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$8.47M 0.02%
78,638
+566
+0.7% +$61K
NDAQ icon
808
Nasdaq
NDAQ
$51.5B
$8.43M 0.02%
654,564
+71,835
+12% +$878K
PPLI
809
People Inc
PPLI
$3.1B
$8.43M 0.02%
680,967
-188,593
-22% -$2.26M
DINO icon
810
HF Sinclair
DINO
$15.9B
$8.39M 0.02%
192,075
-6,059
-3% -$297K
PVA
811
DELISTED
PENN VIRGINIA CORP
PVA
$8.36M 0.02%
493,108
+38,202
+8% +$606K
BOE icon
812
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$8.33M 0.02%
553,725
+264,930
+92% +$3.94M
RELX icon
813
RELX
RELX
$60.1B
$8.31M 0.02%
514,008
+12,676
+3% +$195K
PACW
814
DELISTED
PacWest Bancorp
PACW
$8.31M 0.02%
192,491
+53,990
+39% +$2.25M
TDG icon
815
TransDigm Group
TDG
$69.2B
$8.3M 0.02%
49,618
-8
-0% -$1.44K
AYI icon
816
Acuity Brands
AYI
$9.88B
$8.3M 0.02%
60,015
-602
-1% -$76.5K
DHI icon
817
D.R. Horton
DHI
$41B
$8.29M 0.02%
337,412
+12,493
+4% +$286K
DRI icon
818
Darden Restaurants
DRI
$22.5B
$8.29M 0.02%
200,318
-20,359
-9% -$902K
AVK
819
Advent Convertible and Income Fund
AVK
$544M
$8.28M 0.02%
451,523
+80,571
+22% +$1.45M
VYX icon
820
NCR Voyix
VYX
$1.06B
$8.27M 0.02%
384,258
+26,995
+8% +$545K
CNX icon
821
CNX Resources
CNX
$4.85B
$8.27M 0.02%
215,431
-18,661
-8% -$684K
PTEN icon
822
Patterson-UTI
PTEN
$3.87B
$8.26M 0.02%
236,260
+7,821
+3% +$257K
KOF icon
823
Coca-Cola Femsa
KOF
$21.6B
$8.25M 0.02%
72,573
+4,186
+6% +$472K
TE
824
DELISTED
TECO ENERGY INC
TE
$8.21M 0.02%
444,460
+3,408
+0.8% +$59.9K
VMW
825
DELISTED
VMware, Inc
VMW
$8.2M 0.02%
84,742
+9,158
+12% +$890K
31 32
33
34 35

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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.