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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
DNR
826
DELISTED
Denbury Resources, Inc.
DNR
$8.19M 0.02%
443,642
-13,363
-3% -$230K
SMG icon
827
ScottsMiracle-Gro
SMG
$4.03B
$8.16M 0.02%
143,553
-298
-0.2% -$17.8K
ITY
828
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
$8.14M 0.02%
90,058
+4,754
+6% +$430K
ATI icon
829
ATI
ATI
$27B
$8.03M 0.02%
178,071
+1,226
+0.7% +$50.2K
JLA
830
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
$8.03M 0.02%
603,999
-144,555
-19% -$1.9M
CE icon
831
Celanese
CE
$5.09B
$8M 0.02%
124,485
+8,799
+8% +$534K
MINI
832
DELISTED
Mobile Mini Inc
MINI
$7.99M 0.02%
166,754
+359
+0.2% +$15.9K
TRMB icon
833
Trimble
TRMB
$12.3B
$7.99M 0.02%
216,098
+3,048
+1% +$114K
VAL
834
DELISTED
Valspar
VAL
$7.97M 0.02%
104,614
-532
-0.5% -$39.4K
CVC
835
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$7.94M 0.02%
449,787
+3,843
+0.9% +$65.7K
QEP
836
DELISTED
QEP RESOURCES, INC.
QEP
$7.92M 0.02%
229,542
-7,462
-3% -$236K
EQNR icon
837
Equinor
EQNR
$95.9B
$7.91M 0.02%
256,403
+12,893
+5% +$388K
CNO icon
838
CNO Financial Group
CNO
$4.97B
$7.9M 0.02%
443,910
-17,793
-4% -$303K
DB icon
839
Deutsche Bank
DB
$66.3B
$7.89M 0.02%
251,347
-40,372
-14% -$1.44M
FWONA icon
840
Liberty Media Series A
FWONA
$22.3B
$7.88M 0.02%
324,488
+14,647
+5% +$336K
LBTYA icon
841
Liberty Global Class A
LBTYA
$3.31B
$7.87M 0.02%
215,880
-50,565
-19% -$1.77M
PVH icon
842
PVH
PVH
$3.71B
$7.87M 0.02%
67,518
+2,173
+3% +$270K
PWR icon
843
Quanta Services
PWR
$93.9B
$7.87M 0.02%
227,454
-4,934
-2% -$171K
DAN icon
844
Dana Inc
DAN
$2.91B
$7.82M 0.02%
320,347
+21,171
+7% +$474K
WCC
845
WESCO International
WCC
$16.2B
$7.81M 0.02%
90,391
+26,345
+41% +$2.3M
SWKS icon
846
Skyworks Solutions
SWKS
$9.06B
$7.78M 0.02%
165,719
-17,524
-10% -$738K
RCL icon
847
Royal Caribbean
RCL
$78.7B
$7.78M 0.02%
139,851
-219
-0.2% -$11.8K
SPB icon
848
Spectrum Brands
SPB
$2.04B
$7.76M 0.02%
90,232
-16,754
-16% -$1.31M
SON icon
849
Sonoco
SON
$5.76B
$7.75M 0.02%
176,479
-11,595
-6% -$490K
BPOP icon
850
Popular Inc
BPOP
$11B
$7.71M 0.02%
225,677
+25,925
+13% +$799K
32 33
34
35 36

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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.