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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
ALLE icon
901
Allegion
ALLE
$13B
$7.08M 0.02%
124,912
+5,673
+5% +$298K
PPS
902
DELISTED
Post Properties
PPS
$7.06M 0.02%
132,103
+97,836
+286% +$5.01M
PUB
903
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.06M 0.02%
333,606
+27,565
+9% +$583K
AJG icon
904
Arthur J. Gallagher & Co
AJG
$63.7B
$7.05M 0.02%
151,354
+14,321
+10% +$653K
ANF icon
905
Abercrombie & Fitch
ANF
$4.17B
$7.04M 0.02%
162,835
-24,318
-13% -$939K
VRSK icon
906
Verisk Analytics
VRSK
$26.4B
$6.98M 0.02%
116,300
+2,156
+2% +$129K
FHN icon
907
First Horizon
FHN
$12.1B
$6.98M 0.02%
588,395
-94,377
-14% -$1.1M
SBS icon
908
Sabesp
SBS
$19.7B
$6.98M 0.02%
3,356,107
-2,774
-0.1% -$5.32K
ALR
909
DELISTED
Alere Inc
ALR
$6.95M 0.02%
185,836
+15,048
+9% +$536K
WLL
910
DELISTED
Whiting Petroleum Corporation
WLL
$6.94M 0.02%
288
+15
+5% +$333K
SINA
911
DELISTED
Sina Corp
SINA
$6.93M 0.02%
139,227
+9,018
+7% +$443K
CMRE icon
912
Costamare
CMRE
$1.9B
$6.92M 0.02%
296,716
+9,113
+3% +$199K
BIO icon
913
Bio-Rad Laboratories Class A
BIO
$8.42B
$6.89M 0.02%
57,528
-218
-0.4% -$26.6K
SONC
914
DELISTED
Sonic Corp
SONC
$6.88M 0.02%
311,422
-15,979
-5% -$337K
BRFS
915
DELISTED
BRF SA
BRFS
$6.87M 0.02%
282,713
+10,293
+4% +$233K
X
916
DELISTED
US Steel
X
$6.85M 0.02%
263,101
-43,829
-14% -$1.12M
BKT icon
917
BlackRock Income Trust
BKT
$330M
$6.81M 0.02%
341,917
+86,052
+34% +$1.7M
ENOV icon
918
Enovis
ENOV
$1.56B
$6.81M 0.02%
53,074
+34,649
+188% +$4.33M
MFG icon
919
Mizuho Financial
MFG
$129B
$6.79M 0.02%
1,652,653
+69,455
+4% +$276K
AWP
920
abrdn Global Premier Properties Fund
AWP
$377M
$6.79M 0.02%
304,089
+25,224
+9% +$547K
FLG
921
Flagstar Bank National Association
FLG
$5.77B
$6.78M 0.02%
141,497
-7,412
-5% -$348K
EAT icon
922
Brinker International
EAT
$8.02B
$6.78M 0.02%
139,362
+3,948
+3% +$198K
BIG
923
DELISTED
Big Lots, Inc.
BIG
$6.77M 0.02%
148,131
+237
+0.2% +$9.63K
SCI icon
924
Service Corp International
SCI
$11.4B
$6.71M 0.02%
323,726
-4,830
-1% -$94.4K
SVC
925
Service Properties Trust
SVC
$1.1B
$6.7M 0.02%
44,378
+1,057
+2% +$154K
35 36
37
38 39

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MCM
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PSUF
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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.