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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
DRE
951
DELISTED
Duke Realty Corp.
DRE
$6.26M 0.01%
344,740
+19,399
+6% +$339K
SYA
952
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$6.26M 0.01%
275,127
+5,034
+2% +$105K
SOHU
953
Sohu.com
SOHU
$336M
$6.25M 0.01%
108,276
+6,652
+7% +$388K
LUX
954
DELISTED
Luxottica Group
LUX
$6.23M 0.01%
107,536
-193
-0.2% -$10.9K
EWX icon
955
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$662M
$6.21M 0.01%
+123,392
New +$6M
GDO
956
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$6.21M 0.01%
332,099
+17,477
+6% +$326K
FCH
957
DELISTED
Felcor Lodging Trust
FCH
$6.16M 0.01%
585,845
-8,325
-1% -$80.1K
CPAY icon
958
Corpay
CPAY
$24.2B
$6.14M 0.01%
46,614
+18,770
+67% +$2.29M
TQNT
959
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$6.12M 0.01%
387,379
+23,969
+7% +$355K
TLS
960
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$6.09M 0.01%
247,735
+16,068
+7% +$395K
FRGI
961
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$6.09M 0.01%
131,168
-6,662
-5% -$269K
TFX icon
962
Teleflex
TFX
$5.85B
$6.07M 0.01%
57,477
+11,143
+24% +$1.17M
MTW icon
963
Manitowoc
MTW
$516M
$6.07M 0.01%
203,821
-7,761
-4% -$206K
GXP
964
DELISTED
Great Plains Energy Incorporated
GXP
$6.03M 0.01%
224,427
+7,742
+4% +$202K
PMC
965
DELISTED
PharMerica Corporation
PMC
$6.02M 0.01%
210,670
+16,883
+9% +$470K
QGENF
966
DELISTED
QIAGEN NV
QGENF
$6.01M 0.01%
245,638
+20,740
+9% +$507K
HMN icon
967
Horace Mann Educators
HMN
$2.1B
$5.97M 0.01%
190,852
+3,023
+2% +$89.5K
PDCO
968
DELISTED
Patterson Companies, Inc.
PDCO
$5.95M 0.01%
150,661
-5,156
-3% -$208K
CBT icon
969
Cabot Corp
CBT
$4.65B
$5.95M 0.01%
102,563
-2,830
-3% -$165K
FBIN icon
970
Fortune Brands Innovations
FBIN
$6.12B
$5.93M 0.01%
173,788
+4,908
+3% +$168K
OWW
971
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$5.92M 0.01%
665,673
-9,616
-1% -$74.3K
WDR
972
DELISTED
Waddell & Reed Financial, Inc.
WDR
$5.91M 0.01%
94,427
+15,312
+19% +$991K
CNQ icon
973
Canadian Natural Resources
CNQ
$96.9B
$5.88M 0.01%
265,175
+111,788
+73% +$2.24M
CRZO
974
DELISTED
Carrizo Oil & Gas Inc
CRZO
$5.87M 0.01%
84,808
+9,683
+13% +$561K
LTM
975
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$5.86M 0.01%
436,884
-2,715
-0.6% -$39.8K
37 38
39
40 41

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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.