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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
KUB
1051
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$5.3M 0.01%
74,641
+5,753
+8% +$409K
PHG icon
1052
Philips
PHG
$25.4B
$5.27M 0.01%
239,343
-15,167
-6% -$341K
ITGR icon
1053
Integer Holdings
ITGR
$3.35B
$5.27M 0.01%
117,750
+3,146
+3% +$135K
SNI
1054
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$5.25M 0.01%
64,752
+667
+1% +$51K
UVE icon
1055
Universal Insurance Holdings
UVE
$1.16B
$5.25M 0.01%
405,004
+24,268
+6% +$319K
WTW icon
1056
Willis Towers Watson
WTW
$27.9B
$5.25M 0.01%
45,774
-1,325
-3% -$149K
CVG
1057
DELISTED
Convergys
CVG
$5.25M 0.01%
244,836
+3,143
+1% +$68.2K
WBMD
1058
DELISTED
WebMD Health Corp.
WBMD
$5.25M 0.01%
108,674
+6,009
+6% +$262K
VER
1059
DELISTED
VEREIT, Inc.
VER
$5.24M 0.01%
83,668
+41,631
+99% +$2.68M
MKTAY
1060
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$5.23M 0.01%
84,441
+5,923
+8% +$367K
HE icon
1061
Hawaiian Electric Industries
HE
$2.33B
$5.21M 0.01%
205,808
-2,050
-1% -$49.9K
AAUK
1062
DELISTED
ANGLO AMER PLC NEW ADR UK
AAUK
$5.19M 0.01%
423,321
+20,017
+5% +$246K
CNW
1063
DELISTED
CON-WAY INC.
CNW
$5.19M 0.01%
102,902
+2,854
+3% +$128K
ATO icon
1064
Atmos Energy
ATO
$29.9B
$5.18M 0.01%
97,067
+1,446
+2% +$73.1K
BBAR icon
1065
BBVA Argentina
BBAR
$3.85B
$5.18M 0.01%
445,041
+76
+0% +$742
NXST icon
1066
Nexstar Media Group
NXST
$5.6B
$5.18M 0.01%
100,373
-759
-0.8% -$32.5K
RFMD
1067
DELISTED
RF MICRO DEVICES INC
RFMD
$5.18M 0.01%
540,080
-28,186
-5% -$250K
VRNT
1068
DELISTED
Verint Systems
VRNT
$5.17M 0.01%
207,051
+12,064
+6% +$284K
DCM
1069
DELISTED
NTT DOCOMO, Inc.
DCM
$5.17M 0.01%
302,748
+15,459
+5% +$251K
NUVA
1070
DELISTED
NuVasive, Inc.
NUVA
$5.17M 0.01%
145,326
-449
-0.3% -$15.4K
MCY icon
1071
Mercury Insurance
MCY
$5.94B
$5.17M 0.01%
109,812
+16,308
+17% +$766K
XYL icon
1072
Xylem
XYL
$28.5B
$5.16M 0.01%
132,060
+5,092
+4% +$190K
THO icon
1073
Thor Industries
THO
$3.99B
$5.15M 0.01%
90,554
+3,237
+4% +$194K
B
1074
DELISTED
Barnes Group Inc.
B
$5.15M 0.01%
133,541
+1,626
+1% +$62K
AGU
1075
DELISTED
Agrium
AGU
$5.15M 0.01%
56,156
+6,195
+12% +$575K
41 42
43
44 45

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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.