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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
CAB
1126
DELISTED
Cabela's Inc
CAB
$4.72M 0.01%
75,609
+23,972
+46% +$1.52M
MDAS
1127
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$4.72M 0.01%
206,570
+3,680
+2% +$86.1K
TCO
1128
DELISTED
Taubman Centers Inc.
TCO
$4.71M 0.01%
62,195
+1,629
+3% +$120K
PLXS icon
1129
Plexus
PLXS
$6.81B
$4.7M 0.01%
108,587
+13,759
+15% +$575K
EFII
1130
DELISTED
Electronics for Imaging
EFII
$4.7M 0.01%
103,949
-11,894
-10% -$481K
CNL
1131
DELISTED
CLECO CRP (HOLDING CO)
CNL
$4.7M 0.01%
79,661
+219
+0.3% +$11.4K
BDC icon
1132
Belden
BDC
$4B
$4.69M 0.01%
60,048
-1,653
-3% -$121K
HME
1133
DELISTED
HOME PROPERTIES, INC
HME
$4.69M 0.01%
73,340
+1,491
+2% +$91.8K
PDCE
1134
DELISTED
PDC Energy, Inc.
PDCE
$4.69M 0.01%
74,220
-3,364
-4% -$211K
WOLF icon
1135
Wolfspeed
WOLF
$1.2B
$4.68M 0.01%
93,764
-457
-0.5% -$22.7K
CLW icon
1136
Clearwater Paper
CLW
$271M
$4.68M 0.01%
75,852
+2,122
+3% +$133K
ON icon
1137
ON Semiconductor
ON
$33.8B
$4.68M 0.01%
511,690
+51,300
+11% +$467K
CNA icon
1138
CNA Financial
CNA
$14.5B
$4.67M 0.01%
115,492
-1,063
-0.9% -$43.6K
HRC
1139
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$4.67M 0.01%
112,407
+1,837
+2% +$71.4K
AMTD
1140
DELISTED
TD Ameritrade Holding Corp
AMTD
$4.66M 0.01%
148,682
+9,715
+7% +$301K
RGC
1141
DELISTED
Regal Entertainment Group
RGC
$4.66M 0.01%
220,675
-3,762
-2% -$73.6K
TEN
1142
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$4.66M 0.01%
70,858
+469
+0.7% +$29.1K
PANW icon
1143
Palo Alto Networks
PANW
$264B
$4.65M 0.01%
332,994
+77,292
+30% +$902K
DLX icon
1144
Deluxe
DLX
$1.19B
$4.64M 0.01%
79,273
+43
+0.1% +$2.35K
TIMB icon
1145
TIM SA
TIMB
$10.2B
$4.64M 0.01%
159,971
+8,057
+5% +$220K
BGY icon
1146
BlackRock Enhanced International Dividend Trust
BGY
$512M
$4.64M 0.01%
562,695
+29,315
+5% +$238K
DST
1147
DELISTED
DST Systems Inc.
DST
$4.63M 0.01%
100,514
-3,706
-4% -$171K
KNGT
1148
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$4.63M 0.01%
194,880
+23,370
+14% +$555K
SNP
1149
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.61M 0.01%
48,521
+6
+0% +$550
NJ
1150
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$4.61M 0.01%
299,524
+32,218
+12% +$469K
44 45
46
47 48

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MCM
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PSUF
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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.