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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
CXT icon
1151
Crane NXT
CXT
$3.04B
$4.59M 0.01%
177,847
+49,657
+39% +$1.25M
TDW icon
1152
Tidewater
TDW
$3.91B
$4.59M 0.01%
2,536
+136
+6% +$226K
ANDE icon
1153
Andersons Inc
ANDE
$2.65B
$4.59M 0.01%
88,933
+1,026
+1% +$56.4K
BMO icon
1154
Bank of Montreal
BMO
$125B
$4.58M 0.01%
62,181
+1,970
+3% +$137K
SANM icon
1155
Sanmina
SANM
$11.2B
$4.57M 0.01%
200,669
+20,305
+11% +$411K
SITC icon
1156
SITE Centers
SITC
$230M
$4.56M 0.01%
200,870
+3,024
+2% +$66.9K
JGT
1157
DELISTED
NUVEEN DIVERSIFIED CURRENCY OPPORTUNIES FUND(USA)
JGT
$4.56M 0.01%
406,294
-99,238
-20% -$1.09M
RMD icon
1158
ResMed
RMD
$28.3B
$4.55M 0.01%
89,884
+2,405
+3% +$119K
SLXP
1159
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$4.55M 0.01%
36,883
+6,946
+23% +$768K
RYAAY icon
1160
Ryanair
RYAAY
$29.5B
$4.54M 0.01%
198,405
-5,921
-3% -$135K
UNS
1161
DELISTED
UNS ENERGY CORP COM
UNS
$4.54M 0.01%
75,095
+763
+1% +$46K
WRB icon
1162
W.R. Berkley
WRB
$28B
$4.53M 0.01%
330,443
+7,671
+2% +$99.7K
TMH
1163
DELISTED
Team Health Holdings Inc
TMH
$4.53M 0.01%
90,672
+5,601
+7% +$271K
FMS icon
1164
Fresenius Medical Care
FMS
$13.2B
$4.51M 0.01%
134,831
-19,298
-13% -$644K
FMBI
1165
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.51M 0.01%
264,839
-23,376
-8% -$386K
P
1166
DELISTED
Pandora Media Inc
P
$4.51M 0.01%
152,828
-28,628
-16% -$747K
SIX
1167
DELISTED
Six Flags Entertainment Corp.
SIX
$4.5M 0.01%
105,846
+7,670
+8% +$312K
NPO icon
1168
Enpro
NPO
$7.05B
$4.49M 0.01%
61,343
+73
+0.1% +$5.25K
AMCR
1169
DELISTED
AMCOR LTD ADR
AMCR
$4.48M 0.01%
113,907
+1,450
+1% +$57K
FNF icon
1170
Fidelity National Financial
FNF
$13.9B
$4.47M 0.01%
238,884
+6,134
+3% +$115K
GPI icon
1171
Group 1 Automotive
GPI
$3.94B
$4.46M 0.01%
52,948
-377
-0.7% -$28.1K
GATX icon
1172
GATX Corp
GATX
$6.55B
$4.46M 0.01%
66,641
+362
+0.5% +$23.7K
JBTM
1173
JBT Marel
JBTM
$7.14B
$4.46M 0.01%
143,841
+2,183
+2% +$64.9K
RJF icon
1174
Raymond James Financial
RJF
$32.5B
$4.45M 0.01%
131,705
+495
+0.4% +$16.5K
LPLA icon
1175
LPL Financial
LPLA
$26.3B
$4.45M 0.01%
89,390
+26,678
+43% +$1.29M
45 46
47
48 49

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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.