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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
EME icon
1201
Emcor
EME
$33.1B
$4.33M 0.01%
97,234
+5,825
+6% +$264K
TIME
1202
DELISTED
Time Inc.
TIME
$4.33M 0.01%
+178,726
New +$4.18M
EHC icon
1203
Encompass Health
EHC
$11.2B
$4.32M 0.01%
151,494
-79,780
-34% -$2.22M
LYV icon
1204
Live Nation Entertainment
LYV
$41.2B
$4.31M 0.01%
174,568
+21,185
+14% +$476K
SBW
1205
DELISTED
Western Asset Worldwide Income
SBW
$4.31M 0.01%
327,611
+52,874
+19% +$677K
SR icon
1206
Spire
SR
$4.92B
$4.3M 0.01%
88,607
+4,074
+5% +$190K
NTRI
1207
DELISTED
NutriSystem, Inc.
NTRI
$4.3M 0.01%
251,142
+38,315
+18% +$611K
UVV icon
1208
Universal Corp
UVV
$1.34B
$4.3M 0.01%
77,622
+3,447
+5% +$188K
CNSL
1209
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.29M 0.01%
192,861
+12,208
+7% +$247K
MGEE icon
1210
MGE Energy Inc
MGEE
$3.11B
$4.29M 0.01%
108,519
-5,751
-5% -$219K
DLB icon
1211
Dolby
DLB
$4.72B
$4.28M 0.01%
99,174
+15,312
+18% +$639K
VOYA icon
1212
Voya Financial
VOYA
$8.94B
$4.27M 0.01%
117,464
+38,439
+49% +$1.37M
FR icon
1213
First Industrial Realty Trust
FR
$8.88B
$4.26M 0.01%
226,326
-305
-0.1% -$5.69K
EON
1214
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$4.26M 0.01%
206,328
+19,441
+10% +$401K
PNK
1215
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.25M 0.01%
168,751
-8,223
-5% -$195K
KRC icon
1216
Kilroy Realty
KRC
$4.58B
$4.24M 0.01%
68,142
+1,817
+3% +$110K
SAFM
1217
DELISTED
Sanderson Farms Inc
SAFM
$4.24M 0.01%
43,635
+2,217
+5% +$192K
WTS icon
1218
Watts Water Technologies
WTS
$11.5B
$4.23M 0.01%
68,510
+2,796
+4% +$161K
GRFS
1219
Grifois
GRFS
$5.16B
$4.22M 0.01%
191,412
+15,900
+9% +$333K
DHC
1220
Diversified Healthcare Trust
DHC
$2.26B
$4.21M 0.01%
174,732
+37,050
+27% +$866K
PNY
1221
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.2M 0.01%
112,246
+5,417
+5% +$194K
ABG icon
1222
Asbury Automotive
ABG
$4.19B
$4.2M 0.01%
61,071
-8,562
-12% -$529K
EDE
1223
DELISTED
Empire District Electric
EDE
$4.19M 0.01%
162,992
+4,661
+3% +$113K
BXMX
1224
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$4.18M 0.01%
318,572
+74,533
+31% +$957K
CHE icon
1225
Chemed
CHE
$6.78B
$4.17M 0.01%
44,537
+286
+0.6% +$25.4K
47 48
49
50 51

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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.