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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
JBLU icon
1251
JetBlue
JBLU
$1.96B
$4.03M 0.01%
371,286
-17,044
-4% -$158K
IQI icon
1252
Invesco Quality Municipal Securities
IQI
$526M
$4.02M 0.01%
327,630
+56,852
+21% +$688K
SONY icon
1253
Sony
SONY
$123B
$4.02M 0.01%
1,198,850
-27,550
-2% -$95.2K
DSL
1254
DoubleLine Income Solutions Fund
DSL
$1.21B
$4.02M 0.01%
178,976
+21,087
+13% +$466K
TFSL icon
1255
TFS Financial
TFSL
$5.1B
$4.02M 0.01%
281,914
+21,377
+8% +$287K
CRK icon
1256
Comstock Resources
CRK
$3.97B
$4.02M 0.01%
27,858
+2,045
+8% +$269K
BSY
1257
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$4.01M 0.01%
63,964
+2,229
+4% +$140K
PCY icon
1258
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$4.01M 0.01%
137,407
+115
+0.1% +$3.3K
URBN icon
1259
Urban Outfitters
URBN
$5.99B
$4M 0.01%
118,276
-723
-0.6% -$25.3K
FDML
1260
DELISTED
Federal-Mogul Holdings Corporation
FDML
$4M 0.01%
197,812
+15,905
+9% +$285K
HLIT icon
1261
Harmonic Inc
HLIT
$1.21B
$4M 0.01%
536,332
+55,437
+12% +$399K
TUES
1262
DELISTED
Tuesday Morning Corp
TUES
$4M 0.01%
224,338
-2,314
-1% -$36.1K
KFY icon
1263
Korn Ferry
KFY
$3.98B
$4M 0.01%
136,019
+1,314
+1% +$38.8K
ACHC icon
1264
Acadia Healthcare
ACHC
$3.17B
$3.99M 0.01%
87,768
+6,883
+9% +$303K
VGR
1265
DELISTED
Vector Group Ltd.
VGR
$3.98M 0.01%
364,115
-13,191
-3% -$145K
PRA
1266
DELISTED
ProAssurance
PRA
$3.98M 0.01%
89,720
+2,340
+3% +$105K
SHLD
1267
DELISTED
Sears Holding Corporation
SHLD
$3.98M 0.01%
106,995
-45,126
-30% -$1.67M
PC
1268
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$3.98M 0.01%
326,914
+14,932
+5% +$182K
TPC
1269
Tutor Perini Cor
TPC
$4.57B
$3.97M 0.01%
125,183
+5,260
+4% +$159K
CPT icon
1270
Camden Property Trust
CPT
$11.3B
$3.97M 0.01%
55,794
+3,201
+6% +$223K
PES
1271
DELISTED
Pioneer Energy Services Corp.
PES
$3.97M 0.01%
226,259
+20,531
+10% +$308K
CBSH icon
1272
Commerce Bancshares
CBSH
$8.5B
$3.97M 0.01%
153,215
+3,793
+3% +$93.8K
TEN
1273
Tsakos Energy Navigation Ltd
TEN
$1.19B
$3.97M 0.01%
118,587
+37,258
+46% +$1.34M
YELP icon
1274
Yelp
YELP
$1.38B
$3.96M 0.01%
51,678
+22,561
+77% +$1.47M
CPLA
1275
DELISTED
Capella Education Company
CPLA
$3.96M 0.01%
72,817
+6,895
+10% +$395K
49 50
51
52 53

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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.