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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
CHH icon
1326
Choice Hotels
CHH
$5.17B
$3.71M 0.01%
78,728
-1,811
-2% -$81.6K
ITG
1327
DELISTED
Investment Technology Group Inc
ITG
$3.71M 0.01%
219,594
+47,788
+28% +$904K
BKW
1328
DELISTED
BURGER KING WORLDWIDE
BKW
$3.71M 0.01%
136,137
-9,623
-7% -$250K
RY icon
1329
Royal Bank of Canada
RY
$289B
$3.7M 0.01%
51,856
+2,531
+5% +$172K
VOLV
1330
DELISTED
VOLVO A B ADR-B
VOLV
$3.7M 0.01%
267,900
+5,925
+2% +$81.8K
IRS
1331
IRSA Inversiones y Representaciones
IRS
$1.29B
$3.69M 0.01%
234,004
+71
+0% +$985
EGP icon
1332
EastGroup Properties
EGP
$11.3B
$3.69M 0.01%
57,434
+7,737
+16% +$491K
LAZ icon
1333
Lazard
LAZ
$4.21B
$3.69M 0.01%
71,528
+64
+0.1% +$3.15K
AMRI
1334
DELISTED
Albany Molecular Research Inc
AMRI
$3.69M 0.01%
183,144
-10,784
-6% -$183K
CIM
1335
Chimera Investment
CIM
$1.05B
$3.68M 0.01%
76,858
+3,580
+5% +$168K
ALGN icon
1336
Align Technology
ALGN
$12.2B
$3.68M 0.01%
65,613
+640
+1% +$33.3K
BHE icon
1337
Benchmark Electronics
BHE
$2.78B
$3.67M 0.01%
143,984
+11,627
+9% +$273K
QCOR
1338
DELISTED
QUESTCOR PHARMA INC
QCOR
$3.66M 0.01%
39,567
+11,361
+40% +$973K
PLCM
1339
DELISTED
POLYCOM INC
PLCM
$3.65M 0.01%
291,408
+30,720
+12% +$390K
GTN icon
1340
Gray Television
GTN
$414M
$3.64M 0.01%
277,466
-32,101
-10% -$360K
SHG icon
1341
Shinhan Financial Group
SHG
$33.5B
$3.64M 0.01%
79,356
-306
-0.4% -$13.7K
ACM icon
1342
Aecom
ACM
$9.13B
$3.63M 0.01%
112,715
+4,535
+4% +$146K
DIOD icon
1343
Diodes
DIOD
$3.86B
$3.63M 0.01%
125,158
+9,298
+8% +$257K
IRM icon
1344
Iron Mountain
IRM
$37.3B
$3.61M 0.01%
110,165
+1,723
+2% +$46.7K
WPG
1345
DELISTED
Washington Prime Group Inc.
WPG
$3.61M 0.01%
+21,394
New +$3.72M
NAVG
1346
DELISTED
Navigators Group Inc
NAVG
$3.6M 0.01%
107,508
+734
+0.7% +$22.5K
BNA
1347
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
$3.6M 0.01%
331,809
+71,334
+27% +$756K
ISD
1348
PGIM High Yield Bond Fund
ISD
$414M
$3.6M 0.01%
200,318
+24,112
+14% +$431K
TTWO icon
1349
Take-Two Interactive
TTWO
$44.7B
$3.6M 0.01%
161,810
+33,777
+26% +$692K
PNFP icon
1350
Pinnacle Financial Partners Inc
PNFP
$15.6B
$3.6M 0.01%
91,083
+653
+0.7% +$23.4K
52 53
54
55 56

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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.