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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
FAF icon
1401
First American
FAF
$7.79B
$3.39M 0.01%
122,127
+12,549
+11% +$342K
CNK icon
1402
Cinemark Holdings
CNK
$3.93B
$3.39M 0.01%
95,948
-1,228
-1% -$37.6K
TK icon
1403
Teekay
TK
$974M
$3.39M 0.01%
54,504
-3,772
-6% -$218K
ALE
1404
DELISTED
Allete
ALE
$3.39M 0.01%
65,993
+17,040
+35% +$856K
NXZ
1405
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$3.39M 0.01%
243,826
+32,850
+16% +$456K
ENB icon
1406
Enbridge
ENB
$121B
$3.39M 0.01%
71,325
+14,083
+25% +$667K
BSMX
1407
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$3.38M 0.01%
254,807
-16,015
-6% -$204K
DRC
1408
DELISTED
DRESSER-RAND GROUP INC
DRC
$3.38M 0.01%
53,000
+445
+0.8% +$27.2K
H icon
1409
Hyatt Hotels
H
$18B
$3.38M 0.01%
55,356
+11,270
+26% +$650K
NDSN icon
1410
Nordson
NDSN
$16.6B
$3.38M 0.01%
42,092
+429
+1% +$33K
WAL icon
1411
Western Alliance Bancorporation
WAL
$9.04B
$3.38M 0.01%
141,795
-3,086
-2% -$72.5K
YPF icon
1412
YPF
YPF
$20B
$3.37M 0.01%
103,021
+94,081
+1,052% +$2.88M
ATHN
1413
DELISTED
Athenahealth, Inc.
ATHN
$3.37M 0.01%
26,911
+1,003
+4% +$130K
WDFC icon
1414
WD-40
WDFC
$3.13B
$3.37M 0.01%
44,737
+2,842
+7% +$208K
WTRG icon
1415
Essential Utilities
WTRG
$11.2B
$3.36M 0.01%
128,206
+3,249
+3% +$81.7K
ICLR icon
1416
Icon
ICLR
$13B
$3.36M 0.01%
71,330
+46,052
+182% +$1.99M
CBL
1417
DELISTED
CBL& Associates Properties, Inc.
CBL
$3.35M 0.01%
176,578
+9,806
+6% +$181K
ICON
1418
DELISTED
Iconix Brand Group, Inc.
ICON
$3.35M 0.01%
7,814
-781
-9% -$322K
SCS
1419
DELISTED
Steelcase
SCS
$3.35M 0.01%
221,615
-974
-0.4% -$16K
RYL
1420
DELISTED
RYLAND GROUP INC
RYL
$3.35M 0.01%
85,025
-13,122
-13% -$504K
MUE
1421
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.35M 0.01%
252,582
+36,680
+17% +$481K
NCI
1422
DELISTED
Navigant Consulting, Inc.
NCI
$3.34M 0.01%
191,499
+7,616
+4% +$132K
MBFI
1423
DELISTED
MB Financial Corp
MBFI
$3.34M 0.01%
123,501
-2,985
-2% -$83.4K
PRI icon
1424
Primerica
PRI
$9.81B
$3.34M 0.01%
69,708
+210
+0.3% +$9.64K
TTEC icon
1425
TTEC Holdings
TTEC
$107M
$3.33M 0.01%
115,047
-1,757
-2% -$45.5K
55 56
57
58 59

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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.