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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
LII icon
1476
Lennox International
LII
$19B
$3.14M 0.01%
35,033
-5,300
-13% -$461K
NP
1477
DELISTED
Neenah, Inc. Common Stock
NP
$3.14M 0.01%
59,046
-113
-0.2% -$5.75K
TNC icon
1478
Tennant Co
TNC
$1.48B
$3.14M 0.01%
41,105
-2,076
-5% -$135K
MSTR icon
1479
Strategy Inc
MSTR
$36B
$3.13M 0.01%
222,830
+56,470
+34% +$721K
LNW
1480
DELISTED
Light & Wonder
LNW
$3.13M 0.01%
281,531
+23,389
+9% +$253K
HAIN icon
1481
Hain Celestial
HAIN
$46M
$3.12M 0.01%
70,386
-772
-1% -$34.4K
ESI
1482
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$3.11M 0.01%
186,334
+12,493
+7% +$285K
RVBD
1483
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$3.11M 0.01%
150,739
-432
-0.3% -$8.54K
GIII icon
1484
G-III Apparel Group
GIII
$1.52B
$3.1M 0.01%
76,010
+908
+1% +$34.3K
NOW icon
1485
ServiceNow
NOW
$109B
$3.1M 0.01%
250,370
+38,380
+18% +$410K
YELL
1486
DELISTED
Yellow Corporation Common Stock
YELL
$3.1M 0.01%
110,280
+8,810
+9% +$196K
AIR icon
1487
AAR Corp
AIR
$5.46B
$3.09M 0.01%
112,179
+15,821
+16% +$410K
CNVR
1488
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$3.09M 0.01%
121,582
+700
+0.6% +$17.5K
DEI icon
1489
Douglas Emmett
DEI
$2.03B
$3.08M 0.01%
109,337
-6,118
-5% -$170K
ABCO
1490
DELISTED
Advisory Board Co
ABCO
$3.08M 0.01%
59,487
-1,708
-3% -$92.4K
CHT icon
1491
Chunghwa Telecom
CHT
$33.4B
$3.08M 0.01%
96,145
+41
+0% +$1.29K
ONIT
1492
Onity Group
ONIT
$336M
$3.08M 0.01%
5,539
+153
+3% +$83.2K
LHO
1493
DELISTED
LaSalle Hotel Properties
LHO
$3.08M 0.01%
87,249
-277
-0.3% -$9.2K
MIDD icon
1494
Middleby
MIDD
$6.15B
$3.08M 0.01%
37,211
-1,030
-3% -$84.8K
DY icon
1495
Dycom Industries
DY
$12.7B
$3.08M 0.01%
98,228
-238
-0.2% -$7.41K
CSGS
1496
DELISTED
CSG Systems International
CSGS
$3.08M 0.01%
117,782
-11,707
-9% -$305K
MSGS icon
1497
Madison Square Garden
MSGS
$9.57B
$3.07M 0.01%
68,834
+11,070
+19% +$435K
GES
1498
DELISTED
Guess Inc
GES
$3.06M 0.01%
113,373
+19,126
+20% +$518K
EAD
1499
Allspring Income Opportunities Fund
EAD
$372M
$3.06M 0.01%
320,045
+160,604
+101% +$1.53M
SLH
1500
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$3.06M 0.01%
45,543
-122
-0.3% -$7.95K
58 59
60
61 62

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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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ACI
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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.