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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
DIN icon
1501
Dine Brands
DIN
$448M
$3.05M 0.01%
38,420
-2,504
-6% -$198K
ZD icon
1502
Ziff Davis
ZD
$1.93B
$3.05M 0.01%
69,064
+1,780
+3% +$74.3K
ADEA icon
1503
Adeia
ADEA
$2.88B
$3.05M 0.01%
521,946
+8,690
+2% +$51.1K
HOUS
1504
DELISTED
Anywhere Real Estate
HOUS
$3.05M 0.01%
80,782
+10,699
+15% +$415K
IBKC
1505
DELISTED
IBERIABANK Corp
IBKC
$3.04M 0.01%
43,885
+3,449
+9% +$226K
ULTA icon
1506
Ulta Beauty
ULTA
$20.7B
$3.04M 0.01%
33,202
-1,541
-4% -$139K
ZINC
1507
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$3.04M 0.01%
166,214
-1,036
-0.6% -$17.2K
ETO
1508
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$493M
$3.03M 0.01%
117,037
-156,227
-57% -$3.88M
AMCX icon
1509
AMC Global Media
AMCX
$445M
$3.03M 0.01%
49,240
+1,071
+2% +$68.5K
IFX
1510
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$3.02M 0.01%
242,437
+4,715
+2% +$58.7K
CUZ icon
1511
Cousins Properties
CUZ
$5.28B
$3.02M 0.01%
85,840
+1,344
+2% +$45K
EVER
1512
DELISTED
Everbank Financial Corp
EVER
$3.01M 0.01%
149,461
-29,994
-17% -$578K
AWR icon
1513
American States Water
AWR
$3.37B
$3.01M 0.01%
90,536
-2,551
-3% -$78.1K
VIPS icon
1514
Vipshop
VIPS
$7.08B
$3.01M 0.01%
160,180
+143,470
+859% +$2.3M
BKU icon
1515
Bankunited
BKU
$3.36B
$3M 0.01%
89,651
-61,288
-41% -$2.03M
EWBC icon
1516
East-West Bancorp
EWBC
$17.8B
$2.99M 0.01%
85,552
+5,367
+7% +$186K
CYT
1517
DELISTED
CYTEC INDS INC
CYT
$2.99M 0.01%
56,762
+580
+1% +$28.7K
EOD
1518
Allspring Global Dividend Opportunity Fund
EOD
$276M
$2.99M 0.01%
352,307
+221,076
+168% +$1.81M
NTCT icon
1519
NETSCOUT
NTCT
$2.86B
$2.99M 0.01%
67,359
+14,028
+26% +$545K
QUAD icon
1520
Quad
QUAD
$438M
$2.98M 0.01%
133,002
-1,906
-1% -$40.9K
CKH
1521
DELISTED
Seacor Holdings Inc.
CKH
$2.97M 0.01%
37,384
-1,405
-4% -$112K
WRI
1522
DELISTED
Weingarten Realty Investors
WRI
$2.96M 0.01%
90,243
-2,078
-2% -$65.3K
WNR
1523
DELISTED
Western Refining Inc
WNR
$2.96M 0.01%
78,869
-15,734
-17% -$634K
OHI icon
1524
Omega Healthcare
OHI
$15.3B
$2.96M 0.01%
80,266
+1,094
+1% +$39K
RJET
1525
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$2.95M 0.01%
271,884
+20,197
+8% +$196K
59 60
61
62 63

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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.