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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
HAR
426
DELISTED
Harman International Industries
HAR
$20.9M 0.05%
194,630
-18,910
-9% -$2.01M
BRG
427
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
$20.9M 0.05%
978,104
+43,161
+5% +$922K
GME icon
428
GameStop
GME
$9.5B
$20.8M 0.05%
2,052,572
+68,504
+3% +$671K
RIO icon
429
Rio Tinto
RIO
$148B
$20.7M 0.05%
380,672
+11,375
+3% +$617K
ROP icon
430
Roper Technologies
ROP
$36.3B
$20.6M 0.05%
141,190
-1,110
-0.8% -$155K
BBBY
431
DELISTED
Bed Bath & Beyond Inc
BBBY
$20.6M 0.05%
359,018
+8,845
+3% +$552K
CERN
432
DELISTED
Cerner Corp
CERN
$20.6M 0.05%
398,980
+40
+0% +$2.1K
HIT
433
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$20.4M 0.05%
278,185
+23,993
+9% +$1.76M
EQIX icon
434
Equinix
EQIX
$107B
$20.4M 0.05%
97,092
+33,651
+53% +$6.48M
MAN icon
435
ManpowerGroup
MAN
$2.39B
$20.3M 0.05%
238,919
+16,474
+7% +$1.34M
DOC icon
436
Healthpeak Properties
DOC
$15.4B
$20.3M 0.05%
537,609
+36,393
+7% +$1.37M
BT
437
DELISTED
BT Group plc (ADR)
BT
$20.2M 0.05%
616,874
+7,852
+1% +$252K
SJM icon
438
J.M. Smucker
SJM
$12.6B
$20.2M 0.05%
189,821
+6,116
+3% +$614K
HBAN icon
439
Huntington Bancshares
HBAN
$35.1B
$20.2M 0.05%
2,120,298
-167,357
-7% -$1.57M
FSLR icon
440
First Solar
FSLR
$21.8B
$20.2M 0.05%
284,441
+64,919
+30% +$4.3M
AKZOY
441
DELISTED
Akzo Nobel NV
AKZOY
$20.2M 0.05%
808,080
+30,438
+4% +$759K
MGA icon
442
Magna International
MGA
$17.9B
$20.2M 0.05%
374,030
+52,316
+16% +$2.66M
CHTR icon
443
Charter Communications
CHTR
$14.7B
$20.1M 0.05%
126,702
+10,054
+9% +$1.39M
URI icon
444
United Rentals
URI
$71.1B
$20.1M 0.05%
191,530
-5,391
-3% -$527K
SMFG icon
445
Sumitomo Mitsui Financial
SMFG
$166B
$20M 0.05%
2,365,680
+196,649
+9% +$1.62M
TPR icon
446
Tapestry
TPR
$28.8B
$20M 0.05%
585,342
+119,106
+26% +$5.11M
WBD icon
447
Warner Bros
WBD
$64.6B
$19.9M 0.04%
523,633
+74,668
+17% +$2.94M
BHP icon
448
BHP
BHP
$213B
$19.8M 0.04%
342,908
+13,340
+4% +$784K
PAYX icon
449
Paychex
PAYX
$40.4B
$19.8M 0.04%
476,964
-10,722
-2% -$441K
LVS icon
450
Las Vegas Sands
LVS
$30.5B
$19.5M 0.04%
256,031
+914
+0.4% +$69.5K
16 17
18
19 20

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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.