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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
ORLY icon
476
O'Reilly Automotive
ORLY
$72.4B
$18.4M 0.04%
1,827,780
-287,580
-14% -$2.84M
LVLT
477
DELISTED
Level 3 Communications Inc
LVLT
$18.3M 0.04%
417,329
+75,311
+22% +$3.16M
POM
478
DELISTED
PEPCO HOLDINGS, INC.
POM
$18.3M 0.04%
664,553
-35,564
-5% -$906K
MCHP icon
479
Microchip Technology
MCHP
$42.8B
$18.3M 0.04%
748,202
+30,094
+4% +$717K
ADSK icon
480
Autodesk
ADSK
$44.3B
$18.2M 0.04%
323,342
+68,189
+27% +$3.46M
BTZ icon
481
BlackRock Credit Allocation Income Trust
BTZ
$927M
$18.1M 0.04%
1,318,804
+68,211
+5% +$932K
CA
482
DELISTED
CA, Inc.
CA
$18.1M 0.04%
629,054
-114,724
-15% -$3.39M
SAN icon
483
Banco Santander
SAN
$194B
$18M 0.04%
1,906,517
+209,999
+12% +$1.93M
HDB icon
484
HDFC Bank
HDB
$119B
$18M 0.04%
1,540,576
-22,496
-1% -$247K
DGX icon
485
Quest Diagnostics
DGX
$25.1B
$18M 0.04%
307,122
+18,088
+6% +$1.06M
AGCO icon
486
AGCO
AGCO
$8.78B
$17.9M 0.04%
319,205
+18,613
+6% +$1.03M
HRI icon
487
Herc Holdings
HRI
$5.43B
$17.8M 0.04%
212,067
-567
-0.3% -$47.8K
RLY icon
488
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$17.7M 0.04%
573,957
-23,639
-4% -$717K
TSLA icon
489
Tesla
TSLA
$1.24T
$17.7M 0.04%
1,107,885
-82,665
-7% -$1.15M
ANZ
490
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$17.7M 0.04%
563,627
+51,821
+10% +$1.63M
AVB icon
491
AvalonBay Communities
AVB
$27.1B
$17.7M 0.04%
124,536
+1,784
+1% +$247K
COL
492
DELISTED
Rockwell Collins
COL
$17.7M 0.04%
226,617
-5,013
-2% -$394K
ETY icon
493
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
$17.7M 0.04%
1,513,213
-219,004
-13% -$2.5M
VOD icon
494
Vodafone
VOD
$34.9B
$17.7M 0.04%
529,023
-161,835
-23% -$5.73M
SU icon
495
Suncor Energy
SU
$77.7B
$17.6M 0.04%
412,805
+119,315
+41% +$4.65M
OCR
496
DELISTED
OMNICARE INC
OCR
$17.6M 0.04%
263,951
+326
+0.1% +$20.3K
NWSA icon
497
News Corp Class A
NWSA
$14.5B
$17.5M 0.04%
978,158
-124,222
-11% -$2.15M
NWL icon
498
Newell Brands
NWL
$2.16B
$17.5M 0.04%
565,057
-13,272
-2% -$397K
MORN icon
499
Morningstar
MORN
$6.56B
$17.4M 0.04%
241,653
-35,904
-13% -$2.63M
DNY
500
DELISTED
DONNELLEY R R & SONS CO
DNY
$17.3M 0.04%
1,021,467
-31,335
-3% -$531K
18 19
20
21 22

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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.