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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
AZN icon
551
AstraZeneca
AZN
$263B
$15.4M 0.03%
206,883
-20,842
-9% -$1.51M
TRIP icon
552
TripAdvisor
TRIP
$1.59B
$15.4M 0.03%
141,387
+24,059
+21% +$2.21M
AAP icon
553
Advance Auto Parts
AAP
$3.37B
$15.3M 0.03%
113,115
-1,731
-2% -$214K
OGE icon
554
OGE Energy
OGE
$10.3B
$15.3M 0.03%
390,405
-1,024
-0.3% -$37.5K
TKP
555
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$15.2M 0.03%
556,168
+95,069
+21% +$2.61M
VCSH icon
556
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$15.2M 0.03%
191,276
– –
HBI
557
DELISTED
Hanesbrands
HBI
$15.2M 0.03%
615,700
+9,660
+2% +$199K
EQT icon
558
EQT Corp
EQT
$33.2B
$15.1M 0.03%
258,890
+3,444
+1% +$197K
RRC icon
559
Range Resources
RRC
$9.11B
$15M 0.03%
172,925
-1,244
-0.7% -$111K
G icon
560
Genpact
G
$5.3B
$15M 0.03%
854,287
-26,789
-3% -$458K
HCBK
561
DELISTED
HUDSON CITY BANCORP INC
HCBK
$15M 0.03%
1,523,319
-151,486
-9% -$1.49M
BEAV
562
DELISTED
B/E Aerospace Inc
BEAV
$15M 0.03%
223,555
-52,064
-19% -$3.46M
AVY icon
563
Avery Dennison
AVY
$12.3B
$15M 0.03%
291,898
+19,138
+7% +$949K
ARCO icon
564
Arcos Dorados Holdings
ARCO
$1.73B
$15M 0.03%
1,372,724
+1,357
+0.1% +$12.8K
CNP icon
565
CenterPoint Energy
CNP
$29.1B
$14.9M 0.03%
584,625
-21,748
-4% -$527K
KIM icon
566
Kimco Realty
KIM
$17.6B
$14.9M 0.03%
649,319
-279
-0% -$6.33K
HRB icon
567
H&R Block
HRB
$5.18B
$14.9M 0.03%
444,820
-5,041
-1% -$150K
CPRI icon
568
Capri Holdings
CPRI
$1.77B
$14.9M 0.03%
168,144
+11,511
+7% +$1.06M
HCC
569
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$14.9M 0.03%
303,905
+12,945
+4% +$603K
IX icon
570
ORIX
IX
$44B
$14.8M 0.03%
893,110
+33,675
+4% +$513K
HII icon
571
Huntington Ingalls Industries
HII
$11.3B
$14.8M 0.03%
156,297
+196
+0.1% +$19.6K
DG icon
572
Dollar General
DG
$25.9B
$14.8M 0.03%
257,712
+10,142
+4% +$580K
XLNX
573
DELISTED
Xilinx Inc
XLNX
$14.8M 0.03%
312,441
+11,576
+4% +$557K
NAB
574
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$14.8M 0.03%
954,635
+78,008
+9% +$1.21M
IEX icon
575
IDEX
IEX
$16.5B
$14.8M 0.03%
182,951
+2,276
+1% +$172K
21 22
23
24 25

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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.