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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
EVV
601
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$13.4M 0.03%
857,889
-369,127
-30% -$5.7M
EXPE icon
602
Expedia Group
EXPE
$31.2B
$13.3M 0.03%
169,372
+11,914
+8% +$868K
WU icon
603
Western Union
WU
$2.57B
$13.3M 0.03%
769,266
+61,137
+9% +$987K
CS
604
DELISTED
Credit Suisse Group
CS
$13.3M 0.03%
469,769
+15,638
+3% +$478K
HSH
605
DELISTED
HILLSHIRE BRANDS CO
HSH
$13.2M 0.03%
212,317
-30,244
-12% -$1.37M
CHRW icon
606
C.H. Robinson
CHRW
$22B
$13.2M 0.03%
207,083
+90,141
+77% +$5.3M
MAS icon
607
Masco
MAS
$16B
$13.2M 0.03%
676,221
-53,764
-7% -$1.01M
TEG
608
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$13.1M 0.03%
184,743
-6,912
-4% -$416K
SPWR
609
DELISTED
SunPower Corporation Common Stock
SPWR
$13M 0.03%
486,043
-823
-0.2% -$18K
MUFG icon
610
Mitsubishi UFJ Financial
MUFG
$258B
$13M 0.03%
2,119,030
+245,354
+13% +$1.39M
APOL
611
DELISTED
Apollo Education Group Inc Class A
APOL
$13M 0.03%
416,644
+100,767
+32% +$2.9M
ATVI
612
DELISTED
Activision Blizzard
ATVI
$13M 0.03%
583,255
-26,049
-4% -$535K
LEG icon
613
Leggett & Platt
LEG
$1.52B
$12.9M 0.03%
376,006
+21,749
+6% +$724K
TMUS icon
614
T-Mobile US
TMUS
$193B
$12.9M 0.03%
383,316
+32,209
+9% +$1.04M
NTRS icon
615
Northern Trust
NTRS
$22.2B
$12.8M 0.03%
199,952
+7,202
+4% +$444K
R icon
616
Ryder
R
$10.3B
$12.8M 0.03%
145,084
+982
+0.7% +$82.2K
BRCD
617
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$12.8M 0.03%
1,388,745
-64,238
-4% -$592K
HMC icon
618
Honda
HMC
$36.5B
$12.8M 0.03%
365,087
+4,726
+1% +$162K
CTXS
619
DELISTED
Citrix Systems Inc
CTXS
$12.8M 0.03%
256,055
-14,413
-5% -$693K
HNT
620
DELISTED
HEALTH NET INC
HNT
$12.7M 0.03%
305,944
+30,887
+11% +$1.15M
ALV icon
621
Autoliv
ALV
$8.6B
$12.7M 0.03%
164,881
-1,567
-0.9% -$117K
ACGL icon
622
Arch Capital
ACGL
$36.1B
$12.6M 0.03%
659,994
+39,870
+6% +$759K
SBAC icon
623
SBA Communications
SBAC
$18.4B
$12.6M 0.03%
123,526
-2,506
-2% -$241K
SNPS icon
624
Synopsys
SNPS
$71.5B
$12.6M 0.03%
323,813
+1,841
+0.6% +$70.2K
BMA icon
625
Banco Macro
BMA
$5.7B
$12.6M 0.03%
348,710
-484
-0.1% -$15.5K
23 24
25
26 27

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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.