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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
UTHR icon
626
United Therapeutics
UTHR
$26.3B
$12.5M 0.03%
141,790
+2,920
+2% +$281K
E icon
627
ENI
E
$76B
$12.5M 0.03%
228,475
+11,162
+5% +$577K
CIG icon
628
CEMIG Preferred Shares
CIG
$6.09B
$12.5M 0.03%
3,077,037
+219,388
+8% +$833K
MBT
629
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$12.5M 0.03%
632,306
+5,571
+0.9% +$99.6K
SEE
630
DELISTED
Sealed Air
SEE
$12.5M 0.03%
364,672
+717
+0.2% +$23.7K
FCN icon
631
FTI Consulting
FCN
$4.82B
$12.4M 0.03%
328,962
+23,290
+8% +$768K
NTES icon
632
NetEase
NTES
$76.5B
$12.4M 0.03%
790,135
+22,820
+3% +$326K
BDJ icon
633
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$12.3M 0.03%
1,462,394
+607,549
+71% +$4.94M
AME icon
634
Ametek
AME
$55.5B
$12.3M 0.03%
234,566
-18,326
-7% -$963K
HYT icon
635
BlackRock Corporate High Yield Fund
HYT
$1.36B
$12.3M 0.03%
997,147
+436,973
+78% +$5.34M
GTAT
636
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
$12.2M 0.03%
655,993
+82,195
+14% +$1.36M
EPC icon
637
Edgewell Personal Care
EPC
$1.27B
$12.2M 0.03%
134,367
+15,106
+13% +$1.24M
HSP
638
DELISTED
HOSPIRA INC
HSP
$12.1M 0.03%
236,165
+41,093
+21% +$1.95M
LNKD
639
DELISTED
LinkedIn Corporation
LNKD
$12.1M 0.03%
70,481
-3,061
-4% -$495K
CPN
640
DELISTED
Calpine Corporation
CPN
$12.1M 0.03%
506,748
-6,985
-1% -$158K
EWY icon
641
iShares MSCI South Korea ETF
EWY
$21.7B
$12.1M 0.03%
185,560
-6,131
-3% -$392K
DISH
642
DELISTED
DISH Network Corp.
DISH
$12.1M 0.03%
185,305
-6,351
-3% -$382K
ADT
643
DELISTED
ADT Corp
ADT
$12.1M 0.03%
344,978
+47,091
+16% +$1.51M
SIAL
644
DELISTED
SIGMA - ALDRICH CORP
SIAL
$12M 0.03%
118,458
-1,015
-0.8% -$98.6K
NEM icon
645
Newmont
NEM
$98.2B
$12M 0.03%
470,889
+28,227
+6% +$680K
XRAY icon
646
Dentsply Sirona
XRAY
$2.59B
$12M 0.03%
252,969
+4,919
+2% +$229K
VEA icon
647
Vanguard FTSE Developed Markets ETF
VEA
$226B
$12M 0.03%
280,908
-355,128
-56% -$15M
NLY icon
648
Annaly Capital Management
NLY
$16.9B
$12M 0.03%
261,414
+83,592
+47% +$3.85M
AIV
649
Aimco
AIV
$380M
$11.9M 0.03%
2,762,331
+6,448
+0.2% +$26.7K
OKE icon
650
Oneok
OKE
$58.7B
$11.8M 0.03%
174,062
+7,225
+4% +$457K
24 25
26
27 28

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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.