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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
TSCO icon
926
Tractor Supply
TSCO
$16.3B
$6.7M 0.02%
554,315
-36,625
-6% -$480K
FDS icon
927
Factset
FDS
$9.05B
$6.69M 0.02%
55,602
-11,354
-17% -$1.23M
IGLB icon
928
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.59B
$6.68M 0.02%
+110,338
New +$6.57M
AXE
929
DELISTED
Anixter International Inc
AXE
$6.65M 0.02%
66,444
+6,638
+11% +$655K
EGN
930
DELISTED
Energen
EGN
$6.63M 0.01%
74,612
+1,115
+2% +$93.8K
RPM icon
931
RPM International
RPM
$13.7B
$6.58M 0.01%
142,457
+12,040
+9% +$521K
THG icon
932
Hanover Insurance
THG
$7.63B
$6.55M 0.01%
103,792
+1,949
+2% +$118K
AGNC icon
933
AGNC Investment
AGNC
$12.3B
$6.55M 0.01%
279,671
-25,694
-8% -$591K
CLH icon
934
Clean Harbors
CLH
$16.1B
$6.53M 0.01%
101,701
-876
-0.9% -$52.1K
JEF icon
935
Jefferies Financial Group
JEF
$12.9B
$6.52M 0.01%
277,883
+8,574
+3% +$199K
DFE icon
936
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
$6.5M 0.01%
107,577
-547
-0.5% -$33.8K
WR
937
DELISTED
Westar Energy Inc
WR
$6.47M 0.01%
169,310
+2,947
+2% +$106K
UFS
938
DELISTED
DOMTAR CORPORATION (New)
UFS
$6.45M 0.01%
150,449
-17,071
-10% -$800K
CII icon
939
BlackRock Enhanced Captial and Income Fund
CII
$1B
$6.42M 0.01%
435,697
+224,488
+106% +$3.25M
CNI icon
940
Canadian National Railway
CNI
$78.3B
$6.39M 0.01%
98,326
+3,010
+3% +$179K
CBI
941
DELISTED
Chicago Bridge & Iron Nv
CBI
$6.39M 0.01%
93,679
-581
-0.6% -$46.2K
FSL
942
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$6.38M 0.01%
271,517
+20,202
+8% +$468K
NM
943
DELISTED
Navios Maritime Holdings Inc.
NM
$6.36M 0.01%
62,870
+1,716
+3% +$154K
HUB.B
944
DELISTED
HUBBELL INC CL-B
HUB.B
$6.35M 0.01%
51,561
+469
+0.9% +$55.5K
DECK icon
945
Deckers Outdoor
DECK
$13.3B
$6.35M 0.01%
441,228
+70,818
+19% +$941K
ARCC icon
946
Ares Capital
ARCC
$13.5B
$6.33M 0.01%
354,516
-15,885
-4% -$273K
IT icon
947
Gartner
IT
$9.41B
$6.33M 0.01%
89,763
-112
-0.1% -$7.81K
UDR icon
948
UDR
UDR
$12.9B
$6.3M 0.01%
220,129
+3,546
+2% +$95.5K
ESV
949
DELISTED
Ensco Rowan plc
ESV
$6.29M 0.01%
28,316
+1,310
+5% +$271K
CUK
950
DELISTED
Carnival PLC
CUK
$6.29M 0.01%
165,716
+19,961
+14% +$788K
36 37
38
39 40

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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.