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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
LVNTA
976
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$5.86M 0.01%
161,610
+5,090
+3% +$160K
COO icon
977
Cooper Companies
COO
$13.7B
$5.86M 0.01%
172,876
+4,372
+3% +$144K
DCI icon
978
Donaldson
DCI
$10.8B
$5.85M 0.01%
138,190
+2,641
+2% +$110K
FHI icon
979
Federated Hermes
FHI
$4.4B
$5.85M 0.01%
189,138
-21,279
-10% -$619K
SKT icon
980
Tanger
SKT
$4.82B
$5.83M 0.01%
166,856
+20,189
+14% +$718K
AGRO icon
981
Adecoagro
AGRO
$1.53B
$5.83M 0.01%
617,681
-617
-0.1% -$5.61K
UPL
982
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$5.81M 0.01%
195,716
-27,075
-12% -$769K
IDTI
983
DELISTED
Integrated Device Technology I
IDTI
$5.81M 0.01%
375,804
+526
+0.1% +$6.76K
TKC icon
984
Turkcell
TKC
$4.84B
$5.8M 0.01%
372,059
+3,562
+1% +$52.6K
PPT
985
Franklin Premier Income Trust
PPT
$323M
$5.8M 0.01%
1,044,245
+129,560
+14% +$718K
COLM icon
986
Columbia Sportswear
COLM
$3.19B
$5.79M 0.01%
140,176
+2,800
+2% +$117K
SCM
987
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$5.79M 0.01%
99,471
+4,502
+5% +$262K
PETM
988
DELISTED
PETSMART INC
PETM
$5.79M 0.01%
96,802
-10,269
-10% -$648K
POR icon
989
Portland General Electric
POR
$6.02B
$5.79M 0.01%
166,929
+3,430
+2% +$113K
IHG icon
990
InterContinental Hotels
IHG
$23B
$5.78M 0.01%
97,493
+7,149
+8% +$373K
CXO
991
DELISTED
CONCHO RESOURCES INC.
CXO
$5.78M 0.01%
39,989
+5,559
+16% +$737K
AAN.A
992
DELISTED
The Aaron's Company Inc Class A
AAN.A
$5.77M 0.01%
161,807
+36,162
+29% +$1.29M
HSNI
993
DELISTED
HSN, Inc.
HSNI
$5.75M 0.01%
97,006
+2,011
+2% +$114K
CLGX
994
DELISTED
Corelogic, Inc.
CLGX
$5.74M 0.01%
189,173
-23,816
-11% -$688K
HEES
995
DELISTED
H&E Equipment Services
HEES
$5.74M 0.01%
157,901
-18,525
-11% -$679K
BRSL
996
Brightstar Lottery PLC
BRSL
$1.91B
$5.73M 0.01%
360,056
-47,727
-12% -$647K
ISIL
997
DELISTED
Intersil Corp
ISIL
$5.72M 0.01%
382,932
+49,810
+15% +$678K
AVA icon
998
Avista
AVA
$3.47B
$5.71M 0.01%
170,225
+8,076
+5% +$256K
RKT
999
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$5.7M 0.01%
107,928
+6,296
+6% +$317K
ST icon
1000
Sensata Technologies
ST
$6.65B
$5.69M 0.01%
121,611
+19,342
+19% +$845K
38 39
40
41 42

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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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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.