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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
ZTR
1076
Virtus Total Return Fund
ZTR
$340M
$5.14M 0.01%
357,273
+19,806
+6% +$279K
MAGN
1077
Magnera Corp
MAGN
$488M
$5.13M 0.01%
14,889
-714
-5% -$243K
MD icon
1078
Pediatrix Medical
MD
$2.16B
$5.12M 0.01%
87,962
-547
-0.6% -$32.2K
RAS
1079
DELISTED
RAIT Financial Trust
RAS
$5.12M 0.01%
618,460
-54,355
-8% -$439K
NSM
1080
DELISTED
Nationstar Mortgage Holdings
NSM
$5.11M 0.01%
140,801
+100,736
+251% +$3.34M
PHH
1081
DELISTED
PHH Corporation
PHH
$5.1M 0.01%
221,922
-1,179
-0.5% -$28K
BOH icon
1082
Bank of Hawaii
BOH
$3.33B
$5.05M 0.01%
86,133
+2,363
+3% +$135K
AMKR icon
1083
Amkor Technology
AMKR
$16.1B
$5.04M 0.01%
450,812
+8,895
+2% +$82.1K
TDS icon
1084
Telephone and Data Systems
TDS
$3.91B
$5.04M 0.01%
192,907
+1,025
+0.5% +$27.2K
ENH
1085
DELISTED
Endurance Specialty Holdings Ltd
ENH
$5.03M 0.01%
97,561
+3,302
+4% +$172K
BNS icon
1086
Scotiabank
BNS
$106B
$5.03M 0.01%
80,539
+1,934
+2% +$112K
HI
1087
DELISTED
Hillenbrand
HI
$5.01M 0.01%
153,688
+43,780
+40% +$1.35M
VMC icon
1088
Vulcan Materials
VMC
$36.3B
$5.01M 0.01%
78,594
+787
+1% +$49.8K
O icon
1089
Realty Income
O
$61.2B
$5.01M 0.01%
116,358
+8,121
+8% +$339K
ROC
1090
DELISTED
ROCKWOOD HLDGS INC
ROC
$5M 0.01%
65,787
-302
-0.5% -$22.2K
LSTR icon
1091
Landstar System
LSTR
$6.8B
$5M 0.01%
78,079
-136
-0.2% -$8.52K
RGLD icon
1092
Royal Gold
RGLD
$17.1B
$4.98M 0.01%
65,455
+6,183
+10% +$409K
WCG
1093
DELISTED
Wellcare Health Plans, Inc.
WCG
$4.98M 0.01%
66,701
+366
+0.6% +$26.1K
INVX
1094
Innovex International
INVX
$1.87B
$4.98M 0.01%
45,573
+405
+0.9% +$43.5K
CENX icon
1095
Century Aluminum
CENX
$4.57B
$4.97M 0.01%
316,972
-9,856
-3% -$140K
RRGB icon
1096
Red Robin
RRGB
$134M
$4.95M 0.01%
69,577
+1,388
+2% +$97K
LECO icon
1097
Lincoln Electric
LECO
$13.8B
$4.94M 0.01%
70,676
+473
+0.7% +$32.1K
ECHO
1098
EchoStar
ECHO
$25.5B
$4.94M 0.01%
115,096
-2,359
-2% -$94K
BN icon
1099
Brookfield
BN
$102B
$4.92M 0.01%
477,748
+12,314
+3% +$123K
WEX icon
1100
WEX
WEX
$6.11B
$4.92M 0.01%
46,888
+268
+0.6% +$25.6K
42 43
44
45 46

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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.