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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
FCE.A
1101
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.91M 0.01%
247,079
-3,004
-1% -$57.4K
TTC icon
1102
Toro Company
TTC
$8.93B
$4.9M 0.01%
154,220
-5,052
-3% -$161K
JNS
1103
DELISTED
Janus Capital Group Inc
JNS
$4.9M 0.01%
392,755
+42,476
+12% +$500K
NQI
1104
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$4.88M 0.01%
372,085
+45,453
+14% +$592K
LAD icon
1105
Lithia Motors
LAD
$7.78B
$4.87M 0.01%
51,727
+704
+1% +$53.8K
AKS
1106
DELISTED
AK Steel Holding Corp
AKS
$4.87M 0.01%
611,252
+182,839
+43% +$1.26M
TIVO
1107
DELISTED
Tivo Inc
TIVO
$4.86M 0.01%
202,857
-13,785
-6% -$320K
SAFE
1108
Safehold
SAFE
$1.19B
$4.86M 0.01%
66,605
+7,593
+13% +$538K
NUS icon
1109
Nu Skin
NUS
$247M
$4.84M 0.01%
65,488
-13,456
-17% -$1.06M
HA
1110
DELISTED
Hawaiian Holdings, Inc.
HA
$4.84M 0.01%
353,253
+176,406
+100% +$2.55M
ATML
1111
DELISTED
ATMEL CORP
ATML
$4.84M 0.01%
516,570
+34,869
+7% +$291K
REG icon
1112
Regency Centers
REG
$15B
$4.81M 0.01%
86,444
-7,046
-8% -$375K
TER icon
1113
Teradyne
TER
$54.8B
$4.81M 0.01%
245,561
-16,298
-6% -$303K
CPRT icon
1114
Copart
CPRT
$25.9B
$4.81M 0.01%
1,070,328
+53,752
+5% +$242K
HLX icon
1115
Helix Energy Solutions
HLX
$1.46B
$4.8M 0.01%
182,458
+16,749
+10% +$398K
SAIA icon
1116
Saia
SAIA
$11.3B
$4.79M 0.01%
109,019
-23,201
-18% -$963K
MCR
1117
DELISTED
MFS Charter Income Trust
MCR
$4.78M 0.01%
517,447
+63,474
+14% +$584K
IDA icon
1118
Idacorp
IDA
$8.23B
$4.77M 0.01%
82,506
+3,785
+5% +$209K
LE icon
1119
Lands' End
LE
$361M
$4.76M 0.01%
+141,882
New +$4.02M
NJR icon
1120
New Jersey Resources
NJR
$6.06B
$4.76M 0.01%
166,396
+7,206
+5% +$187K
SUSS
1121
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
$4.75M 0.01%
58,852
-7,185
-11% -$532K
BDN
1122
Brandywine Realty Trust
BDN
$551M
$4.75M 0.01%
304,179
+36,507
+14% +$549K
UHAL icon
1123
U-Haul Holding Co
UHAL
$14B
$4.73M 0.01%
162,650
-90
-0.1% -$2.38K
NZF icon
1124
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$4.72M 0.01%
345,020
+53,445
+18% +$715K
VVC
1125
DELISTED
Vectren Corporation
VVC
$4.72M 0.01%
111,046
-24,820
-18% -$992K
43 44
45
46 47

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MCM
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PSUF
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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.