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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
SIRI icon
1226
SiriusXM
SIRI
$10B
$4.17M 0.01%
120,371
-44,641
-27% -$1.45M
WG
1227
DELISTED
Willbros Group
WG
$4.16M 0.01%
336,833
-3,087
-0.9% -$36.8K
GWR
1228
DELISTED
Genesee & Wyoming Inc.
GWR
$4.15M 0.01%
39,529
+4,392
+12% +$432K
STE icon
1229
Steris
STE
$20.9B
$4.15M 0.01%
77,606
+4,331
+6% +$223K
NHY
1230
DELISTED
NORSK HYDRO A. S. ADR
NHY
$4.15M 0.01%
763,781
+23,592
+3% +$128K
CCU icon
1231
Compañía de Cervecerías Unidas
CCU
$2.12B
$4.14M 0.01%
176,824
+7,447
+4% +$172K
KS
1232
DELISTED
KapStone Paper and Pack Corp.
KS
$4.14M 0.01%
124,874
-21,382
-15% -$607K
KATE
1233
DELISTED
Kate Spade & Company
KATE
$4.14M 0.01%
108,437
-8,062
-7% -$289K
IDV icon
1234
iShares International Select Dividend ETF
IDV
$8.25B
$4.13M 0.01%
103,608
+60,233
+139% +$2.4M
EEFT icon
1235
Euronet Worldwide
EEFT
$3.02B
$4.12M 0.01%
85,341
+9,894
+13% +$450K
NEU icon
1236
NewMarket
NEU
$7.17B
$4.1M 0.01%
10,454
+665
+7% +$256K
VAC icon
1237
Marriott Vacations Worldwide
VAC
$3.24B
$4.1M 0.01%
69,918
+3,061
+5% +$171K
GTE icon
1238
Gran Tierra Energy
GTE
$260M
$4.09M 0.01%
50,422
+847
+2% +$62.3K
EQC
1239
DELISTED
Equity Commonwealth
EQC
$4.09M 0.01%
155,555
+2,142
+1% +$56.3K
MDP
1240
DELISTED
Meredith Corporation
MDP
$4.09M 0.01%
84,665
-6,688
-7% -$304K
ISBC
1241
DELISTED
Investors Bancorp, Inc.
ISBC
$4.08M 0.01%
369,179
+167,115
+83% +$1.78M
UNT
1242
DELISTED
UNIT Corporation
UNT
$4.08M 0.01%
59,254
+6,078
+11% +$396K
SWX icon
1243
Southwest Gas
SWX
$6.74B
$4.06M 0.01%
76,826
+912
+1% +$48.4K
AWC
1244
DELISTED
Alumina Ltd
AWC
$4.06M 0.01%
803,076
+14,893
+2% +$75.2K
QIHU
1245
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$4.05M 0.01%
+44,004
New +$3.88M
TCF
1246
DELISTED
TCF Financial Corporation
TCF
$4.05M 0.01%
247,323
+6,220
+3% +$99.6K
CIEN icon
1247
Ciena
CIEN
$55.3B
$4.05M 0.01%
186,776
+835
+0.4% +$17.2K
HMIN
1248
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$4.04M 0.01%
117,981
+12,047
+11% +$377K
EDP
1249
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$4.04M 0.01%
80,590
+4,246
+6% +$213K
FUJI
1250
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$4.03M 0.01%
144,351
-513
-0.4% -$14.3K
48 49
50
51 52

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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.