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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
HXL icon
1451
Hexcel
HXL
$8.28B
$3.25M 0.01%
79,567
+4,147
+5% +$173K
PSO icon
1452
Pearson
PSO
$10.1B
$3.25M 0.01%
163,988
+27,595
+20% +$516K
POWI icon
1453
Power Integrations
POWI
$3.53B
$3.24M 0.01%
112,760
+6,884
+7% +$192K
SDRL
1454
DELISTED
Seadrill Limited Common Stock
SDRL
$3.24M 0.01%
303
+67
+28% +$654K
CAKE icon
1455
Cheesecake Factory
CAKE
$4.32B
$3.24M 0.01%
69,713
+2,477
+4% +$114K
FLO icon
1456
Flowers Foods
FLO
$1.62B
$3.22M 0.01%
152,963
+10,033
+7% +$207K
MDVN
1457
DELISTED
MEDIVATION, INC.
MDVN
$3.22M 0.01%
83,612
+14,716
+21% +$496K
INCY icon
1458
Incyte
INCY
$23.7B
$3.22M 0.01%
57,073
+9,457
+20% +$483K
PEI
1459
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$3.21M 0.01%
11,374
-29
-0.3% -$7.68K
AFB
1460
AllianceBernstein National Municipal Income Fund
AFB
$314M
$3.21M 0.01%
230,588
+44,317
+24% +$606K
BIT icon
1461
BlackRock Multi-Sector Income Trust
BIT
$694M
$3.21M 0.01%
173,484
+42,795
+33% +$784K
SPLK
1462
DELISTED
Splunk Inc
SPLK
$3.21M 0.01%
57,934
-7,485
-11% -$393K
HITT
1463
DELISTED
HITTITE MICROWAVE CORP
HITT
$3.2M 0.01%
41,012
+3,263
+9% +$210K
TELN
1464
DELISTED
TELENOR ASA
TELN
$3.19M 0.01%
46,703
+1,717
+4% +$117K
MMS icon
1465
Maximus
MMS
$3.2B
$3.19M 0.01%
74,158
-4,617
-6% -$198K
TDY icon
1466
Teledyne Technologies
TDY
$30.2B
$3.19M 0.01%
32,829
+1,030
+3% +$98.5K
GDOT icon
1467
Green Dot
GDOT
$746M
$3.18M 0.01%
167,613
-28,735
-15% -$530K
MWA icon
1468
Mueller Water Products
MWA
$3.94B
$3.17M 0.01%
367,475
-33,848
-8% -$300K
MTL
1469
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$3.17M 0.01%
724,697
+16,857
+2% +$68.4K
KNBWY
1470
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$3.17M 0.01%
218,879
+38,725
+21% +$560K
AMED
1471
DELISTED
Amedisys
AMED
$3.16M 0.01%
188,966
+30,177
+19% +$428K
SCHL icon
1472
Scholastic
SCHL
$752M
$3.16M 0.01%
92,589
-5,387
-5% -$176K
DMND
1473
DELISTED
DIAMOND FOODS, INC.
DMND
$3.15M 0.01%
111,812
+9,065
+9% +$278K
WGL
1474
DELISTED
Wgl Holdings
WGL
$3.15M 0.01%
73,088
+1,151
+2% +$46.3K
BX icon
1475
Blackstone
BX
$106B
$3.15M 0.01%
95,957
+8,150
+9% +$251K
57 58
59
60 61

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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.