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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
EDU icon
251
New Oriental
EDU
$7.84B
$37.2M 0.08%
1,400,961
+14,328
+1% +$370K
IBN icon
252
ICICI Bank
IBN
$106B
$36.7M 0.08%
4,045,272
+321,585
+9% +$2.77M
FRX
253
DELISTED
FOREST LABORATORIES INC
FRX
$36.7M 0.08%
370,539
-8,703
-2% -$812K
WHR icon
254
Whirlpool
WHR
$2.42B
$36M 0.08%
258,703
-2,663
-1% -$391K
FTI icon
255
TechnipFMC
FTI
$30.6B
$35.9M 0.08%
790,307
+49,579
+7% +$2.1M
BDX icon
256
Becton Dickinson
BDX
$43.1B
$35.7M 0.08%
309,692
+9,476
+3% +$1.07M
PSA icon
257
Public Storage
PSA
$60.2B
$35.7M 0.08%
208,566
+15,011
+8% +$2.57M
SE
258
DELISTED
Spectra Energy Corp Wi
SE
$35.6M 0.08%
837,104
-41,573
-5% -$1.67M
LUV icon
259
Southwest Airlines
LUV
$22.1B
$35.5M 0.08%
1,321,519
+118,611
+10% +$2.99M
LLL
260
DELISTED
L3 Technologies, Inc.
LLL
$35.4M 0.08%
292,859
+3,657
+1% +$435K
VWO icon
261
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$35.4M 0.08%
819,745
-432,829
-35% -$18.2M
DVA icon
262
DaVita
DVA
$15.1B
$35.1M 0.08%
485,013
-13,244
-3% -$921K
IP icon
263
International Paper
IP
$22.3B
$34.8M 0.08%
737,520
+12,849
+2% +$563K
PBR icon
264
Petrobras
PBR
$121B
$34.5M 0.08%
2,360,102
+127,215
+6% +$1.85M
VFC icon
265
VF Corp
VFC
$6.68B
$34.2M 0.08%
575,990
-3,129
-0.5% -$182K
STX icon
266
Seagate
STX
$193B
$34M 0.08%
598,599
-13,441
-2% -$724K
MRSH
267
Marsh
MRSH
$86.3B
$34M 0.08%
655,550
-5,707
-0.9% -$283K
ISRG icon
268
Intuitive Surgical
ISRG
$121B
$33.8M 0.08%
738,783
-186,975
-20% -$8.25M
TV icon
269
Televisa
TV
$1.45B
$33.6M 0.08%
978,823
-71,465
-7% -$2.4M
GAP
270
The Gap Inc
GAP
$6.84B
$33.5M 0.08%
805,643
+31,215
+4% +$1.26M
TROW icon
271
T. Rowe Price
TROW
$25B
$33M 0.07%
390,473
+13,109
+3% +$1.07M
IVZ icon
272
Invesco
IVZ
$13.3B
$32.6M 0.07%
862,799
+11,213
+1% +$406K
UNM icon
273
Unum
UNM
$13.8B
$32.5M 0.07%
936,430
+13,391
+1% +$457K
XRX icon
274
Xerox
XRX
$337M
$32.3M 0.07%
985,075
+80,030
+9% +$2.54M
GPC icon
275
Genuine Parts
GPC
$17.1B
$32.3M 0.07%
367,591
+6,823
+2% +$587K
9 10
11
12 13

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AF
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MCM
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PSUF
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IA
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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.