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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
AES icon
326
AES
AES
$10.6B
$27.8M 0.06%
1,787,407
+15,254
+0.9% +$219K
AIZ icon
327
Assurant
AIZ
$13.7B
$27.8M 0.06%
424,017
-6,267
-1% -$419K
DTE icon
328
DTE Energy
DTE
$31.1B
$27.8M 0.06%
419,104
+10,021
+2% +$650K
ES icon
329
Eversource Energy
ES
$28.2B
$27.7M 0.06%
585,619
+16,937
+3% +$777K
FMX icon
330
Fomento Económico Mexicano
FMX
$43.3B
$27.6M 0.06%
294,868
-19,453
-6% -$1.85M
BBY icon
331
Best Buy
BBY
$18B
$27.5M 0.06%
886,777
+43,451
+5% +$1.17M
SWN
332
DELISTED
Southwestern Energy Company
SWN
$27.5M 0.06%
603,472
+216,188
+56% +$10M
BAY
333
DELISTED
BAYER AG SPONS ADR
BAY
$27.4M 0.06%
194,143
+15,995
+9% +$2.26M
NRG icon
334
NRG Energy
NRG
$29.8B
$27.3M 0.06%
734,565
-93,135
-11% -$3.21M
TT icon
335
Trane Technologies
TT
$106B
$27.1M 0.06%
432,977
+2,102
+0.5% +$125K
HOT
336
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$27M 0.06%
334,494
-826
-0.2% -$64.9K
TSM icon
337
TSMC
TSM
$2.09T
$26.9M 0.06%
1,256,231
+163,051
+15% +$3.36M
SAP icon
338
SAP
SAP
$187B
$26.7M 0.06%
347,383
+12,682
+4% +$985K
LEA icon
339
Lear
LEA
$7.19B
$26.7M 0.06%
299,334
-181,569
-38% -$15.6M
EEP
340
DELISTED
Enbridge Energy Partners
EEP
$26.7M 0.06%
723,691
-141,293
-16% -$4.35M
DOV icon
341
Dover
DOV
$27.2B
$26.7M 0.06%
363,565
+3,157
+0.9% +$221K
SWK icon
342
Stanley Black & Decker
SWK
$14.2B
$26.6M 0.06%
303,030
-3,402
-1% -$290K
HP icon
343
Helmerich & Payne
HP
$3.53B
$26.6M 0.06%
228,821
+6,543
+3% +$717K
TEVA icon
344
Teva Pharmaceuticals
TEVA
$35.9B
$26.5M 0.06%
506,432
-40,428
-7% -$2.07M
EG icon
345
Everest Group
EG
$15.2B
$26.5M 0.06%
164,995
+17,988
+12% +$2.85M
CMS icon
346
CMS Energy
CMS
$23.1B
$26.4M 0.06%
848,088
-22,893
-3% -$681K
GEN icon
347
Gen Digital
GEN
$15.6B
$26.4M 0.06%
1,152,977
+3,988
+0.3% +$84.8K
LUMN icon
348
Lumen
LUMN
$6.53B
$26.4M 0.06%
728,862
-14,973
-2% -$537K
CF icon
349
CF Industries
CF
$19.2B
$26.3M 0.06%
546,990
-52,975
-9% -$2.59M
BBWI icon
350
Bath & Body Works
BBWI
$4.01B
$25.9M 0.06%
546,899
-89,688
-14% -$4.11M
12 13
14
15 16

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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.