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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
IM
351
DELISTED
Ingram Micro
IM
$25.9M 0.06%
886,604
+41,500
+5% +$1.17M
EMN icon
352
Eastman Chemical
EMN
$7.8B
$25.9M 0.06%
296,284
+3,975
+1% +$345K
MAR icon
353
Marriott International
MAR
$98.7B
$25.8M 0.06%
402,807
-6,245
-2% -$371K
IGSB icon
354
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$25.7M 0.06%
487,120
-55,476
-10% -$2.93M
PLD icon
355
Prologis
PLD
$138B
$25.6M 0.06%
623,774
+17,852
+3% +$734K
DEO icon
356
Diageo
DEO
$46.2B
$25.4M 0.06%
199,858
-16,144
-7% -$2.03M
ABEV icon
357
Ambev
ABEV
$47.3B
$25.3M 0.06%
3,599,873
-93,431
-3% -$688K
CTCM
358
DELISTED
CTC MEDIA INC COM STK
CTCM
$25.2M 0.06%
2,285,781
+5,779
+0.3% +$56.7K
BSAC icon
359
Banco Santander Chile
BSAC
$15.8B
$25.1M 0.06%
949,925
+28,856
+3% +$719K
CAG icon
360
Conagra Brands
CAG
$7.07B
$25M 0.06%
1,084,496
-51,157
-5% -$1.24M
CSC
361
DELISTED
Computer Sciences
CSC
$24.9M 0.06%
934,675
-9,224
-1% -$239K
TEO icon
362
Telecom Argentina
TEO
$5.89B
$24.8M 0.06%
1,053,726
– –
TGNA
363
DELISTED
TEGNA Inc
TGNA
$24.8M 0.06%
1,514,539
-64,448
-4% -$945K
PBI icon
364
Pitney Bowes
PBI
$2.42B
$24.8M 0.06%
896,709
+55,178
+7% +$1.47M
CLB icon
365
Core Laboratories
CLB
$538M
$24.7M 0.06%
147,730
-4,379
-3% -$779K
BWA icon
366
BorgWarner
BWA
$13.2B
$24.5M 0.06%
427,403
+8,923
+2% +$491K
A icon
367
Agilent Technologies
A
$39.1B
$24.2M 0.05%
590,135
+20,727
+4% +$832K
KMI icon
368
Kinder Morgan
KMI
$73.1B
$24.1M 0.05%
664,943
-109,382
-14% -$3.69M
HST icon
369
Host Hotels & Resorts
HST
$16.8B
$24.1M 0.05%
1,095,383
+5,994
+0.6% +$129K
WY icon
370
Weyerhaeuser
WY
$17.3B
$24.1M 0.05%
728,285
-56,241
-7% -$1.7M
GT icon
371
Goodyear
GT
$2.07B
$24M 0.05%
863,498
+41,862
+5% +$1.09M
HSIC icon
372
Henry Schein
HSIC
$9.74B
$23.9M 0.05%
514,141
+2,971
+0.6% +$136K
NLSN
373
DELISTED
Nielsen Holdings plc
NLSN
$23.7M 0.05%
490,501
+115,244
+31% +$5.36M
MCO icon
374
Moody's
MCO
$81.7B
$23.7M 0.05%
269,860
+2,631
+1% +$217K
MAT icon
375
Mattel
MAT
$4.17B
$23.6M 0.05%
605,425
+23,494
+4% +$912K
13 14
15
16 17

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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.