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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
DOX icon
376
Amdocs
DOX
$5.53B
$23.6M 0.05%
509,050
+7,935
+2% +$374K
BVN icon
377
Compañía de Minas Buenaventura
BVN
$7.85B
$23.6M 0.05%
1,994,979
+73,001
+4% +$838K
APTV icon
378
Aptiv
APTV
$12B
$23.5M 0.05%
341,277
+53,888
+19% +$3.66M
CHD icon
379
Church & Dwight Co
CHD
$23.1B
$23.4M 0.05%
670,464
+15,424
+2% +$530K
NUE icon
380
Nucor
NUE
$56.4B
$23.4M 0.05%
475,960
+1,250
+0.3% +$64.1K
MRVL icon
381
Marvell Technology
MRVL
$174B
$23.3M 0.05%
1,628,214
+550,440
+51% +$8.47M
PPL
382
PPL Corp
PPL
$27.3B
$23.3M 0.05%
704,474
+23,190
+3% +$731K
CVD
383
DELISTED
COVANCE INC.
CVD
$23.2M 0.05%
271,655
+860
+0.3% +$76.6K
EA icon
384
Electronic Arts
EA
$52.4B
$23.2M 0.05%
647,607
+13,913
+2% +$452K
FTR
385
DELISTED
Frontier Communications Corp.
FTR
$23M 0.05%
262,332
+971
+0.4% +$84K
TEL icon
386
TE Connectivity
TEL
$58.8B
$23M 0.05%
371,253
-266
-0.1% -$15.9K
VTRS icon
387
Viatris
VTRS
$20.1B
$22.7M 0.05%
440,614
+31,144
+8% +$1.53M
PCG icon
388
PG&E
PCG
$47.8B
$22.7M 0.05%
473,060
+685
+0.1% +$31K
AZ
389
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$22.7M 0.05%
1,352,065
+53,988
+4% +$906K
FISV
390
Fiserv Inc
FISV
$27.2B
$22.7M 0.05%
752,218
-2,476
-0.3% -$73.4K
WYNN icon
391
Wynn Resorts
WYNN
$10.1B
$22.7M 0.05%
109,245
+4,532
+4% +$939K
EQR icon
392
Equity Residential
EQR
$25.4B
$22.6M 0.05%
359,119
+17,614
+5% +$1.07M
KSS icon
393
Kohl's
KSS
$2.03B
$22.6M 0.05%
428,142
-5,813
-1% -$315K
STZ icon
394
Constellation Brands
STZ
$22.2B
$22.4M 0.05%
254,442
+17,306
+7% +$1.43M
GL icon
395
Globe Life
GL
$13.5B
$22.3M 0.05%
409,128
-16,634
-4% -$890K
AEE icon
396
Ameren
AEE
$31.5B
$22.3M 0.05%
546,409
-11,704
-2% -$467K
WEC icon
397
WEC Energy
WEC
$37.7B
$22.2M 0.05%
473,919
+22,764
+5% +$1.06M
LH icon
398
Labcorp
LH
$24.3B
$22.2M 0.05%
252,729
+4,216
+2% +$365K
ETJ
399
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$22.2M 0.05%
1,923,871
+395,312
+26% +$4.47M
ANSS
400
DELISTED
Ansys
ANSS
$22.2M 0.05%
292,203
+12,671
+5% +$951K
14 15
16
17 18

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MCM
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PSUF
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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.