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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
TNL icon
401
Travel + Leisure Co
TNL
$4.54B
$22.1M 0.05%
647,560
-6,208
-0.9% -$204K
RNR icon
402
RenaissanceRe
RNR
$13.7B
$22.1M 0.05%
206,699
+11,784
+6% +$1.21M
MELI icon
403
Mercado Libre
MELI
$91.3B
$22.1M 0.05%
231,536
-7,627
-3% -$667K
JNPR
404
DELISTED
Juniper Networks
JNPR
$22M 0.05%
895,806
+52,588
+6% +$1.31M
GWW icon
405
W.W. Grainger
GWW
$65.3B
$21.9M 0.05%
86,182
+1,715
+2% +$438K
ACG
406
DELISTED
AllianceBernstein Income Fund Inc
ACG
$21.9M 0.05%
2,911,682
+428,195
+17% +$3.16M
VNO icon
407
Vornado Realty Trust
VNO
$7.47B
$21.9M 0.05%
280,051
+883
+0.3% +$67.1K
BCS icon
408
Barclays
BCS
$94.1B
$21.7M 0.05%
1,606,820
+174,149
+12% +$2.64M
TIF
409
DELISTED
Tiffany & Co.
TIF
$21.6M 0.05%
215,958
+5,156
+2% +$479K
ROK icon
410
Rockwell Automation
ROK
$51.4B
$21.6M 0.05%
172,947
-18,113
-9% -$2.23M
ENIA
411
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$21.6M 0.05%
2,372,352
+358,385
+18% +$3.11M
LINE
412
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$21.5M 0.05%
664,124
-141,504
-18% -$4.15M
VRSN icon
413
VeriSign
VRSN
$25.3B
$21.4M 0.05%
439,461
-145,870
-25% -$7.27M
HRL icon
414
Hormel Foods
HRL
$13.9B
$21.4M 0.05%
868,400
+20,890
+2% +$505K
SHW icon
415
Sherwin-Williams
SHW
$78.3B
$21.4M 0.05%
310,548
-6,180
-2% -$413K
CYH icon
416
Community Health Systems
CYH
$385M
$21.3M 0.05%
567,328
-136,166
-19% -$4.53M
UN
417
DELISTED
Unilever NV New York Registry Shares
UN
$21.3M 0.05%
485,774
+24,761
+5% +$1.06M
BG icon
418
Bunge Global
BG
$23.6B
$21.2M 0.05%
279,998
-20,282
-7% -$1.57M
UTF icon
419
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$21.2M 0.05%
864,795
-53,377
-6% -$1.23M
PRGO icon
420
Perrigo
PRGO
$1.4B
$21.1M 0.05%
145,024
-131,443
-48% -$18.6M
CCL icon
421
Carnival Corporation Ltd
CCL
$36.1B
$21.1M 0.05%
559,413
-8,763
-2% -$339K
PZE
422
DELISTED
Petrobras Argentina S A
PZE
$21.1M 0.05%
3,239,385
+104
+0% +$603
TFCF
423
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$21M 0.05%
614,588
+67,835
+12% +$2.25M
L icon
424
Loews
L
$24.3B
$21M 0.05%
476,386
-52,254
-10% -$2.28M
REGN icon
425
Regeneron Pharmaceuticals
REGN
$68.8B
$20.9M 0.05%
74,083
+5,351
+8% +$1.59M
15 16
17
18 19

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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.