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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
RDS.B
451
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$19.5M 0.04%
223,958
+12,758
+6% +$1.06M
XL
452
DELISTED
XL Group Ltd.
XL
$19.5M 0.04%
594,699
+5,331
+0.9% +$171K
WBK
453
DELISTED
Westpac Banking Corporation
WBK
$19.4M 0.04%
604,949
+45,441
+8% +$1.47M
ROST icon
454
Ross Stores
ROST
$76.6B
$19.4M 0.04%
587,292
-69,594
-11% -$2.39M
MKC icon
455
McCormick & Company Non-Voting
MKC
$13.4B
$19.4M 0.04%
541,132
+31,650
+6% +$1.13M
EXG icon
456
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$19.3M 0.04%
1,865,032
-267,537
-13% -$2.73M
LKQ icon
457
LKQ Corp
LKQ
$6.58B
$19.3M 0.04%
722,949
-4,455
-0.6% -$123K
XEL icon
458
Xcel Energy
XEL
$51B
$19.3M 0.04%
598,336
-827
-0.1% -$25.6K
EMBJ
459
Embraer S.A. ADS
EMBJ
$11.6B
$19.3M 0.04%
528,841
+6,513
+1% +$230K
IPG
460
DELISTED
Interpublic Group of Companies
IPG
$19.2M 0.04%
986,219
+19,717
+2% +$358K
MKL icon
461
Markel Group
MKL
$25B
$19.1M 0.04%
29,103
+5,808
+25% +$3.66M
BXP icon
462
Boston Properties
BXP
$11B
$19.1M 0.04%
161,350
+2,009
+1% +$237K
RENX
463
DELISTED
RELX N.V.
RENX
$19M 0.04%
1,271,909
+46,817
+4% +$656K
VALE icon
464
Vale
VALE
$62.9B
$18.9M 0.04%
1,428,304
+2,943
+0.2% +$39.7K
ING icon
465
ING
ING
$93.8B
$18.8M 0.04%
1,340,884
+45,459
+4% +$640K
CAR icon
466
Avis
CAR
$5.63B
$18.8M 0.04%
314,861
+25,074
+9% +$1.37M
CFR icon
467
Cullen/Frost Bankers
CFR
$10.3B
$18.7M 0.04%
235,465
+14,605
+7% +$1.13M
PL
468
DELISTED
PROTECTIVE LIFE CORP
PL
$18.6M 0.04%
268,985
-736
-0.3% -$41.9K
CMA
469
DELISTED
Comerica
CMA
$18.6M 0.04%
370,663
-13,133
-3% -$641K
BRCM
470
DELISTED
BROADCOM CORP CL-A
BRCM
$18.6M 0.04%
500,445
+7,154
+1% +$234K
WELL icon
471
Welltower
WELL
$178B
$18.5M 0.04%
295,390
+40,902
+16% +$2.57M
WIN
472
DELISTED
Windstream Holdings Inc
WIN
$18.5M 0.04%
236,974
+5,268
+2% +$384K
CINF icon
473
Cincinnati Financial
CINF
$28.3B
$18.5M 0.04%
384,392
-11,679
-3% -$568K
SUNE
474
DELISTED
SUNEDISON, INC COM
SUNE
$18.5M 0.04%
816,688
+46,334
+6% +$900K
VRTX icon
475
Vertex Pharmaceuticals
VRTX
$121B
$18.4M 0.04%
193,906
+14,013
+8% +$983K
17 18
19
20 21

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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.