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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
GMCR
576
DELISTED
KEURIG GREEN MTN INC
GMCR
$14.7M 0.03%
118,289
+12,567
+12% +$1.37M
THC icon
577
Tenet Healthcare
THC
$20.1B
$14.7M 0.03%
313,302
-57,513
-16% -$2.6M
UL icon
578
Unilever
UL
$131B
$14.6M 0.03%
287,314
+21,944
+8% +$1.1M
HUN icon
579
Huntsman Corp
HUN
$2.24B
$14.6M 0.03%
519,511
+17,740
+4% +$464K
SIG icon
580
Signet Jewelers
SIG
$3.55B
$14.6M 0.03%
131,885
+7,587
+6% +$790K
CFN
581
DELISTED
CAREFUSION CORPORATION
CFN
$14.4M 0.03%
325,821
+11,352
+4% +$470K
WX
582
DELISTED
WUXI PHARMATECH, CAYMAN INC REPSTG 8 ORD SHS
WX
$14.4M 0.03%
439,561
-65,599
-13% -$2.24M
ILMN icon
583
Illumina
ILMN
$29.4B
$14.4M 0.03%
82,797
-5,801
-7% -$865K
KMX icon
584
CarMax
KMX
$8.27B
$14.2M 0.03%
273,763
+719
+0.3% +$32.7K
OA
585
DELISTED
Orbital ATK, Inc.
OA
$14.2M 0.03%
106,293
+95
+0.1% +$13.1K
AKAM icon
586
Akamai
AKAM
$16.8B
$14.1M 0.03%
230,582
+14,101
+7% +$784K
SCG
587
DELISTED
Scana
SCG
$14M 0.03%
260,658
+5,897
+2% +$306K
DLTR icon
588
Dollar Tree
DLTR
$23.1B
$14M 0.03%
257,002
+10,308
+4% +$542K
LNG icon
589
Cheniere Energy
LNG
$56.5B
$14M 0.03%
194,749
+31,769
+19% +$1.93M
MOS icon
590
The Mosaic Company
MOS
$7.09B
$14M 0.03%
282,120
+28,733
+11% +$1.42M
CPB icon
591
Campbell Soup
CPB
$6.51B
$13.7M 0.03%
300,078
+6,315
+2% +$285K
RNP icon
592
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$13.7M 0.03%
760,105
+62,418
+9% +$1.09M
FOSL icon
593
Fossil Group
FOSL
$239M
$13.7M 0.03%
130,820
-3,461
-3% -$370K
UHS icon
594
Universal Health Services
UHS
$9.43B
$13.6M 0.03%
142,417
-4,981
-3% -$430K
LBTYK icon
595
Liberty Global Class C
LBTYK
$3.27B
$13.6M 0.03%
398,255
-69,271
-15% -$2.29M
AV
596
DELISTED
Aviva Plc
AV
$13.5M 0.03%
768,064
+38,820
+5% +$678K
AVT icon
597
Avnet
AVT
$7.33B
$13.5M 0.03%
304,394
+7,909
+3% +$348K
ZTS icon
598
Zoetis
ZTS
$31.6B
$13.5M 0.03%
417,299
+204,861
+96% +$6.28M
ASML icon
599
ASML
ASML
$675B
$13.5M 0.03%
144,345
+8,512
+6% +$735K
CTAS icon
600
Cintas
CTAS
$82.4B
$13.4M 0.03%
844,660
-46,740
-5% -$707K
22 23
24
25 26

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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.