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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
CSL icon
651
Carlisle Companies
CSL
$13.6B
$11.8M 0.03%
136,696
+6,840
+5% +$568K
ITT icon
652
ITT
ITT
$17.5B
$11.8M 0.03%
245,721
-31,014
-11% -$1.38M
GRMN
653
Garmin
GRMN
$46.9B
$11.8M 0.03%
193,361
+3,609
+2% +$207K
CEO
654
DELISTED
CNOOC Limited
CEO
$11.8M 0.03%
65,565
-3,628
-5% -$614K
KLAC icon
655
KLA
KLAC
$275B
$11.7M 0.03%
1,607,460
-116,000
-7% -$770K
SLG icon
656
SL Green Realty
SLG
$3.88B
$11.6M 0.03%
109,130
+986
+0.9% +$102K
TEF
657
DELISTED
Telefonica
TEF
$11.5M 0.03%
917,023
+74,377
+9% +$904K
PFF icon
658
iShares Preferred and Income Securities ETF
PFF
$13.2B
$11.5M 0.03%
289,164
+2,343
+0.8% +$92.3K
RS icon
659
Reliance Steel & Aluminium
RS
$20.8B
$11.5M 0.03%
156,535
+6,179
+4% +$444K
AMD icon
660
Advanced Micro Devices
AMD
$851B
$11.5M 0.03%
2,748,665
+144,494
+6% +$585K
CHL
661
DELISTED
China Mobile Limited
CHL
$11.5M 0.03%
236,847
-5,900
-2% -$283K
EVT icon
662
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$11.5M 0.03%
555,909
+80,795
+17% +$1.62M
ERC
663
Allspring Multi-Sector Income Fund
ERC
$255M
$11.5M 0.03%
771,829
+98,457
+15% +$1.45M
FMC icon
664
FMC
FMC
$1.42B
$11.5M 0.03%
185,681
-19,279
-9% -$1.26M
NVDA icon
665
NVIDIA
NVDA
$5.01T
$11.4M 0.03%
24,515,120
-637,720
-3% -$298K
PBCT
666
DELISTED
People's United Financial Inc
PBCT
$11.3M 0.03%
747,538
-547,299
-42% -$8M
UAL icon
667
United Airlines
UAL
$38.4B
$11.3M 0.03%
274,927
-43,266
-14% -$1.86M
LLTC
668
DELISTED
Linear Technology Corp
LLTC
$11.3M 0.03%
239,844
-1,378
-0.6% -$63.9K
ARG
669
DELISTED
Airgas Inc
ARG
$11.3M 0.03%
103,474
-1,440
-1% -$154K
ZION icon
670
Zions Bancorporation
ZION
$10.1B
$11.2M 0.03%
381,454
-6,845
-2% -$201K
WTM icon
671
White Mountains Insurance
WTM
$5.47B
$11.2M 0.03%
18,469
+6,078
+49% +$3.62M
AEG icon
672
Aegon
AEG
$13.5B
$11.2M 0.03%
1,885,785
+568,861
+43% +$3.43M
AGG icon
673
iShares Core US Aggregate Bond ETF
AGG
$138B
$11.2M 0.03%
102,503
+1,032
+1% +$112K
NAVI icon
674
Navient
NAVI
$774M
$11.2M 0.03%
+630,757
New +$10.4M
PNW icon
675
Pinnacle West Capital
PNW
$12.9B
$11.1M 0.03%
192,531
-1,172
-0.6% -$64.8K
25 26
27
28 29

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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.