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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
RSG icon
726
Republic Services
RSG
$66.7B
$10M 0.02%
264,346
+2,056
+0.8% +$72.9K
FFIV icon
727
F5
FFIV
$22.1B
$10M 0.02%
89,700
+504
+0.6% +$54.2K
BMRN icon
728
BioMarin Pharmaceuticals
BMRN
$11.5B
$9.98M 0.02%
160,373
-11,939
-7% -$721K
SEIC icon
729
SEI Investments
SEIC
$11.9B
$9.97M 0.02%
304,156
+18,882
+7% +$608K
TWTC
730
DELISTED
TW TELECOM INC CL A COM
TWTC
$9.96M 0.02%
247,035
+107,707
+77% +$3.55M
LEN icon
731
Lennar Class A
LEN
$20.4B
$9.92M 0.02%
248,253
+8,416
+4% +$319K
CHKP icon
732
Check Point Software Technologies
CHKP
$13.3B
$9.88M 0.02%
147,374
+14,905
+11% +$980K
TDC icon
733
Teradata
TDC
$2.68B
$9.83M 0.02%
244,435
-96,967
-28% -$4.23M
IGIB icon
734
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$9.78M 0.02%
177,518
+2,194
+1% +$120K
RL icon
735
Ralph Lauren
RL
$22.2B
$9.76M 0.02%
60,755
-19,943
-25% -$3.08M
TW
736
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$9.76M 0.02%
93,594
-18,803
-17% -$2.06M
IFF icon
737
International Flavors & Fragrances
IFF
$19.4B
$9.7M 0.02%
93,031
-3,250
-3% -$320K
PAY
738
DELISTED
Verifone Systems Inc
PAY
$9.69M 0.02%
263,760
-8,962
-3% -$305K
MGM icon
739
MGM Resorts International
MGM
$11.7B
$9.66M 0.02%
366,014
+93,475
+34% +$2.33M
MNST icon
740
Monster Beverage
MNST
$91.4B
$9.66M 0.02%
815,778
+27,804
+4% +$317K
WSM icon
741
Williams-Sonoma
WSM
$26.7B
$9.61M 0.02%
267,686
-7,180
-3% -$236K
AROC icon
742
Archrock
AROC
$6.33B
$9.59M 0.02%
213,185
-11,336
-5% -$490K
ESS icon
743
Essex Property Trust
ESS
$18.9B
$9.59M 0.02%
51,849
+16,352
+46% +$2.89M
KND
744
DELISTED
Kindred Healthcare
KND
$9.59M 0.02%
414,950
+22,422
+6% +$548K
MAA icon
745
Mid-America Apartment Communities
MAA
$15.6B
$9.57M 0.02%
131,063
+5,446
+4% +$385K
PMO
746
Franklin Municipal Opportunities Trust
PMO
$282M
$9.55M 0.02%
813,214
+236,572
+41% +$2.75M
ARMH
747
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$9.53M 0.02%
210,544
-4,355
-2% -$202K
ASH icon
748
Ashland
ASH
$3.04B
$9.49M 0.02%
178,372
+20,677
+13% +$1.03M
BSBR icon
749
Santander
BSBR
$39.7B
$9.46M 0.02%
1,427,384
-85,329
-6% -$530K
GPN icon
750
Global Payments
GPN
$22.1B
$9.46M 0.02%
259,628
+27,434
+12% +$944K
28 29
30
31 32

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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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ACI
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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.