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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
SRCL
201
DELISTED
Stericycle Inc
SRCL
$46.2M 0.1%
390,431
+10,585
+3% +$1.21M
QVCGA
202
DELISTED
QVC Group Inc Series A
QVCGA
$46.2M 0.1%
38,285
+4,004
+12% +$4.78M
HIG icon
203
Hartford Financial Services
HIG
$38.5B
$46.2M 0.1%
1,289,048
-61,738
-5% -$2.17M
JCI icon
204
Johnson Controls International
JCI
$87.9B
$46.1M 0.1%
881,642
-59,543
-6% -$2.96M
BBD icon
205
Banco Bradesco
BBD
$38.6B
$46.1M 0.1%
8,094,370
+115,187
+1% +$673K
TTE icon
206
TotalEnergies
TTE
$191B
$45.5M 0.1%
629,650
+18,988
+3% +$1.33M
NVO
207
Novo Nordisk
NVO
$216B
$45.4M 0.1%
1,966,312
+101,946
+5% +$2.25M
KEY icon
208
KeyCorp
KEY
$24.4B
$45.3M 0.1%
3,161,759
+10,382
+0.3% +$143K
INTU icon
209
Intuit
INTU
$79.6B
$44.8M 0.1%
556,438
-6,149
-1% -$474K
TM icon
210
Toyota
TM
$211B
$44.8M 0.1%
374,462
+30,022
+9% +$3.34M
PCP
211
DELISTED
PRECISION CASTPARTS CORP
PCP
$44.7M 0.1%
177,244
-3,698
-2% -$945K
BUD icon
212
AB InBev
BUD
$158B
$44.7M 0.1%
389,016
+60,332
+18% +$6.64M
CSX icon
213
CSX Corp
CSX
$98.6B
$44.6M 0.1%
4,339,284
+27,663
+0.6% +$269K
ICE icon
214
Intercontinental Exchange
ICE
$81.3B
$44.5M 0.1%
1,178,420
-19,055
-2% -$743K
HOG icon
215
Harley-Davidson
HOG
$2.75B
$44.5M 0.1%
637,235
+23,484
+4% +$1.65M
ETN icon
216
Eaton
ETN
$160B
$44.2M 0.1%
573,223
+19,455
+4% +$1.44M
BHI
217
DELISTED
Baker Hughes
BHI
$44.2M 0.1%
593,307
+18,754
+3% +$1.31M
DVN icon
218
Devon Energy
DVN
$52B
$43.9M 0.1%
553,519
+97,984
+22% +$7.13M
CIB icon
219
Grupo Cibest SA
CIB
$20.8B
$42.8M 0.1%
740,656
-1,562
-0.2% -$88.8K
CHK
220
DELISTED
Chesapeake Energy Corporation
CHK
$42.6M 0.1%
7,247
+164
+2% +$894K
YHOO
221
DELISTED
Yahoo Inc
YHOO
$42.5M 0.1%
1,209,512
+9,467
+0.8% +$330K
ETR icon
222
Entergy
ETR
$54.1B
$42.5M 0.1%
1,034,876
+141,602
+16% +$5.28M
GNW icon
223
Genworth Financial
GNW
$3.82B
$42.5M 0.1%
2,440,111
+226,261
+10% +$3.96M
EXC icon
224
Exelon
EXC
$48.5B
$42.4M 0.1%
1,627,628
+36,111
+2% +$921K
TFC icon
225
Truist Financial
TFC
$63.1B
$42.3M 0.1%
1,073,718
-19,304
-2% -$740K
7 8
9
10 11

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MCM
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PSUF
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IA
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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.