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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
BP icon
226
BP
BP
$113B
$42M 0.09%
973,007
+836
+0.1% +$34.5K
MWE
227
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$41.8M 0.09%
584,088
+45,969
+9% +$2.96M
ITW icon
228
Illinois Tool Works
ITW
$81.4B
$41.5M 0.09%
473,788
+6,995
+1% +$601K
HSBC icon
229
HSBC
HSBC
$355B
$41.2M 0.09%
941,517
+32,703
+4% +$1.46M
TCOM icon
230
Trip.com Group
TCOM
$27.5B
$41.1M 0.09%
1,282,092
+20,842
+2% +$562K
CP icon
231
Canadian Pacific Kansas City
CP
$82B
$40.8M 0.09%
1,126,685
+84,565
+8% +$2.77M
TSN icon
232
Tyson Foods
TSN
$20.2B
$40.7M 0.09%
1,084,886
-59,074
-5% -$2.37M
PNR icon
233
Pentair
PNR
$10.2B
$40M 0.09%
825,999
+33,727
+4% +$1.72M
BSX icon
234
Boston Scientific
BSX
$65.8B
$39.9M 0.09%
3,128,029
+22,223
+0.7% +$289K
CAH icon
235
Cardinal Health
CAH
$53.4B
$39.9M 0.09%
582,170
-16,419
-3% -$1.12M
FLR icon
236
Fluor
FLR
$7.29B
$39.7M 0.09%
515,923
-22,357
-4% -$1.7M
ALXN
237
DELISTED
Alexion Pharmaceuticals
ALXN
$39.7M 0.09%
253,846
-14,264
-5% -$2.25M
PH icon
238
Parker-Hannifin
PH
$125B
$39.5M 0.09%
314,151
+23,654
+8% +$2.95M
SRE icon
239
Sempra
SRE
$60.8B
$39.4M 0.09%
752,902
+39,138
+5% +$1.94M
SYK icon
240
Stryker
SYK
$127B
$39.4M 0.09%
467,035
+2,151
+0.5% +$176K
OMC icon
241
Omnicom Group
OMC
$22.7B
$39.4M 0.09%
552,920
-7,601
-1% -$529K
SNDK
242
DELISTED
SANDISK CORP
SNDK
$39.3M 0.09%
376,074
-3,213
-0.8% -$292K
SYY icon
243
Sysco
SYY
$39.7B
$38.6M 0.09%
1,030,839
-65,109
-6% -$2.39M
FAST icon
244
Fastenal
FAST
$54B
$38.6M 0.09%
3,118,400
+184,916
+6% +$2.29M
RDS.A
245
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$38.5M 0.09%
467,552
-34,588
-7% -$2.7M
BEN icon
246
Franklin Resources
BEN
$16.9B
$38.3M 0.09%
662,554
+2,558
+0.4% +$140K
WM icon
247
Waste Management
WM
$95.9B
$38.1M 0.09%
852,003
-72,414
-8% -$3.15M
APH icon
248
Amphenol
APH
$188B
$38M 0.09%
3,158,008
+7,288
+0.2% +$86.8K
WFM
249
DELISTED
Whole Foods Market Inc
WFM
$37.6M 0.08%
972,934
+60,691
+7% +$2.65M
HSY icon
250
Hershey
HSY
$35.4B
$37.5M 0.08%
384,678
+1,464
+0.4% +$144K
8 9
10
11 12

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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.