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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
CMCSA icon
26
Comcast
CMCSA
$78.3B
$220M 0.5%
8,199,278
-4,606
-0.1% -$118K
PEP icon
27
PepsiCo
PEP
$184B
$216M 0.49%
2,422,950
+46,064
+2% +$3.98M
DIS icon
28
Walt Disney
DIS
$161B
$214M 0.48%
2,498,152
-54,163
-2% -$4.42M
C icon
29
Citigroup
C
$221B
$213M 0.48%
4,522,837
+120,605
+3% +$5.74M
IWF icon
30
iShares Russell 1000 Growth ETF
IWF
$123B
$208M 0.47%
9,162,620
-102,512
-1% -$2.25M
WMT icon
31
Walmart Inc
WMT
$863B
$204M 0.46%
8,135,979
+15,636
+0.2% +$402K
CSCO icon
32
Cisco
CSCO
$444B
$199M 0.45%
8,024,348
-140,820
-2% -$3.36M
V icon
33
Visa
V
$669B
$198M 0.45%
3,767,908
+78,784
+2% +$4.12M
PM icon
34
Philip Morris
PM
$298B
$198M 0.45%
2,351,079
+26,758
+1% +$2.3M
CVS icon
35
CVS Health
CVS
$136B
$192M 0.43%
2,552,445
-44,687
-2% -$3.38M
MCD icon
36
McDonald's
MCD
$187B
$172M 0.39%
1,702,575
+33,098
+2% +$3.34M
AMZN icon
37
Amazon
AMZN
$2.51T
$169M 0.38%
10,406,180
-620,820
-6% -$9.82M
HD icon
38
Home Depot
HD
$324B
$167M 0.38%
2,063,105
+40,933
+2% +$3.23M
AMGN icon
39
Amgen
AMGN
$201B
$165M 0.37%
1,397,941
-15,537
-1% -$1.8M
RTX icon
40
RTX Corp
RTX
$282B
$164M 0.37%
2,256,617
+10,899
+0.5% +$803K
AXP icon
41
American Express
AXP
$233B
$152M 0.34%
1,603,455
-3,536
-0.2% -$319K
HPQ icon
42
HP
HPQ
$22.4B
$152M 0.34%
9,920,543
+254,886
+3% +$3.83M
CELG
43
DELISTED
Celgene Corp
CELG
$151M 0.34%
1,760,407
-94,809
-5% -$7.21M
UNH icon
44
UnitedHealth
UNH
$385B
$143M 0.32%
1,750,372
-24,101
-1% -$1.9M
MMM icon
45
3M
MMM
$87.5B
$142M 0.32%
1,186,120
-41,175
-3% -$4.83M
OXY icon
46
Occidental Petroleum
OXY
$57.3B
$141M 0.32%
1,436,133
+42,365
+3% +$3.98M
BMY icon
47
Bristol-Myers Squibb
BMY
$126B
$139M 0.31%
2,868,042
-1,511
-0.1% -$74.5K
MO icon
48
Altria Group
MO
$120B
$139M 0.31%
3,316,451
-14,377
-0.4% -$578K
MA icon
49
Mastercard
MA
$469B
$138M 0.31%
1,879,658
-133,821
-7% -$9.94M
META icon
50
Meta Platforms (Facebook)
META
$1.54T
$136M 0.31%
2,016,128
+150,026
+8% +$9.23M
1
2
3 4 5

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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.