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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
UNP icon
51
Union Pacific
UNP
$181B
$132M 0.3%
1,326,690
-42,556
-3% -$4.12M
PSX icon
52
Phillips 66
PSX
$83B
$132M 0.3%
1,641,219
-61,689
-4% -$5.08M
BA icon
53
Boeing
BA
$165B
$131M 0.3%
1,032,463
+4,073
+0.4% +$532K
BIIB icon
54
Biogen
BIIB
$29.6B
$129M 0.29%
409,299
-5,981
-1% -$1.8M
MDLZ icon
55
Mondelez International
MDLZ
$77.1B
$127M 0.29%
3,389,783
-131,278
-4% -$4.8M
WBA
56
DELISTED
Walgreens Boots Alliance
WBA
$126M 0.28%
1,695,774
+51,360
+3% +$3.59M
AMX icon
57
America Movil
AMX
$77.9B
$125M 0.28%
6,025,654
+102,153
+2% +$2.05M
EOG icon
58
EOG Resources
EOG
$77.5B
$123M 0.28%
1,055,445
+13,687
+1% +$1.44M
TXN icon
59
Texas Instruments
TXN
$260B
$119M 0.27%
2,484,373
+107,417
+5% +$5.01M
HON icon
60
Honeywell
HON
$78B
$118M 0.27%
1,414,405
+6,359
+0.5% +$532K
ABBV icon
61
AbbVie
ABBV
$454B
$117M 0.26%
2,066,487
+5,925
+0.3% +$311K
HAL icon
62
Halliburton
HAL
$27.3B
$115M 0.26%
1,625,108
-16,981
-1% -$1.09M
COST icon
63
Costco
COST
$411B
$114M 0.26%
987,527
-7,426
-0.7% -$852K
ESRX
64
DELISTED
Express Scripts Holding Company
ESRX
$113M 0.26%
1,635,715
-69,486
-4% -$4.89M
NKE icon
65
Nike
NKE
$60.8B
$113M 0.26%
2,922,622
-77,886
-3% -$2.9M
SPY icon
66
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$113M 0.25%
577,416
-399,893
-41% -$76M
DD icon
67
DuPont de Nemours
DD
$18.6B
$112M 0.25%
859,760
+25,032
+3% +$3.19M
CAT icon
68
Caterpillar
CAT
$412B
$109M 0.25%
1,007,041
+45,979
+5% +$4.83M
IVV icon
69
iShares Core S&P 500 ETF
IVV
$875B
$109M 0.25%
554,864
+175,364
+46% +$33.6M
AIG icon
70
American International
AIG
$41.4B
$108M 0.24%
1,975,247
+129,245
+7% +$6.84M
ABT icon
71
Abbott
ABT
$175B
$108M 0.24%
2,634,456
-57,993
-2% -$2.28M
TWX
72
DELISTED
Time Warner Inc
TWX
$108M 0.24%
1,531,076
-95,106
-6% -$6.25M
MON
73
DELISTED
Monsanto Co
MON
$107M 0.24%
858,231
+15,405
+2% +$1.8M
BKNG icon
74
Booking.com
BKNG
$134B
$107M 0.24%
2,214,300
-11,300
-0.5% -$542K
BAP icon
75
Credicorp
BAP
$30.8B
$104M 0.23%
668,239
+6,875
+1% +$1.03M
1 2
3
4 5

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MCM
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PSUF
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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.