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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
TRV icon
76
Travelers Companies
TRV
$78.5B
$101M 0.23%
1,078,948
-17,460
-2% -$1.59M
BIDU icon
77
Baidu
BIDU
$36.5B
$101M 0.23%
541,930
-1,321
-0.2% -$216K
CL icon
78
Colgate-Palmolive
CL
$72.1B
$99.7M 0.22%
1,462,478
+26,542
+2% +$1.78M
GS icon
79
Goldman Sachs
GS
$317B
$99.7M 0.22%
595,350
-38,453
-6% -$6.2M
MET icon
80
MetLife
MET
$59.5B
$98.2M 0.22%
1,983,355
+20,590
+1% +$964K
SBUX icon
81
Starbucks
SBUX
$118B
$97.8M 0.22%
2,527,862
-50,450
-2% -$1.83M
EMC
82
DELISTED
EMC CORPORATION
EMC
$97.5M 0.22%
3,702,198
-196,181
-5% -$5.18M
MDT icon
83
Medtronic
MDT
$105B
$97.3M 0.22%
1,526,700
-10,142
-0.7% -$616K
ADBE icon
84
Adobe
ADBE
$84.3B
$95.9M 0.22%
1,325,358
+25,859
+2% +$1.67M
NOC icon
85
Northrop Grumman
NOC
$75.8B
$95.6M 0.22%
799,360
+94
+0% +$11.4K
CX icon
86
Cemex
CX
$17.7B
$94.5M 0.21%
8,030,811
+142,254
+2% +$1.62M
AGN
87
DELISTED
Allergan Inc
AGN
$93.9M 0.21%
555,163
-8,520
-2% -$1.33M
ELV icon
88
Elevance Health
ELV
$82.3B
$93.8M 0.21%
872,002
+15,427
+2% +$1.59M
LLY icon
89
Eli Lilly
LLY
$1.06T
$93.5M 0.21%
1,503,447
-42,129
-3% -$2.51M
DTV
90
DELISTED
DIRECTV COM STK (DE)
DTV
$92.6M 0.21%
1,089,441
+87,154
+9% +$7.1M
EBAY icon
91
eBay
EBAY
$48.5B
$91.9M 0.21%
4,361,357
-957,302
-18% -$20.9M
USB icon
92
US Bancorp
USB
$98.7B
$90.8M 0.2%
2,097,140
-166,251
-7% -$6.94M
UPS icon
93
United Parcel Service
UPS
$97B
$88.1M 0.2%
858,482
-4,328
-0.5% -$435K
MCK icon
94
McKesson
MCK
$96.5B
$87.6M 0.2%
470,280
-12,061
-3% -$2.15M
PNC icon
95
PNC Financial Services
PNC
$99.5B
$87.3M 0.2%
979,846
+17,094
+2% +$1.46M
COF icon
96
Capital One
COF
$123B
$86M 0.19%
1,041,306
+119,761
+13% +$9.3M
DHR icon
97
Danaher
DHR
$135B
$85.3M 0.19%
1,612,423
+10,760
+0.7% +$553K
LOW icon
98
Lowe's Companies
LOW
$113B
$85.2M 0.19%
1,774,688
-54,660
-3% -$2.55M
TFCFA
99
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$84.6M 0.19%
2,407,367
+3,327
+0.1% +$113K
KMB icon
100
Kimberly-Clark
KMB
$35.6B
$84.2M 0.19%
789,860
+8,058
+1% +$856K
2 3
4
5 6

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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.