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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
DFS
101
DELISTED
Discover Financial Services
DFS
$83.8M 0.19%
1,352,240
+24,918
+2% +$1.46M
F icon
102
Ford
F
$57.2B
$83.3M 0.19%
4,832,548
+470,616
+11% +$7.65M
EMR icon
103
Emerson Electric
EMR
$83.1B
$83.3M 0.19%
1,255,352
+37,512
+3% +$2.52M
DD
104
DELISTED
Du Pont De Nemours E I
DD
$82.6M 0.19%
1,329,649
+12,176
+0.9% +$782K
KR icon
105
Kroger
KR
$34.6B
$81M 0.18%
3,279,392
+37,530
+1% +$874K
EFA icon
106
iShares MSCI EAFE ETF
EFA
$76.6B
$80.9M 0.18%
1,182,784
-224,651
-16% -$15.4M
TWC
107
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$79.9M 0.18%
542,159
+23,506
+5% +$3.3M
LMT icon
108
Lockheed Martin
LMT
$133B
$79.8M 0.18%
496,262
+23,852
+5% +$3.88M
FDX icon
109
FedEx
FDX
$75B
$79.6M 0.18%
525,566
+11,171
+2% +$1.56M
PARA
110
DELISTED
Paramount Global Class B
PARA
$79.4M 0.18%
1,277,065
+34,846
+3% +$2.07M
DUK icon
111
Duke Energy
DUK
$101B
$78.4M 0.18%
1,056,306
-4,498
-0.4% -$324K
MRO
112
DELISTED
Marathon Oil Corporation
MRO
$77.6M 0.17%
1,943,317
+10,917
+0.6% +$403K
APC
113
DELISTED
Anadarko Petroleum
APC
$77.2M 0.17%
704,896
+14,070
+2% +$1.43M
NVS icon
114
Novartis
NVS
$294B
$76.8M 0.17%
946,757
+40,132
+4% +$3.16M
CTSH icon
115
Cognizant
CTSH
$21.2B
$75.2M 0.17%
1,537,066
+102,363
+7% +$4.99M
WMB icon
116
Williams Companies
WMB
$91.4B
$75.1M 0.17%
1,289,589
+240,721
+23% +$11.2M
PRU icon
117
Prudential Financial
PRU
$41.4B
$75M 0.17%
844,488
+1,439
+0.2% +$121K
SPG icon
118
Simon Property Group
SPG
$74.2B
$73.2M 0.17%
440,451
-4,480
-1% -$731K
ADP icon
119
Automatic Data Processing
ADP
$99.4B
$72.7M 0.16%
1,043,892
+38,473
+4% +$2.63M
MS icon
120
Morgan Stanley
MS
$338B
$71.8M 0.16%
2,221,208
+25,031
+1% +$772K
SCCO icon
121
Southern Copper
SCCO
$142B
$71.7M 0.16%
2,547,574
+133,858
+6% +$3.69M
EPD icon
122
Enterprise Products Partners
EPD
$83.8B
$71.5M 0.16%
1,825,452
-343,408
-16% -$12.7M
AMAT icon
123
Applied Materials
AMAT
$434B
$71.3M 0.16%
3,160,760
+190,537
+6% +$3.89M
MU icon
124
Micron Technology
MU
$1.05T
$70.9M 0.16%
2,152,386
+124,900
+6% +$3.41M
ACN icon
125
Accenture
ACN
$89B
$70.6M 0.16%
872,894
-3,002
-0.3% -$241K
3 4
5
6 7

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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.