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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
YUM icon
126
Yum! Brands
YUM
$41B
$70.5M 0.16%
1,207,248
+82,837
+7% +$4.61M
TMO icon
127
Thermo Fisher Scientific
TMO
$211B
$70.4M 0.16%
596,524
-1,611
-0.3% -$190K
INFY icon
128
Infosys
INFY
$45B
$69M 0.16%
10,268,184
-653,656
-6% -$4.35M
VLO icon
129
Valero Energy
VLO
$89.8B
$69M 0.16%
1,376,378
-115,620
-8% -$6.37M
KMP
130
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$68.9M 0.16%
837,654
+34,430
+4% +$2.66M
TGT icon
131
Target
TGT
$62.1B
$68.2M 0.15%
1,177,226
-17,416
-1% -$1.02M
BNY
132
Bank of New York Mellon
BNY
$108B
$68.2M 0.15%
1,819,879
-5,403
-0.3% -$187K
ECL icon
133
Ecolab
ECL
$75.6B
$67.8M 0.15%
609,138
-16,296
-3% -$1.75M
SCHW
134
Charles Schwab
SCHW
$177B
$67.6M 0.15%
2,510,445
+137,518
+6% +$3.61M
BAX icon
135
Baxter International
BAX
$11.6B
$67.5M 0.15%
1,718,456
+56,335
+3% +$2.25M
PAA icon
136
Plains All American Pipeline
PAA
$17.4B
$67.2M 0.15%
1,119,477
-80,538
-7% -$4.58M
WDC icon
137
Western Digital
WDC
$179B
$66.8M 0.15%
957,445
-7,930
-0.8% -$532K
RTN
138
DELISTED
Raytheon Company
RTN
$66.4M 0.15%
720,198
-21,359
-3% -$2.07M
NEE icon
139
NextEra Energy
NEE
$187B
$66.4M 0.15%
2,590,124
+31,560
+1% +$768K
HES
140
DELISTED
Hess
HES
$66.2M 0.15%
669,169
-12,659
-2% -$1.14M
MMP
141
DELISTED
Magellan Midstream Partners, L.P.
MMP
$65.5M 0.15%
779,067
-160,646
-17% -$12.6M
SHPG
142
DELISTED
Shire pic
SHPG
$64.5M 0.15%
273,751
+43,095
+19% +$7.49M
AET
143
DELISTED
Aetna Inc
AET
$62.4M 0.14%
769,511
-3,870
-0.5% -$293K
PPG icon
144
PPG Industries
PPG
$25.9B
$62.2M 0.14%
591,692
+9,942
+2% +$986K
NBL
145
DELISTED
Noble Energy, Inc.
NBL
$61.6M 0.14%
795,822
+22,485
+3% +$1.64M
LO
146
DELISTED
LORILLARD INC COM STK
LO
$61.3M 0.14%
1,005,150
-62,055
-6% -$3.61M
COV
147
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$60.3M 0.14%
669,065
-20,249
-3% -$1.51M
LYB icon
148
LyondellBasell Industries
LYB
$19.5B
$60.3M 0.14%
617,854
+5,209
+0.9% +$496K
PX
149
DELISTED
Praxair Inc
PX
$60.2M 0.14%
453,411
+872
+0.2% +$114K
VIAB
150
DELISTED
Viacom Inc. Class B
VIAB
$59.9M 0.13%
690,324
+5,878
+0.9% +$499K
4 5
6
7 8

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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.