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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
D icon
151
Dominion Energy
D
$62.4B
$59.4M 0.13%
830,518
+18,418
+2% +$1.29M
CMI icon
152
Cummins
CMI
$91.7B
$59.2M 0.13%
383,620
-7,539
-2% -$1.14M
GD icon
153
General Dynamics
GD
$105B
$58.9M 0.13%
505,723
+11,329
+2% +$1.29M
EIX icon
154
Edison International
EIX
$30.9B
$58.4M 0.13%
1,004,316
+48,537
+5% +$2.72M
ALL icon
155
Allstate
ALL
$66.8B
$58.2M 0.13%
990,672
+31,684
+3% +$1.83M
MJN
156
DELISTED
Mead Johnson Nutrition Company
MJN
$58.1M 0.13%
623,200
+37,709
+6% +$3.3M
ITUB icon
157
Itaú Unibanco
ITUB
$91.7B
$57.5M 0.13%
9,971,647
+447,672
+5% +$2.64M
AMP icon
158
Ameriprise Financial
AMP
$46B
$57.3M 0.13%
477,688
-9,069
-2% -$1.01M
CI icon
159
Cigna
CI
$76.4B
$57.3M 0.13%
622,618
+1,258
+0.2% +$108K
M icon
160
Macy's
M
$6.04B
$57.2M 0.13%
985,732
-114,199
-10% -$6.63M
KRFT
161
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$57M 0.13%
951,602
+551
+0.1% +$31.9K
TJX icon
162
TJX Companies
TJX
$170B
$56.8M 0.13%
2,135,916
+27,942
+1% +$797K
STT icon
163
State Street
STT
$50.8B
$56.3M 0.13%
837,037
-17,911
-2% -$1.18M
NBIS
164
Nebius Group N.V.
NBIS
$50B
$56.2M 0.13%
1,576,648
+360,661
+30% +$11.1M
GLW icon
165
Corning
GLW
$127B
$55.5M 0.13%
2,528,265
+121,826
+5% +$2.58M
ETP
166
DELISTED
Energy Transfer Partners L.p.
ETP
$55.4M 0.12%
955,470
-99,117
-9% -$5.56M
CB icon
167
Chubb
CB
$138B
$55.3M 0.12%
533,649
+20,464
+4% +$2.1M
CRM icon
168
Salesforce
CRM
$132B
$54.9M 0.12%
945,829
+9,688
+1% +$523K
FCX icon
169
Freeport-McMoran
FCX
$88.2B
$54.8M 0.12%
1,501,355
+37,756
+3% +$1.29M
COR icon
170
Cencora
COR
$60.2B
$54.7M 0.12%
752,733
-40,347
-5% -$2.76M
RF icon
171
Regions Financial
RF
$26.2B
$54.5M 0.12%
5,135,258
-5,295
-0.1% -$55.2K
RAI
172
DELISTED
Reynolds American Inc
RAI
$54.2M 0.12%
1,795,072
+13,622
+0.8% +$391K
SNY icon
173
Sanofi
SNY
$104B
$54.1M 0.12%
1,018,207
+47,942
+5% +$2.54M
PEG icon
174
Public Service Enterprise Group
PEG
$40.2B
$53.7M 0.12%
1,316,063
+205,061
+18% +$7.96M
SO icon
175
Southern Company
SO
$110B
$53.7M 0.12%
1,182,250
+52,593
+5% +$2.33M
5 6
7
8 9

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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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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.