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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
MPC icon
176
Marathon Petroleum
MPC
$90.9B
$53.1M 0.12%
1,360,678
-92,170
-6% -$4.08M
GM icon
177
General Motors
GM
$75.5B
$53.1M 0.12%
1,462,215
+193,924
+15% +$6.76M
CPA icon
178
Copa Holdings
CPA
$5.68B
$53.1M 0.12%
372,134
+32,072
+9% +$4.49M
CB
179
DELISTED
CHUBB CORPORATION
CB
$53M 0.12%
575,497
-14,974
-3% -$1.38M
NOV icon
180
NOV
NOV
$7.46B
$52.8M 0.12%
641,125
-57,002
-8% -$4.25M
STI
181
DELISTED
SunTrust Banks, Inc.
STI
$52.6M 0.12%
1,313,972
-14,394
-1% -$561K
ADM icon
182
Archer Daniels Midland
ADM
$41.7B
$52.4M 0.12%
1,188,341
-118,593
-9% -$5.24M
NSC icon
183
Norfolk Southern
NSC
$79.1B
$52.2M 0.12%
506,824
+698
+0.1% +$68.5K
CCI icon
184
Crown Castle
CCI
$33.2B
$52.1M 0.12%
701,470
+11,071
+2% +$830K
BLK icon
185
Blackrock
BLK
$163B
$52.1M 0.12%
162,970
+1,405
+0.9% +$431K
APA icon
186
APA Corp
APA
$12.8B
$51M 0.11%
506,460
+21,726
+4% +$1.97M
EL icon
187
Estee Lauder
EL
$29.1B
$49.9M 0.11%
672,533
-9,514
-1% -$699K
LNC icon
188
Lincoln National
LNC
$7.84B
$49.3M 0.11%
958,600
-29,391
-3% -$1.45M
FITB
189
Fifth Third Bancorp
FITB
$52.2B
$49.3M 0.11%
2,307,363
-146,678
-6% -$3.11M
DE icon
190
Deere & Co
DE
$168B
$49.3M 0.11%
543,927
+11,723
+2% +$1.08M
MHFI
191
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$49.1M 0.11%
591,632
+105,523
+22% +$8.32M
APD icon
192
Air Products & Chemicals
APD
$66.2B
$48.6M 0.11%
408,591
-2,260
-0.6% -$252K
DAL icon
193
Delta Air Lines
DAL
$56.4B
$48.6M 0.11%
1,254,458
-155,722
-11% -$5.88M
HUM icon
194
Humana
HUM
$47.1B
$48.6M 0.11%
380,225
+3,959
+1% +$469K
AEP icon
195
American Electric Power
AEP
$73.8B
$48M 0.11%
860,507
-2,984
-0.3% -$157K
AMT icon
196
American Tower
AMT
$78.3B
$47.6M 0.11%
529,044
+57
+0% +$4.93K
AON icon
197
Aon
AON
$76.8B
$47.2M 0.11%
524,402
+35,933
+7% +$3.11M
AFL icon
198
Aflac
AFL
$63.8B
$47M 0.11%
1,509,260
-171,834
-10% -$5.36M
GIS icon
199
General Mills
GIS
$19.1B
$46.5M 0.1%
884,323
+22,047
+3% +$1.18M
AGN
200
DELISTED
Allergan plc
AGN
$46.3M 0.1%
207,432
+1,624
+0.8% +$336K
6 7
8
9 10

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MCM
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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.