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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
AAPL icon
1
Apple
AAPL
$4.81T
$868M 1.95%
37,343,064
-630,816
-2% -$13.4M
VOO icon
2
Vanguard S&P 500 ETF
VOO
$981B
$695M 1.57%
3,874,241
+872,812
+29% +$152M
XOM icon
3
ExxonMobil
XOM
$629B
$684M 1.54%
6,795,931
-96,060
-1% -$9.69M
MSFT icon
4
Microsoft
MSFT
$2.95T
$549M 1.24%
13,170,703
+244,076
+2% +$9.88M
GOOG icon
5
Alphabet (Google) Class C
GOOG
$4.22T
$494M 1.11%
17,082,070
-96,198
-0.6% -$2.61M
CVX icon
6
Chevron
CVX
$381B
$479M 1.08%
3,668,539
+7,269
+0.2% +$904K
JNJ icon
7
Johnson & Johnson
JNJ
$603B
$458M 1.03%
4,377,884
-117,507
-3% -$11.9M
WFC icon
8
Wells Fargo
WFC
$266B
$390M 0.88%
7,426,779
-203,819
-3% -$10.2M
JPM icon
9
JPMorgan Chase
JPM
$918B
$357M 0.8%
6,195,715
-20,239
-0.3% -$1.14M
GE icon
10
GE Aerospace
GE
$353B
$347M 0.78%
2,756,064
-30,432
-1% -$3.87M
T icon
11
AT&T
T
$155B
$317M 0.71%
11,855,206
+152,175
+1% +$4.08M
PFE icon
12
Pfizer
PFE
$142B
$315M 0.71%
11,193,046
-299,642
-3% -$8.54M
PG icon
13
Procter & Gamble
PG
$345B
$308M 0.69%
3,923,048
-20,519
-0.5% -$1.65M
QCOM icon
14
Qualcomm
QCOM
$183B
$297M 0.67%
3,751,739
+79,805
+2% +$6.34M
INTC icon
15
Intel
INTC
$530B
$293M 0.66%
9,496,258
+754,070
+9% +$20.7M
MRK icon
16
Merck
MRK
$312B
$274M 0.62%
4,960,881
+17,901
+0.4% +$977K
VZ icon
17
Verizon
VZ
$183B
$273M 0.61%
5,574,238
+200,984
+4% +$9.74M
BAC icon
18
Bank of America
BAC
$430B
$272M 0.61%
17,681,361
-1,581,310
-8% -$24.6M
COP icon
19
ConocoPhillips
COP
$143B
$266M 0.6%
3,103,971
+62,425
+2% +$4.86M
IBM icon
20
IBM
IBM
$198B
$265M 0.6%
1,529,891
-52,248
-3% -$9.4M
SLB icon
21
SLB Ltd
SLB
$69.7B
$252M 0.57%
2,137,201
+38,375
+2% +$3.95M
ORCL icon
22
Oracle
ORCL
$366B
$240M 0.54%
5,920,526
-122,895
-2% -$5.06M
BRK.B icon
23
Berkshire Hathaway Class B
BRK.B
$1.06T
$239M 0.54%
1,890,081
-5,275
-0.3% -$668K
KO icon
24
Coca-Cola
KO
$353B
$234M 0.53%
5,532,186
-28,161
-0.5% -$1.14M
GILD icon
25
Gilead Sciences
GILD
$162B
$223M 0.5%
2,685,123
-84,059
-3% -$6.54M
1
2 3 4 5

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AF
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MCM
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PSUF
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IA
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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.