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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
BTI icon
276
British American Tobacco
BTI
$132B
$32.1M 0.07%
539,636
+27,506
+5% +$1.61M
JWN
277
DELISTED
Nordstrom
JWN
$31.9M 0.07%
469,442
-48,788
-9% -$3.16M
SWY
278
DELISTED
SAFEWAY INC
SWY
$31.8M 0.07%
926,655
-148,870
-14% -$5.09M
TYC
279
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$31.5M 0.07%
660,634
-21,360
-3% -$963K
BFH icon
280
Bread Financial
BFH
$4.21B
$31.5M 0.07%
140,192
+20,141
+17% +$4.1M
BPL
281
DELISTED
Buckeye Partners, L.P.
BPL
$31.5M 0.07%
378,708
-30,861
-8% -$2.41M
ZBH icon
282
Zimmer Biomet
ZBH
$17.7B
$31.4M 0.07%
311,726
-1,284
-0.4% -$125K
NI icon
283
NiSource
NI
$22.4B
$31.4M 0.07%
2,030,925
+603
+0% +$8.72K
MTB icon
284
M&T Bank
MTB
$36.2B
$31.2M 0.07%
251,780
+748
+0.3% +$91.1K
ADI icon
285
Analog Devices
ADI
$181B
$31.2M 0.07%
577,413
+25,299
+5% +$1.34M
HCA icon
286
HCA Healthcare
HCA
$84.8B
$31.2M 0.07%
553,397
+39,455
+8% +$2.08M
NFLX icon
287
Netflix
NFLX
$292B
$31.1M 0.07%
4,947,040
+198,940
+4% +$1.08M
RAD
288
DELISTED
Rite Aid Corporation
RAD
$31M 0.07%
216,387
-2,819
-1% -$416K
PGR icon
289
Progressive
PGR
$124B
$30.9M 0.07%
1,219,663
+30,769
+3% +$762K
MUR icon
290
Murphy Oil
MUR
$5.58B
$30.9M 0.07%
464,605
-10,620
-2% -$666K
GSK icon
291
GSK
GSK
$103B
$30.6M 0.07%
458,351
+26,656
+6% +$1.8M
CCEP icon
292
Coca-Cola Europacific Partners
CCEP
$46.5B
$30.6M 0.07%
640,164
-14,635
-2% -$675K
CLX icon
293
Clorox
CLX
$11.6B
$30.5M 0.07%
333,341
+25,525
+8% +$2.29M
FXU icon
294
First Trust Utilities AlphaDEX Fund
FXU
$840M
$30.4M 0.07%
+1,276,596
New +$29.2M
PXD
295
DELISTED
Pioneer Natural Resource Co.
PXD
$30.3M 0.07%
132,046
-2,706
-2% -$558K
FXN icon
296
First Trust Energy AlphaDEX Fund
FXN
$398M
$30.2M 0.07%
1,031,298
-649,747
-39% -$17.9M
BF
297
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$30.2M 0.07%
258,886
+8,175
+3% +$952K
PRE
298
DELISTED
PARTNERRE LTD
PRE
$30.2M 0.07%
276,134
+1,516
+0.6% +$160K
FXH icon
299
First Trust Health Care AlphaDEX Fund
FXH
$1.02B
$29.8M 0.07%
559,661
-246,803
-31% -$12.5M
PBR.A icon
300
Petrobras Class A
PBR.A
$107B
$29.7M 0.07%
1,900,142
-3,425
-0.2% -$52.8K
10 11
12
13 14

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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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ACI
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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.