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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
HCOM
2626
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$751K ﹤0.01%
26,252
+1,034
+4% +$28.1K
GIC icon
2627
Global Industrial
GIC
$1.34B
$750K ﹤0.01%
52,174
-1,307
-2% -$20.3K
WHG icon
2628
Westwood Holdings Group
WHG
$182M
$749K ﹤0.01%
12,472
+31
+0.2% +$1.82K
RPAI
2629
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$749K ﹤0.01%
48,676
+880
+2% +$12.9K
DCO icon
2630
Ducommun
DCO
$2.68B
$748K ﹤0.01%
28,642
+1,873
+7% +$46.7K
IDCC icon
2631
InterDigital
IDCC
$6.68B
$748K ﹤0.01%
15,641
+2,923
+23% +$113K
CLS icon
2632
Celestica
CLS
$35.1B
$746K ﹤0.01%
59,418
-1,082
-2% -$12.5K
EPB
2633
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$746K ﹤0.01%
20,583
-740
-3% -$24.7K
COHR icon
2634
Coherent
COHR
$55.2B
$742K ﹤0.01%
51,332
-605
-1% -$8.58K
SJR
2635
DELISTED
Shaw Communications Inc.
SJR
$741K ﹤0.01%
28,869
+3,532
+14% +$86.8K
HMSY
2636
DELISTED
HMS Holdings Corp.
HMSY
$741K ﹤0.01%
36,307
+12,764
+54% +$230K
BAC.PRI.CL
2637
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$741K ﹤0.01%
28,953
-660
-2% -$17K
VOXX
2638
DELISTED
VOXX International Corporation Class A
VOXX
$740K ﹤0.01%
78,598
+44
+0.1% +$460
UHT
2639
Universal Health Realty Income Trust
UHT
$608M
$739K ﹤0.01%
16,987
+1,733
+11% +$74.3K
PGTI
2640
DELISTED
PGT, Inc.
PGTI
$739K ﹤0.01%
87,277
+1,527
+2% +$14.2K
CFNL
2641
DELISTED
Cardinal Financial Corp
CFNL
$738K ﹤0.01%
39,983
+1,552
+4% +$27.3K
ACOR
2642
DELISTED
Acorda Therapeutics
ACOR
$737K ﹤0.01%
182
-6
-3% -$24.5K
AEC
2643
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$737K ﹤0.01%
40,905
+5,260
+15% +$91K
EFSC icon
2644
Enterprise Financial Services Corp
EFSC
$2.41B
$735K ﹤0.01%
40,716
-523
-1% -$9.58K
GBDC icon
2645
Golub Capital BDC
GBDC
$3.33B
$735K ﹤0.01%
42,405
-1,631
-4% -$27.2K
ISSI
2646
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$735K ﹤0.01%
49,730
+29,448
+145% +$422K
TBNK
2647
DELISTED
Territorial Bancorp Inc.
TBNK
$734K ﹤0.01%
35,138
-1,071
-3% -$22.1K
BOOM icon
2648
DMC Global
BOOM
$121M
$732K ﹤0.01%
33,097
-3,021
-8% -$62.3K
BELFB
2649
Bel Fuse Inc Class B
BELFB
$3.88B
$731K ﹤0.01%
28,492
-762
-3% -$18.1K
ICPT
2650
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$731K ﹤0.01%
+3,088
New +$814K
104 105
106
107 108

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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.