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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
MCRI icon
2676
Monarch Casino & Resort
MCRI
$2.14B
$703K ﹤0.01%
46,433
-2,386
-5% -$38.6K
INSM icon
2677
Insmed
INSM
$23.2B
$702K ﹤0.01%
35,123
+1,068
+3% +$15.8K
TAL icon
2678
TAL Education Group
TAL
$5.71B
$702K ﹤0.01%
153,114
+39,414
+35% +$156K
MRLN
2679
DELISTED
Marlin Business Services Corp
MRLN
$702K ﹤0.01%
38,571
-497
-1% -$9.65K
FLY
2680
DELISTED
Fly Leasing Limited
FLY
$702K ﹤0.01%
48,466
+11,022
+29% +$156K
KRA
2681
DELISTED
Kraton Corporation
KRA
$698K ﹤0.01%
31,161
+19,152
+159% +$490K
REN
2682
DELISTED
Resolute Energy Corporaton
REN
$696K ﹤0.01%
16,110
-2,916
-15% -$115K
IMOS
2683
ChipMOS TECHNOLOGIES
IMOS
$1.92B
$695K ﹤0.01%
26,124
-2,797
-10% -$70.3K
CONE
2684
DELISTED
CyrusOne Inc Common Stock
CONE
$693K ﹤0.01%
27,834
+6,059
+28% +$133K
AMAG
2685
DELISTED
AMAG Pharmaceuticals
AMAG
$693K ﹤0.01%
33,442
+608
+2% +$11.2K
SGK
2686
DELISTED
SCHAWK INC CL-A
SGK
$692K ﹤0.01%
33,971
+5,625
+20% +$113K
AORT icon
2687
Artivion
AORT
$1.23B
$691K ﹤0.01%
77,200
-96
-0.1% -$883
HTHT icon
2688
Huazhu Hotels Group
HTHT
$12.4B
$691K ﹤0.01%
110,088
-4,464
-4% -$26.3K
HYB
2689
DELISTED
New America High Income Fund, Inc.
HYB
$691K ﹤0.01%
+68,818
New +$683K
CSTE icon
2690
Caesarstone
CSTE
$72.3M
$686K ﹤0.01%
13,984
+1,428
+11% +$72.6K
TESS
2691
DELISTED
Tessco Technologies Inc
TESS
$686K ﹤0.01%
21,605
-504
-2% -$16.3K
IWC icon
2692
iShares Micro-Cap ETF
IWC
$1.43B
$683K ﹤0.01%
8,973
+3,562
+66% +$261K
FHY
2693
DELISTED
First Trust Strategic High
FHY
$683K ﹤0.01%
41,744
+19,019
+84% +$306K
SC
2694
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$680K ﹤0.01%
34,981
+10,727
+44% +$229K
BBT.PRE.CL
2695
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$679K ﹤0.01%
28,616
-707
-2% -$16.3K
MTN icon
2696
Vail Resorts
MTN
$5.19B
$678K ﹤0.01%
8,788
-680
-7% -$47.7K
WFC.PRQ
2697
DELISTED
Wells Fargo & Co.
WFC.PRQ
$678K ﹤0.01%
26,137
-546
-2% -$14K
HOV icon
2698
Hovnanian Enterprises
HOV
$785M
$677K ﹤0.01%
5,259
-3,579
-40% -$411K
HK
2699
DELISTED
Halcon Resources Corporation
HK
$674K ﹤0.01%
536
+150
+39% +$150K
GLUU
2700
DELISTED
Glu Mobile Inc.
GLUU
$672K ﹤0.01%
134,446
+67,110
+100% +$268K
106 107
108
109 110

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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.