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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
LION
3026
DELISTED
Fidelity Southern Corporation
LION
$384K ﹤0.01%
29,590
-337
-1% -$4.55K
PFSI icon
3027
PennyMac Financial
PFSI
$4.38B
$383K ﹤0.01%
25,228
+10,053
+66% +$161K
FSD
3028
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$383K ﹤0.01%
21,108
+2,135
+11% +$38.3K
MESG
3029
DELISTED
XURA INC COM (DE)
MESG
$383K ﹤0.01%
14,355
-5,759
-29% -$153K
ECOM
3030
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$382K ﹤0.01%
+14,509
New +$368K
SZYM
3031
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$382K ﹤0.01%
32,453
-3,078
-9% -$32.8K
MSD
3032
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$381K ﹤0.01%
37,537
+10,746
+40% +$109K
FURX
3033
DELISTED
FURIEX PHARMACEUTICALS INC COM STK (DE)
FURX
$381K ﹤0.01%
3,590
-1,222
-25% -$120K
PCRX icon
3034
Pacira BioSciences
PCRX
$1.02B
$380K ﹤0.01%
+4,140
New +$315K
UZA
3035
DELISTED
United States Cellular Corp. 6.95% Senior Notes due 2060
UZA
$379K ﹤0.01%
14,867
-326
-2% -$8.27K
HURC icon
3036
Hurco Companies Inc
HURC
$137M
$377K ﹤0.01%
13,382
-326
-2% -$8.93K
UCTT
3037
Ultra Clean Holdings
UCTT
$4.16B
$377K ﹤0.01%
41,710
+582
+1% +$5.56K
NPT
3038
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$377K ﹤0.01%
29,389
+3,848
+15% +$48.9K
PRE.PRE.CL
3039
DELISTED
Partnerre Ltd
PRE.PRE.CL
$377K ﹤0.01%
14,101
-292
-2% -$7.8K
PSB.PRT.CL
3040
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$376K ﹤0.01%
15,593
-337
-2% -$7.96K
UTIW
3041
DELISTED
UTI WORLDWIDE INC
UTIW
$375K ﹤0.01%
36,294
-15,645
-30% -$155K
JIVE
3042
DELISTED
Jive Software, Inc.
JIVE
$374K ﹤0.01%
43,941
+30,304
+222% +$240K
YZC
3043
DELISTED
Yanzhou Coal Mining
YZC
$374K ﹤0.01%
49,921
-2,586
-5% -$20.1K
HSBC.PRA
3044
DELISTED
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
HSBC.PRA
$373K ﹤0.01%
14,730
-361
-2% -$9.15K
ANDX
3045
DELISTED
Andeavor Logistics LP
ANDX
$372K ﹤0.01%
5,066
+148
+3% +$10K
NXTM
3046
DELISTED
NxStage Medical Inc.
NXTM
$371K ﹤0.01%
25,828
+370
+1% +$4.83K
APL
3047
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$371K ﹤0.01%
10,776
-3,027
-22% -$98.8K
BDSI
3048
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$371K ﹤0.01%
+30,777
New +$292K
LCUT icon
3049
Lifetime Brands
LCUT
$198M
$368K ﹤0.01%
23,423
+9,401
+67% +$155K
SPA
3050
DELISTED
Sparton
SPA
$368K ﹤0.01%
13,269
+2,133
+19% +$59.8K
120 121
122
123 124

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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.