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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
NQM
3126
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$319K ﹤0.01%
21,737
-26,715
-55% -$391K
AIXG
3127
DELISTED
Aixtron SE
AIXG
$319K ﹤0.01%
21,926
+2,032
+10% +$30.7K
TTSH
3128
DELISTED
Tile Shop Holdings
TTSH
$317K ﹤0.01%
+20,729
New +$306K
CCXI
3129
DELISTED
ChemoCentryx, Inc.
CCXI
$317K ﹤0.01%
54,254
+32,600
+151% +$183K
EJ
3130
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$317K ﹤0.01%
39,442
-3,251
-8% -$28.6K
NEE.PRI
3131
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$317K ﹤0.01%
14,289
-305
-2% -$6.63K
EQM
3132
DELISTED
EQM Midstream Partners, LP
EQM
$316K ﹤0.01%
+3,268
New +$266K
EDMC
3133
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$316K ﹤0.01%
187,132
+3,921
+2% +$10.6K
MNP
3134
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$316K ﹤0.01%
21,450
+3,667
+21% +$53.7K
STT.PRD
3135
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$315K ﹤0.01%
12,035
-184
-2% -$4.8K
SQNM
3136
DELISTED
SEQUENOM INC NEW
SQNM
$315K ﹤0.01%
81,323
+3,587
+5% +$10.5K
RRTS
3137
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$314K ﹤0.01%
447
+99
+28% +$64.4K
PEOP
3138
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$314K ﹤0.01%
17,022
+737
+5% +$13.4K
C.PRK
3139
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$314K ﹤0.01%
11,569
-198
-2% -$5.26K
IHC
3140
DELISTED
Independence Holding Company
IHC
$314K ﹤0.01%
22,221
+44
+0.2% +$603
BVH
3141
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$313K ﹤0.01%
+3,478
New +$327K
DRU.CL
3142
DELISTED
DOMINION RES INC VA NEW 2009 SER A 8.375% ENHCD JR SUB NTS
DRU.CL
$313K ﹤0.01%
12,272
-285
-2% -$7.26K
RLD
3143
DELISTED
REALD INC COM STK
RLD
$312K ﹤0.01%
24,453
+1,295
+6% +$15K
PF
3144
DELISTED
Pinnacle Foods, Inc.
PF
$311K ﹤0.01%
+9,446
New +$298K
MCHB
3145
Mechanics Bancorp
MCHB
$3.47B
$309K ﹤0.01%
16,832
+132
+0.8% +$2.41K
OPK icon
3146
Opko Health
OPK
$921M
$308K ﹤0.01%
34,793
+7,933
+30% +$69.3K
VVUS
3147
DELISTED
Vivus Inc
VVUS
$306K ﹤0.01%
5,750
+4,611
+405% +$237K
WEYS icon
3148
Weyco Group
WEYS
$364M
$305K ﹤0.01%
11,127
-203
-2% -$5.38K
LUB
3149
DELISTED
Luby's Inc.
LUB
$304K ﹤0.01%
51,631
-4,229
-8% -$22.7K
HPTRP
3150
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$304K ﹤0.01%
11,934
-270
-2% -$6.96K
124 125
126
127 128

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NIPH
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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.