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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
MTA
3176
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$285K ﹤0.01%
37,300
– –
INFI
3177
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$284K ﹤0.01%
22,267
+8,381
+60% +$87.3K
PZN
3178
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$283K ﹤0.01%
25,380
+1,441
+6% +$15.4K
CFC.PRA
3179
DELISTED
COUNTRYWIDE CAP IV 6.75% TR PFD SEC
CFC.PRA
$283K ﹤0.01%
11,079
-5,873
-35% -$150K
NHS
3180
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$281K ﹤0.01%
+20,285
New +$279K
TIPT icon
3181
Tiptree Inc
TIPT
$668M
$280K ﹤0.01%
+32,162
New +$297K
RBCN
3182
DELISTED
Rubicon Technology, Inc.
RBCN
$280K ﹤0.01%
3,205
+1,519
+90% +$138K
CWEN icon
3183
Clearway Energy Class C
CWEN
$5B
$279K ﹤0.01%
+10,734
New +$246K
TZOO icon
3184
Travelzoo
TZOO
$103M
$279K ﹤0.01%
14,441
+2,890
+25% +$55.2K
XLF icon
3185
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$279K ﹤0.01%
13,955
– –
KYTH
3186
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$279K ﹤0.01%
+7,274
New +$254K
ENTA icon
3187
Enanta Pharmaceuticals
ENTA
$372M
$278K ﹤0.01%
+6,462
New +$247K
SGA icon
3188
Saga Communications
SGA
$54.5M
$276K ﹤0.01%
6,469
+62
+1% +$2.71K
DLN icon
3189
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
$275K ﹤0.01%
7,776
-880
-10% -$30.4K
BV
3190
DELISTED
Bazaarvoice, Inc.
BV
$275K ﹤0.01%
+34,887
New +$244K
DGAS
3191
DELISTED
Delta Natural Gas Co Inc
DGAS
$275K ﹤0.01%
12,520
+287
+2% +$5.63K
RBS.PRQ
3192
DELISTED
ROYAL BANK OF SCOTLAND GP PLC (THE) ADR REPSTG PFD SHS SER Q
RBS.PRQ
$275K ﹤0.01%
11,031
-192
-2% -$4.7K
KEYW
3193
DELISTED
The KEYW Holding Corporation
KEYW
$274K ﹤0.01%
21,760
+5,618
+35% +$70K
PL.PRC.CL
3194
DELISTED
Protective Life Corp
PL.PRC.CL
$274K ﹤0.01%
10,618
-242
-2% -$6.06K
ESSA
3195
DELISTED
ESSA Bancorp
ESSA
$273K ﹤0.01%
24,534
-967
-4% -$10.3K
MHF
3196
Western Asset Municipal High Income Fund
MHF
$151M
$273K ﹤0.01%
37,026
+10,872
+42% +$79K
MFLX
3197
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$273K ﹤0.01%
24,725
+511
+2% +$5.74K
WRB.PRB
3198
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$272K ﹤0.01%
11,682
-324
-3% -$7.32K
PJH
3199
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$272K ﹤0.01%
10,913
-300
-3% -$7.34K
EAC
3200
DELISTED
Erickson Incorporated
EAC
$272K ﹤0.01%
16,715
+763
+5% +$12.4K
126 127
128
129 130

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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.