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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
GBLI icon
3201
Global Indemnity Group
GBLI
$394M
$271K ﹤0.01%
10,411
-902
-8% -$23.8K
MTSN
3202
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$271K ﹤0.01%
123,632
-1,751
-1% -$3.67K
FCEL icon
3203
FuelCell Energy
FCEL
$1.7B
$270K ﹤0.01%
+26
New +$257K
CCBG icon
3204
Capital City Bank Group
CCBG
$882M
$269K ﹤0.01%
18,495
-1,067
-5% -$14.5K
TMX
3205
DELISTED
Terminix Global Holdings, Inc.
TMX
$269K ﹤0.01%
+22,043
New +$270K
I
3206
DELISTED
INTELSAT S. A.
I
$269K ﹤0.01%
+14,280
New +$265K
PSA.PRR
3207
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$269K ﹤0.01%
10,446
-311
-3% -$7.91K
PTX
3208
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
$267K ﹤0.01%
2,974
+296
+11% +$18.1K
OMER icon
3209
Omeros
OMER
$709M
$266K ﹤0.01%
+15,274
New +$193K
ARH.PRC.CL
3210
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$266K ﹤0.01%
10,083
-224
-2% -$5.76K
BSTG
3211
DELISTED
Biostage, Inc. Common Stock
BSTG
$266K ﹤0.01%
25,434
+2,934
+13% +$25K
VTSS
3212
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$266K ﹤0.01%
77,187
+17,369
+29% +$63.8K
AVNR
3213
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$266K ﹤0.01%
47,211
+3,998
+9% +$18.4K
AMRC icon
3214
Ameresco
AMRC
$1.15B
$265K ﹤0.01%
37,709
+20,049
+114% +$136K
ATRI
3215
DELISTED
Atrion Corp
ATRI
$265K ﹤0.01%
813
-87
-10% -$26.5K
DUKH
3216
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$264K ﹤0.01%
11,060
-257
-2% -$6.07K
CSI
3217
DELISTED
Cutwater Select Income Fund
CSI
$264K ﹤0.01%
+13,123
New +$257K
PCW
3218
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$264K ﹤0.01%
44,403
+3,330
+8% +$19.8K
JDD
3219
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$264K ﹤0.01%
+21,546
New +$258K
CTX.CL
3220
DELISTED
Qwest Corporation
CTX.CL
$263K ﹤0.01%
10,142
-236
-2% -$6.12K
RBS.PRN
3221
DELISTED
ROYAL BK SCOTLAND GROUP PLC ADR RPTNG PFD SHRS SER N (UK)
RBS.PRN
$263K ﹤0.01%
10,973
-312
-3% -$7.31K
BBDC icon
3222
Barings BDC
BBDC
$862M
$262K ﹤0.01%
9,223
-1,596
-15% -$41.7K
RIGL icon
3223
Rigel Pharmaceuticals
RIGL
$680M
$261K ﹤0.01%
7,177
-1,458
-17% -$49.6K
BBOX
3224
DELISTED
Black Box Corp
BBOX
$261K ﹤0.01%
+11,130
New +$254K
ALLT icon
3225
Allot
ALLT
$374M
$259K ﹤0.01%
19,881
-172
-0.9% -$2.25K
127 128
129
130 131

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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.