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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
SCLN
3301
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$218K ﹤0.01%
41,400
+27,297
+194% +$133K
SAAS
3302
DELISTED
inContact, Inc.
SAAS
$217K ﹤0.01%
23,604
-41
-0.2% -$348
BF.A icon
3303
Brown-Forman Class A
BF.A
$12.3B
$215K ﹤0.01%
+5,810
New +$210K
VBK icon
3304
Vanguard Small-Cap Growth ETF
VBK
$23.2B
$215K ﹤0.01%
+1,687
New +$205K
KSPN
3305
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
$215K ﹤0.01%
2,823
-17
-0.6% -$1.16K
BNFT
3306
DELISTED
Benefitfocus, Inc.
BNFT
$215K ﹤0.01%
+4,662
New +$175K
HGH
3307
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$215K ﹤0.01%
7,165
-144
-2% -$4.3K
RCAP
3308
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
$215K ﹤0.01%
10,135
-4,184
-29% -$124K
RPTP
3309
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$215K ﹤0.01%
+18,656
New +$170K
QUIK icon
3310
QuickLogic
QUIK
$224M
$213K ﹤0.01%
2,948
+203
+7% +$13.1K
NSLR
3311
Neostellar Capital Corp
NSLR
$262M
$213K ﹤0.01%
31,058
-19,745
-39% -$123K
RSPP
3312
DELISTED
RSP Permian, Inc.
RSPP
$213K ﹤0.01%
+6,577
New +$187K
QADA
3313
DELISTED
QAD Inc.
QADA
$213K ﹤0.01%
9,980
-2
-0% -$41
NIHD
3314
DELISTED
NII HOLDINGS INC CL B
NIHD
$213K ﹤0.01%
387,797
-77,941
-17% -$59.5K
MGI
3315
DELISTED
MoneyGram International, Inc. New
MGI
$212K ﹤0.01%
14,380
+3,092
+27% +$44.7K
NMFC icon
3316
New Mountain Finance
NMFC
$646M
$211K ﹤0.01%
14,228
-493
-3% -$7.07K
TLRA
3317
DELISTED
Telaria, Inc.
TLRA
$211K ﹤0.01%
+44,778
New +$191K
MKTO
3318
DELISTED
MARKETO INC COM STK (DE)
MKTO
$208K ﹤0.01%
+7,139
New +$194K
ARWR icon
3319
Arrowhead Research
ARWR
$12.1B
$207K ﹤0.01%
+14,448
New +$189K
COB
3320
DELISTED
CommunityOne Bancorp
COB
$207K ﹤0.01%
21,351
+323
+2% +$3.26K
CVGW
3321
DELISTED
Calavo Growers
CVGW
$206K ﹤0.01%
6,092
+67
+1% +$2.19K
SNHNI
3322
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$206K ﹤0.01%
8,948
-227
-2% -$5.1K
MIC
3323
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$205K ﹤0.01%
+3,284
New +$194K
HDNG
3324
DELISTED
Hardinge Inc
HDNG
$205K ﹤0.01%
16,205
-862
-5% -$11.1K
CUDA
3325
DELISTED
Barracuda Networks, Inc.
CUDA
$205K ﹤0.01%
+6,624
New +$190K
131 132
133
134 135

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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.