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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
DSM
3351
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
– –
-48,092
Closed -$375K
DVAX
3352
DELISTED
Dynavax Technologies
DVAX
– –
-1,138
Closed -$21K
DXJ icon
3353
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
– –
-162,703
Closed -$7.7M
AXIA
3354
AXIA Energia
AXIA
$22.6B
– –
-697,912
Closed -$1.57M
EGO icon
3355
Eldorado Gold
EGO
$8.31B
– –
-4,945
Closed -$138K
EMB icon
3356
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
– –
-68,851
Closed -$7.67M
EMLC icon
3357
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.74B
– –
-160,777
Closed -$7.58M
ENPH icon
3358
Enphase Energy
ENPH
$4.84B
– –
-15,798
Closed -$116K
EOS
3359
Eaton Vance Enhance Equity Income Fund II
EOS
$1.14B
– –
-466,713
Closed -$6.17M
EVTC icon
3360
Evertec
EVTC
$1.83B
– –
-18,486
Closed -$457K
EXEL icon
3361
Exelixis
EXEL
$13.9B
– –
-60,693
Closed -$215K
FBIO icon
3362
Fortress Biotech
FBIO
$111M
– –
-4,681
Closed -$139K
FOLD
3363
DELISTED
Amicus Therapeutics
FOLD
– –
-12,813
Closed -$27K
FTF
3364
Franklin Limited Duration Income Trust
FTF
$233M
– –
-16,146
Closed -$211K
GNE icon
3365
Genie Energy
GNE
$378M
– –
-18,442
Closed -$184K
GOGO icon
3366
Gogo Inc
GOGO
$515M
– –
-29,896
Closed -$614K
GREK
3367
Global X MSCI Greece ETF
GREK
$288M
– –
-3,259
Closed -$240K
GYRE icon
3368
Gyre Therapeutics
GYRE
$662M
– –
-61
Closed -$227K
HASI icon
3369
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
– –
-11,121
Closed -$160K
HIO
3370
Western Asset High Income Opportunity Fund
HIO
$335M
– –
-84,444
Closed -$511K
HTBK
3371
DELISTED
Heritage Commerce
HTBK
– –
-17,780
Closed -$143K
KOPN icon
3372
Kopin
KOPN
$663M
– –
-14,142
Closed -$53K
LFVN icon
3373
LifeVantage
LFVN
$82.4M
– –
-2,008
Closed -$18K
LINC icon
3374
Lincoln Educational Services
LINC
$1.29B
– –
-32,234
Closed -$122K
LXRX icon
3375
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-2,066
Closed -$25K
133 134
135
136 137

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MCM
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PSUF
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SCC
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BAM
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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.