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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
ATNY
3476
DELISTED
API TECHNOLOGIES CORP. COMMON STOCK
ATNY
– –
-20,405
Closed -$60K
CCSC
3477
DELISTED
COUNTRY STYLE COOKING RESTAURANT CHAIN CO LTD ADS CAYMAN ISL
CCSC
– –
-13,158
Closed -$125K
JMI
3478
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
– –
-10,555
Closed -$142K
TSYS
3479
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
– –
-25,299
Closed -$58K
FXEN
3480
DELISTED
FX ENERGY INC
FXEN
– –
-12,985
Closed -$43K
HKTV
3481
DELISTED
HONG KONG TELEVISION NETWORK LTD
HKTV
– –
-33,182
Closed -$196K
PSEM
3482
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
– –
-22,155
Closed -$173K
TEU
3483
DELISTED
BOX SHIPS INCORPORATED SHS (MARSHALL ISLANDS)
TEU
– –
-70,916
Closed -$171K
ENVI
3484
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
– –
-41,164
Closed -$127K
VTG
3485
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
– –
-85,444
Closed -$146K
IFT
3486
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
– –
-25,641
Closed -$147K
ACFN
3487
DELISTED
Acorn Energy Inc
ACFN
– –
-45,897
Closed -$156K
ZGNX
3488
DELISTED
Zogenix, Inc.
ZGNX
– –
-3,361
Closed -$76K
AOI
3489
DELISTED
Alliance One International
AOI
– –
-3,417
Closed -$100K
BKYF
3490
DELISTED
BK KY FINL CORP
BKYF
– –
-5,589
Closed -$210K
ZA
3491
DELISTED
ZUOAN FASHION LTD SPON ADR REPSTG 16 ORD SHS
ZA
– –
-6,249
Closed -$52K
ENTR
3492
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
– –
-13,828
Closed -$57K
LAS
3493
DELISTED
LENTUO INTL INC ADS REPSTG 2 ORD SHS (CYM)
LAS
– –
-15,366
Closed -$52K
COCO
3494
DELISTED
CORINTHIAN COLLEGES INC
COCO
– –
-24,708
Closed -$34K
IBCA
3495
DELISTED
INTERVEST BANCSHARES CORP COM
IBCA
– –
-11,432
Closed -$85K
OIBR.C
3496
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
– –
-194
Closed -$140K
PSMI
3497
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
– –
-33,694
Closed -$204K
GAGA
3498
DELISTED
LE GAGA HOLDINGS LTD ADS
GAGA
– –
-20,746
Closed -$76K
FUBC
3499
DELISTED
1st United Bancorp (Florida)
FUBC
– –
-10,770
Closed -$82K
END
3500
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
– –
-80,685
Closed -$262K
138 139
140
141 142

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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.