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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
BRE
3526
DELISTED
BRE PROPERTIES INC CL A
BRE
– –
-45,592
Closed -$2.86M
GGS
3527
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
– –
-72,315
Closed -$9K
AH
3528
DELISTED
Accretive Health
AH
– –
-28,600
Closed -$229K
GSE
3529
DELISTED
GSE HLDG INC COM STK (DE)
GSE
– –
-20,741
Closed -$6K
SMS
3530
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
– –
-15,614
Closed -$141K
MAXY
3531
DELISTED
MAXYGEN INC
MAXY
– –
-35,779
Closed –
TWGP
3532
DELISTED
TOWER GROUP INTL LTD COM STK (BERMUDA)
TWGP
– –
-208,377
Closed -$563K
TECUA
3533
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
– –
-107,317
Closed -$740K
MDTH
3534
DELISTED
MEDCATH CORPORATION
MDTH
– –
-40,672
Closed –
CTIC
3535
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-2,233
Closed -$76K
EMKR
3536
DELISTED
Emcore Corp
EMKR
– –
-2,455
Closed -$124K
PRS
3537
DELISTED
PRIMUS GUARANTY LTD
PRS
– –
-20,447
Closed -$164K
NBG
3538
DELISTED
NATIONAL BANK OF GREECE SA ADR REPSTG 1 SHARE (NEW)
NBG
– –
-10,383
Closed -$58K
RXII
3539
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-24,241
Closed -$61K
DLLR
3540
DELISTED
DFC GLOBAL CORP COM STK (DE)
DLLR
– –
-114,282
Closed -$1.01M
STSA
3541
DELISTED
STERLING FINL CORP (WA) COM NEW
STSA
– –
-65,416
Closed -$2.18M
AMFI
3542
DELISTED
AMCORE FINANCIAL INC
AMFI
– –
-65,641
Closed –
CBBO
3543
DELISTED
COLUMBIA BANCORP (OR)
CBBO
– –
-26,200
Closed –
MESA
3544
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
1,031,237
– –
ADVNB
3545
DELISTED
Advanta Corp Class B
ADVNB
– –
-15,196
Closed –
UCBH
3546
DELISTED
UCBH HOLDINGS INC
UCBH
– –
-28,845
Closed –
CHB
3547
DELISTED
CHAMPION ENTERPRISES INC
CHB
– –
-40,988
Closed –
MRGE
3548
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-80,712
Closed -$197K
AKH
3549
DELISTED
AIR France-KLM
AKH
– –
-12,044
Closed -$182K
AHO
3550
DELISTED
KONINKLIJKE AHOLD NV SPONS ADR (EA RPSTG 1 ORD)
AHO
– –
-451,670
Closed -$8.4M
139 140 141
142
143

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MCM
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PSUF
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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.