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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
OUTR
1701
DELISTED
OUTERWALL INC
OUTR
$2.4M 0.01%
40,461
+235
+0.6% +$15.9K
GPK icon
1702
Graphic Packaging
GPK
$3.3B
$2.4M 0.01%
205,036
-76,554
-27% -$820K
INDB icon
1703
Independent Bank
INDB
$4.03B
$2.4M 0.01%
62,495
+267
+0.4% +$10K
STC icon
1704
Stewart Information Services
STC
$2.02B
$2.4M 0.01%
77,235
-7,346
-9% -$235K
INVN
1705
DELISTED
Invensense Inc
INVN
$2.39M 0.01%
105,499
+22,790
+28% +$466K
SAVE
1706
DELISTED
Spirit Airlines, Inc.
SAVE
$2.39M 0.01%
37,836
-4,172
-10% -$246K
DENN
1707
DELISTED
Denny's
DENN
$2.39M 0.01%
366,064
-11,818
-3% -$77.1K
TRST
1708
Trustco Bank Corp NY
TRST
$978M
$2.39M 0.01%
71,452
-627
-0.9% -$20.9K
DWA
1709
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$2.38M 0.01%
102,540
-17,478
-15% -$456K
HHS icon
1710
Harte-Hanks
HHS
$17.9M
$2.38M 0.01%
33,159
-196
-0.6% -$15.1K
KKR icon
1711
KKR & Co
KKR
$91.3B
$2.38M 0.01%
97,813
+2,805
+3% +$65.3K
ETG
1712
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$2.38M 0.01%
135,312
-297,748
-69% -$5.11M
SLAB icon
1713
Silicon Laboratories
SLAB
$7.17B
$2.38M 0.01%
48,239
-9,427
-16% -$448K
EFOR
1714
Everforth Inc
EFOR
$884M
$2.37M 0.01%
66,737
+43
+0.1% +$1.54K
CBD
1715
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.37M 0.01%
51,136
+4,695
+10% +$220K
CVE icon
1716
Cenovus Energy
CVE
$52.3B
$2.37M 0.01%
73,116
+17,353
+31% +$516K
MUA icon
1717
BlackRock MuniAssets Fund
MUA
$529M
$2.37M 0.01%
184,556
+24,689
+15% +$315K
RWT
1718
Redwood Trust
RWT
$619M
$2.37M 0.01%
121,499
+18,148
+18% +$363K
FCF icon
1719
First Commonwealth Financial
FCF
$2.12B
$2.37M 0.01%
256,480
-43,767
-15% -$384K
RH icon
1720
RH
RH
$3.4B
$2.36M 0.01%
25,404
-553
-2% -$38.7K
SF
1721
Stifel
SF
$12.5B
$2.36M 0.01%
112,352
+14,936
+15% +$308K
SFNC icon
1722
Simmons First National
SFNC
$3.32B
$2.36M 0.01%
119,810
-872
-0.7% -$16.9K
HGG
1723
DELISTED
hhgregg Inc.
HGG
$2.36M 0.01%
231,971
+171
+0.1% +$1.57K
LOGM
1724
DELISTED
LogMein, Inc.
LOGM
$2.36M 0.01%
50,530
+22,093
+78% +$952K
OIA icon
1725
Invesco Municipal Income Opportunities Trust
OIA
$293M
$2.35M 0.01%
337,785
+105,356
+45% +$729K
67 68
69
70 71

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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.