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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
KLIC icon
2051
Kulicke & Soffa
KLIC
$4.6B
$1.61M ﹤0.01%
113,232
-23,188
-17% -$318K
TSL
2052
DELISTED
Trina Solar Limited
TSL
$1.61M ﹤0.01%
125,867
+5,268
+4% +$64.1K
EXPO icon
2053
Exponent
EXPO
$3.18B
$1.61M ﹤0.01%
87,088
+1,532
+2% +$27.4K
VTA
2054
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.61M ﹤0.01%
124,473
+19,977
+19% +$258K
WPP
2055
DELISTED
WAUSAU PAPER CORP.
WPP
$1.61M ﹤0.01%
148,963
-2,547
-2% -$28.3K
WLY icon
2056
John Wiley & Sons Class A
WLY
$2.7B
$1.61M ﹤0.01%
26,572
+2,098
+9% +$119K
EVHC
2057
DELISTED
Envision Healthcare Holdings Inc
EVHC
$1.61M ﹤0.01%
14,961
+47
+0.3% +$4.83K
COKE icon
2058
Coca-Cola Consolidated
COKE
$13.2B
$1.61M ﹤0.01%
218,290
-9,210
-4% -$71.9K
EMLP icon
2059
First Trust North American Energy Infrastructure Fund
EMLP
$4.18B
$1.61M ﹤0.01%
59,433
+40,298
+211% +$1.03M
SXT icon
2060
Sensient Technologies
SXT
$5.33B
$1.61M ﹤0.01%
28,819
+2,395
+9% +$130K
SWS
2061
DELISTED
SWS GROUP INC
SWS
$1.61M ﹤0.01%
220,670
-16,436
-7% -$122K
LORL
2062
DELISTED
Loral Space and Communications, Inc.
LORL
$1.6M ﹤0.01%
22,083
-1,255
-5% -$90.6K
AVX
2063
DELISTED
AVX Corporation
AVX
$1.6M ﹤0.01%
120,781
+22,892
+23% +$304K
KRG icon
2064
Kite Realty
KRG
$5.98B
$1.6M ﹤0.01%
65,279
+11,153
+21% +$273K
SHEN icon
2065
Shenandoah Telecom
SHEN
$648M
$1.6M ﹤0.01%
104,992
+836
+0.8% +$11.9K
PKY
2066
DELISTED
Parkway, Inc.
PKY
$1.6M ﹤0.01%
77,407
+2,930
+4% +$56.9K
LXU icon
2067
LSB Industries
LXU
$829M
$1.6M ﹤0.01%
49,787
+33
+0.1% +$983
TI.A
2068
DELISTED
Telecom Italia 10 Svg
TI.A
$1.6M ﹤0.01%
162,056
+17,360
+12% +$167K
REV
2069
DELISTED
Revlon, Inc.
REV
$1.6M ﹤0.01%
52,332
+6
+0% +$175
HAWK
2070
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$1.6M ﹤0.01%
+59,433
New +$1.47M
TCBI icon
2071
Texas Capital Bancshares
TCBI
$4.28B
$1.59M ﹤0.01%
29,573
-19,633
-40% -$1.1M
CWB icon
2072
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.47B
$1.59M ﹤0.01%
31,560
+6,437
+26% +$315K
SCL icon
2073
Stepan Co
SCL
$1.34B
$1.59M ﹤0.01%
30,081
-4,819
-14% -$271K
MIG
2074
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$1.59M ﹤0.01%
220,951
+1,970
+0.9% +$12.4K
CATY icon
2075
Cathay General Bancorp
CATY
$4.22B
$1.59M ﹤0.01%
62,116
-2,106
-3% -$51.8K
81 82
83
84 85

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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.