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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
MENT
2726
DELISTED
Mentor Graphics Corp
MENT
$646K ﹤0.01%
29,944
+118
+0.4% +$2.49K
CYD icon
2727
China Yuchai International
CYD
$1.69B
$645K ﹤0.01%
30,401
-1,655
-5% -$34.6K
VTOL icon
2728
Bristow Group
VTOL
$1.35B
$645K ﹤0.01%
11,243
-23
-0.2% -$1.34K
COTY icon
2729
Coty
COTY
$2.33B
$644K ﹤0.01%
37,616
+8,888
+31% +$144K
ISG.CL
2730
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$643K ﹤0.01%
25,383
-534
-2% -$13.5K
GEL icon
2731
Genesis Energy
GEL
$1.84B
$642K ﹤0.01%
11,462
-248
-2% -$13.7K
LABL
2732
DELISTED
Multi-Color Corp
LABL
$642K ﹤0.01%
16,056
-271
-2% -$9.65K
TNK icon
2733
Teekay Tankers
TNK
$2.63B
$641K ﹤0.01%
18,678
+1,482
+9% +$43.6K
RST
2734
DELISTED
ROSETTA STONE INC
RST
$640K ﹤0.01%
65,858
+3,582
+6% +$37.4K
PRO
2735
DELISTED
PROS Holdings
PRO
$634K ﹤0.01%
23,985
+891
+4% +$23.2K
MG icon
2736
Mistras Group
MG
$492M
$633K ﹤0.01%
25,808
-3,577
-12% -$82.1K
SRGA
2737
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$630K ﹤0.01%
4,829
+5
+0.1% +$635
HTGC icon
2738
Hercules Capital
HTGC
$2.94B
$629K ﹤0.01%
38,941
-6,186
-14% -$90.5K
ATCO
2739
DELISTED
Atlas Corp.
ATCO
$629K ﹤0.01%
26,863
-981
-4% -$22K
WLT
2740
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$629K ﹤0.01%
115,432
+29,156
+34% +$185K
OPY icon
2741
Oppenheimer Holdings
OPY
$1.17B
$628K ﹤0.01%
26,190
-3,412
-12% -$83.9K
DFRG
2742
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$627K ﹤0.01%
22,755
+242
+1% +$6.45K
ASR icon
2743
Grupo Aeroportuario del Sureste
ASR
$8.03B
$626K ﹤0.01%
4,931
+94
+2% +$12K
BNCL
2744
DELISTED
Beneficial Bancorp, Inc.
BNCL
$626K ﹤0.01%
50,779
+2,341
+5% +$28.4K
RITM icon
2745
Rithm Capital
RITM
$5.09B
$625K ﹤0.01%
49,603
-2,743
-5% -$34.8K
NS
2746
DELISTED
NuStar Energy L.P.
NS
$624K ﹤0.01%
10,066
-1,634
-14% -$94.9K
FOR icon
2747
Forestar Group
FOR
$1.44B
$623K ﹤0.01%
32,623
+512
+2% +$9.1K
STCN
2748
DELISTED
Steel Connect, Inc. Common Stock
STCN
$623K ﹤0.01%
17,840
+4,488
+34% +$163K
WSBF icon
2749
Waterstone Financial
WSBF
$362M
$621K ﹤0.01%
54,390
+980
+2% +$10.5K
AAMC
2750
DELISTED
Altisource Asset Management Corp
AAMC
$620K ﹤0.01%
1,459
+403
+38% +$228K
108 109
110
111 112

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MCM
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PSUF
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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.