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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
BTE icon
3001
Baytex Energy
BTE
$3.08B
$398K ﹤0.01%
8,631
+430
+5% +$18.3K
PFBC icon
3002
Preferred Bank
PFBC
$1.22B
$398K ﹤0.01%
16,849
-695
-4% -$16.1K
VASC
3003
DELISTED
Vascular Solutions Inc
VASC
$398K ﹤0.01%
17,920
-7,284
-29% -$159K
JOYY
3004
JOYY Inc
JOYY
$3.73B
$397K ﹤0.01%
+5,257
New +$343K
SPPI
3005
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$397K ﹤0.01%
48,816
+29,568
+154% +$224K
GIL icon
3006
Gildan
GIL
$9.25B
$396K ﹤0.01%
13,456
+1,260
+10% +$33.7K
MFM
3007
Aberdeen Municipal Income Fund
MFM
$222M
$396K ﹤0.01%
60,026
+1,695
+3% +$11.1K
TMHC icon
3008
Taylor Morrison
TMHC
$396K ﹤0.01%
17,663
+6,873
+64% +$149K
VIRX
3009
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$396K ﹤0.01%
289
+45
+18% +$52.2K
PFX icon
3010
PhenixFIN
PFX
$395K ﹤0.01%
1,514
+114
+8% +$29.2K
ALTO icon
3011
Alto Ingredients
ALTO
$360M
$394K ﹤0.01%
+25,795
New +$357K
CTW.CL
3012
DELISTED
Qwest Corporation
CTW.CL
$394K ﹤0.01%
14,867
-310
-2% -$8.23K
RNR.PRE
3013
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$394K ﹤0.01%
17,424
-345
-2% -$7.54K
CHFN
3014
DELISTED
Charter Financial Corp
CHFN
$393K ﹤0.01%
35,430
+8,818
+33% +$95.6K
BFAM icon
3015
Bright Horizons
BFAM
$3.99B
$392K ﹤0.01%
9,139
+3,782
+71% +$153K
TECK icon
3016
Teck Resources
TECK
$29.5B
$392K ﹤0.01%
17,169
+6,190
+56% +$139K
LOCK
3017
DELISTED
LifeLock, Inc.
LOCK
$392K ﹤0.01%
28,115
+13,558
+93% +$185K
PGEM
3018
DELISTED
Ply Gem Holdings, Inc.
PGEM
$391K ﹤0.01%
38,727
+3,226
+9% +$38.4K
ACAD icon
3019
Acadia Pharmaceuticals
ACAD
$4.25B
$390K ﹤0.01%
17,274
-3,994
-19% -$83.4K
DWRE
3020
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$390K ﹤0.01%
+5,616
New +$322K
SWJ.CL
3021
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$389K ﹤0.01%
15,970
-320
-2% -$7.89K
KEM
3022
DELISTED
KEMET Corporation
KEM
$388K ﹤0.01%
67,451
-3,073
-4% -$17.1K
ARMK icon
3023
Aramark
ARMK
$15B
$386K ﹤0.01%
+20,643
New +$403K
KIM.PRI.CL
3024
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$386K ﹤0.01%
15,590
-323
-2% -$7.78K
ODC icon
3025
Oil-Dri
ODC
$1.43B
$385K ﹤0.01%
25,210
+262
+1% +$4.21K
119 120
121
122 123

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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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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.