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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
IWN icon
3051
iShares Russell 2000 Value ETF
IWN
$14.4B
$367K ﹤0.01%
3,551
+28
+0.8% +$2.78K
ARQ icon
3052
Arq
ARQ
$86.9M
$367K ﹤0.01%
15,990
+2,640
+20% +$58.7K
PEGI
3053
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$366K ﹤0.01%
+11,048
New +$323K
TAHO
3054
DELISTED
Tahoe Resources Inc
TAHO
$366K ﹤0.01%
13,965
-9,434
-40% -$211K
TDE
3055
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
TDE
$365K ﹤0.01%
14,437
-307
-2% -$7.66K
STT.PRC.CL
3056
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$365K ﹤0.01%
15,756
-341
-2% -$7.87K
CMPR icon
3057
Cimpress
CMPR
$2.37B
$364K ﹤0.01%
9,006
-3,317
-27% -$144K
ACRE
3058
Ares Commercial Real Estate
ACRE
$252M
$362K ﹤0.01%
29,191
-9,774
-25% -$124K
AXS.PRC.CL
3059
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$360K ﹤0.01%
13,749
-291
-2% -$7.51K
BWEN icon
3060
Broadwind
BWEN
$113M
$359K ﹤0.01%
+40,979
New +$468K
CGG
3061
DELISTED
CGG
CGG
$359K ﹤0.01%
789
-994
-56% -$474K
SRPT icon
3062
Sarepta Therapeutics
SRPT
$1.66B
$358K ﹤0.01%
+12,013
New +$380K
MITT
3063
TPG Mortgage Investment Trust
MITT
$230M
$355K ﹤0.01%
+6,246
New +$344K
BLOX
3064
DELISTED
Infoblox Inc
BLOX
$355K ﹤0.01%
26,983
+6,152
+30% +$105K
MXWL
3065
DELISTED
Maxwell Technologies Inc
MXWL
$354K ﹤0.01%
23,411
+11,187
+92% +$176K
AXIA.PR
3066
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$353K ﹤0.01%
74,173
-327
-0.4% -$1.59K
NES
3067
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$353K ﹤0.01%
17,529
+5,322
+44% +$94.4K
TCRT icon
3068
Alaunos Therapeutics
TCRT
$4.74M
$352K ﹤0.01%
581
-602
-51% -$335K
TPLM
3069
DELISTED
Triangle Petroleum Corporation
TPLM
$352K ﹤0.01%
29,976
+7,811
+35% +$77.3K
FRO icon
3070
Frontline
FRO
$8.75B
$351K ﹤0.01%
24,020
+1,459
+6% +$22.2K
LGND icon
3071
Ligand Pharmaceuticals
LGND
$6.02B
$351K ﹤0.01%
9,039
-1,762
-16% -$71.5K
SEP
3072
DELISTED
Spectra Engy Parters Lp
SEP
$350K ﹤0.01%
6,558
+91
+1% +$4.77K
WSTL
3073
DELISTED
Westell Technologies Inc
WSTL
$350K ﹤0.01%
35,677
+2,706
+8% +$31.5K
NBHC icon
3074
National Bank Holdings
NBHC
$1.93B
$347K ﹤0.01%
+17,413
New +$341K
TPH
3075
DELISTED
Tri Pointe Homes
TPH
$347K ﹤0.01%
+22,055
New +$356K
121 122
123
124 125

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MCM
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PSUF
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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.