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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
GFI icon
2351
Gold Fields
GFI
$29.4B
$1.11M ﹤0.01%
299,636
+219,763
+275% +$846K
OTEX icon
2352
Open Text
OTEX
$5.73B
$1.11M ﹤0.01%
46,290
+6,888
+17% +$163K
AZTA icon
2353
Azenta
AZTA
$1.27B
$1.11M ﹤0.01%
102,930
+2,300
+2% +$23.2K
ADC icon
2354
Agree Realty
ADC
$9.66B
$1.11M ﹤0.01%
36,658
+2,100
+6% +$63.4K
HLSS
2355
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$1.11M ﹤0.01%
48,762
+12,583
+35% +$278K
TC
2356
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$1.11M ﹤0.01%
373,537
-8,158
-2% -$22.5K
DEST
2357
DELISTED
Destination Maternity Corporation
DEST
$1.1M ﹤0.01%
48,548
-5,638
-10% -$138K
VGI
2358
Virtus Global Multi-Sector Income Fund
VGI
$81.5M
$1.1M ﹤0.01%
61,789
+5,967
+11% +$104K
SUBC
2359
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.1M ﹤0.01%
58,993
+14,108
+31% +$264K
CMLS
2360
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$1.1M ﹤0.01%
20,870
+8,381
+67% +$437K
SCNB
2361
DELISTED
Suffolk Bancorp
SCNB
$1.1M ﹤0.01%
49,209
-693
-1% -$15.3K
JRI icon
2362
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$1.09M ﹤0.01%
53,982
+7,113
+15% +$138K
PCYC
2363
DELISTED
PHARMACYCLICS INC
PCYC
$1.09M ﹤0.01%
12,152
-1,109
-8% -$104K
SNEX icon
2364
StoneX
SNEX
$8.85B
$1.09M ﹤0.01%
276,205
-8,034
-3% -$29.9K
B
2365
Barrick Mining
B
$62.6B
$1.08M ﹤0.01%
59,298
-4,963
-8% -$86K
PDS
2366
Precision Drilling
PDS
$1.04B
$1.08M ﹤0.01%
3,833
-299
-7% -$77.1K
BDBD
2367
DELISTED
BOULDER BRANDS INC
BDBD
$1.08M ﹤0.01%
76,549
+28,366
+59% +$426K
TIVO
2368
DELISTED
TIVO INC
TIVO
$1.08M ﹤0.01%
83,954
+4,359
+5% +$52.9K
ASX icon
2369
ASE Group
ASX
$80.2B
$1.08M ﹤0.01%
166,470
-4,898
-3% -$29.6K
OSPN icon
2370
OneSpan
OSPN
$562M
$1.08M ﹤0.01%
92,823
+5,685
+7% +$59.1K
ASEI
2371
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.08M ﹤0.01%
15,463
+803
+5% +$53.8K
EPIQ
2372
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.07M ﹤0.01%
76,504
+15,728
+26% +$206K
ECHO
2373
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.07M ﹤0.01%
56,011
+4,302
+8% +$78.9K
AWI icon
2374
Armstrong World Industries
AWI
$7.05B
$1.07M ﹤0.01%
18,686
-4,591
-20% -$249K
OLP
2375
One Liberty Properties
OLP
$551M
$1.07M ﹤0.01%
50,302
-702
-1% -$15.3K
93 94
95
96 97

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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.