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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
VIVO
2401
DELISTED
Meridian Bioscience Inc
VIVO
$1.04M ﹤0.01%
50,302
-5,453
-10% -$112K
ESL
2402
DELISTED
Esterline Technologies
ESL
$1.04M ﹤0.01%
9,000
+767
+9% +$84.7K
KOG
2403
DELISTED
KODIAK OIL & GAS CORP
KOG
$1.03M ﹤0.01%
71,088
+5,926
+9% +$77.1K
FBNC icon
2404
First Bancorp
FBNC
$2.59B
$1.03M ﹤0.01%
56,269
-1,260
-2% -$22.7K
PAC icon
2405
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$1.03M ﹤0.01%
15,260
+430
+3% +$26.8K
KERX
2406
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.03M ﹤0.01%
67,019
-3,226
-5% -$45.7K
GRT
2407
DELISTED
GLIMCHER REALTY TRUST
GRT
$1.03M ﹤0.01%
95,161
-30,314
-24% -$319K
AROW icon
2408
Arrow Financial
AROW
$665M
$1.03M ﹤0.01%
52,309
-4,332
-8% -$84.6K
PBF icon
2409
PBF Energy
PBF
$7.43B
$1.03M ﹤0.01%
38,633
+16,651
+76% +$493K
STFC
2410
DELISTED
State Auto Financial Corp
STFC
$1.03M ﹤0.01%
43,881
-965
-2% -$21K
DRIV
2411
DELISTED
DIGITAL RIVER INC.
DRIV
$1.03M ﹤0.01%
66,491
+3,995
+6% +$63.6K
LIOX
2412
DELISTED
Lionbridge Technologies
LIOX
$1.02M ﹤0.01%
172,338
-1,201
-0.7% -$7.04K
SP
2413
DELISTED
SP Plus Corporation
SP
$1.02M ﹤0.01%
47,812
+3,146
+7% +$73.3K
DXLG icon
2414
Destination XL Group
DXLG
$34.3M
$1.02M ﹤0.01%
185,542
+3,856
+2% +$20.5K
FUR
2415
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$1.02M ﹤0.01%
66,490
+4,946
+8% +$68.3K
DFT
2416
DELISTED
DuPont Fabros Technology Inc.
DFT
$1.02M ﹤0.01%
37,705
+6,049
+19% +$153K
TTMI icon
2417
TTM Technologies
TTMI
$12.8B
$1.01M ﹤0.01%
123,506
-4,052
-3% -$31.8K
METR
2418
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$1.01M ﹤0.01%
43,816
-1,133
-3% -$24.2K
BYM
2419
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.01M ﹤0.01%
71,647
+16,200
+29% +$227K
GTLS
2420
DELISTED
Chart Industries
GTLS
$1.01M ﹤0.01%
12,224
-672
-5% -$50.9K
MRCY icon
2421
Mercury Systems
MRCY
$6.23B
$1.01M ﹤0.01%
89,055
+7,329
+9% +$91.5K
PEGA icon
2422
Pegasystems
PEGA
$4.7B
$1.01M ﹤0.01%
95,612
+26,428
+38% +$253K
TFM
2423
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$1.01M ﹤0.01%
30,113
+173
+0.6% +$5.85K
KG
2424
Kestrel Group
KG
$70.1M
$1M ﹤0.01%
4,155
+76
+2% +$18.5K
SPOK icon
2425
Spok Holdings
SPOK
$226M
$1M ﹤0.01%
65,157
+22,202
+52% +$354K
95 96
97
98 99

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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.