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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
DSPG
2551
DELISTED
DSP Group Inc
DSPG
$829K ﹤0.01%
97,617
+10,086
+12% +$85.5K
CIGI icon
2552
Colliers International
CIGI
$5.12B
$827K ﹤0.01%
27,940
+1,980
+8% +$57.5K
MTH icon
2553
Meritage Homes
MTH
$4.97B
$826K ﹤0.01%
39,122
-908
-2% -$18.4K
EGOV
2554
DELISTED
NIC Inc
EGOV
$825K ﹤0.01%
52,058
-7,137
-12% -$125K
IMN
2555
DELISTED
Imation
IMN
$825K ﹤0.01%
239,798
-66,316
-22% -$274K
FST
2556
DELISTED
FOREST OIL CORPORATION
FST
$825K ﹤0.01%
361,951
+8,475
+2% +$18K
CAS
2557
DELISTED
A M Castle & Co
CAS
$825K ﹤0.01%
74,773
+3,499
+5% +$44K
GRC icon
2558
Gorman-Rupp
GRC
$2.2B
$824K ﹤0.01%
23,305
-556
-2% -$18K
ACI
2559
DELISTED
ARCH COAL, INC.
ACI
$824K ﹤0.01%
22,574
-5,565
-20% -$231K
FISI icon
2560
Financial Institutions
FISI
$816M
$822K ﹤0.01%
35,098
+889
+3% +$20.8K
ZEUS
2561
DELISTED
Olympic Steel
ZEUS
$821K ﹤0.01%
33,167
+90
+0.3% +$2.24K
ALNY icon
2562
Alnylam Pharmaceuticals
ALNY
$37.3B
$819K ﹤0.01%
12,967
-8,004
-38% -$476K
IBCP icon
2563
Independent Bank Corp
IBCP
$783M
$819K ﹤0.01%
63,599
+8,652
+16% +$112K
OPCH icon
2564
Option Care Health
OPCH
$3.45B
$818K ﹤0.01%
24,530
+1,614
+7% +$48.5K
QQQ icon
2565
Invesco QQQ Trust
QQQ
$455B
$818K ﹤0.01%
8,711
+4,191
+93% +$374K
SKUL
2566
DELISTED
SKULLCANDY INC
SKUL
$817K ﹤0.01%
112,749
+12,181
+12% +$95.9K
MPAA icon
2567
Motorcar Parts of America
MPAA
$261M
$814K ﹤0.01%
33,431
+11,133
+50% +$283K
CTWS
2568
DELISTED
Connecticut Water Service Inc
CTWS
$814K ﹤0.01%
24,037
-166
-0.7% -$5.41K
AUO
2569
DELISTED
AU Optronics Corp
AUO
$814K ﹤0.01%
194,175
+6,331
+3% +$24.2K
ACLS icon
2570
Axcelis
ACLS
$4.2B
$813K ﹤0.01%
101,621
-2,319
-2% -$17.3K
CRAI icon
2571
CRA International
CRAI
$1.1B
$811K ﹤0.01%
35,165
+470
+1% +$10.2K
DXPE icon
2572
DXP Enterprises
DXPE
$2.66B
$808K ﹤0.01%
10,699
-1,316
-11% -$114K
TRNO icon
2573
Terreno Realty
TRNO
$7.65B
$807K ﹤0.01%
41,755
+11,338
+37% +$213K
VWTR
2574
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$807K ﹤0.01%
33,964
-129
-0.4% -$3.01K
CALL
2575
DELISTED
magicJack VocalTec Ltd
CALL
$805K ﹤0.01%
+53,262
New +$897K
101 102
103
104 105

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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.