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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
(+5.3%)
Cap. Flow
+$315M
Cap. Flow
% of AUM
0.71%
Top 10 Holdings %
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$152M |
| 2 |
KMR
KINDER MORGAN MANAGEMENT LLC
KMR
|
+$35.4M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$33.6M |
| 4 |
First Trust Utilities AlphaDEX Fund
FXU
|
+$29.2M |
| 5 |
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
|
+$28.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$76M |
| 2 |
iShares Russell 2000 Growth ETF
IWO
|
+$41.4M |
| 3 |
Vanguard Total Bond Market
BND
|
+$30.8M |
| 4 |
Bank of America
BAC
|
+$24.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
BXE
2651
DELISTED
Bellatrix Exploration Ltd.
BXE
| $730K | ﹤0.01% |
16,756
-638
| -4% | -$28.8K |
|
2652
QuidelOrtho
QDEL
$1.09B
| $727K | ﹤0.01% |
32,900
+112
| +0.3% | +$2.58K |
|
|
NOA
2653
North American Construction
NOA
$377M
| $724K | ﹤0.01% |
89,922
-12,370
| -12% | -$96.8K |
|
|
PFC
2654
DELISTED
Premier Financial Corp. Common Stock
PFC
| $721K | ﹤0.01% |
50,220
-2,724
| -5% | -$37.6K |
|
|
IMGN
2655
DELISTED
Immunogen Inc
IMGN
| $720K | ﹤0.01% |
60,757
+5,912
| +11% | +$74.2K |
|
|
HILL
2656
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $720K | ﹤0.01% |
153,293
+40,401
| +36% | +$166K |
|
2657
Crocs
CROX
$6.69B
| $717K | ﹤0.01% |
47,732
+20,935
| +78% | +$312K |
|
2658
iShares TIPS Bond ETF
TIP
$14.5B
| $717K | ﹤0.01% |
6,213
-1,720
| -22% | -$196K |
|
|
IXYS
2659
DELISTED
IXYS Corp
IXYS
| $717K | ﹤0.01% |
58,196
+139
| +0.2% | +$1.54K |
|
2660
Nuveen Select Tax-Free Income Portfolio
NXP
$900M
| $716K | ﹤0.01% |
50,858
+3,021
| +6% | +$41.4K |
|
|
CSFL
2661
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $716K | ﹤0.01% |
63,967
+1,468
| +2% | +$15.9K |
|
2662
American Coastal Insurance
ACIC
$498M
| $715K | ﹤0.01% |
41,415
+19,226
| +87% | +$314K |
|
|
ORBK
2663
DELISTED
Orbotech Ltd
ORBK
| $712K | ﹤0.01% |
+46,932
| New | +$707K |
|
2664
Great Southern Bancorp
GSBC
$863M
| $711K | ﹤0.01% |
22,184
-222
| -1% | -$6.48K |
|
|
BMTC
2665
DELISTED
Bryn Mawr Bank Corp
BMTC
| $711K | ﹤0.01% |
24,431
-505
| -2% | -$14.4K |
|
|
MITL
2666
DELISTED
Mitel Networks Corporation
MITL
| $711K | ﹤0.01% |
67,416
+2,309
| +4% | +$23.7K |
|
|
EXL
2667
DELISTED
EXCEL TRUST , INC COM STK
EXL
| $710K | ﹤0.01% |
53,289
+8,513
| +19% | +$110K |
|
|
SEAC
2668
DELISTED
Seachange International Inc
SEAC
| $709K | ﹤0.01% |
4,424
+178
| +4% | +$32.7K |
|
|
IVH
2669
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
| $709K | ﹤0.01% |
38,325
+6,814
| +22% | +$126K |
|
|
GG
2670
DELISTED
Goldcorp Inc
GG
| $709K | ﹤0.01% |
25,412
-18,400
| -42% | -$457K |
|
2671
Bloomin' Brands
BLMN
$680M
| $708K | ﹤0.01% |
31,584
-11,234
| -26% | -$248K |
|
|
VLRS
2672
Controladora Vuela Compania de Aviacion
VLRS
$876M
| $706K | ﹤0.01% |
78,484
+18,265
| +30% | +$144K |
|
|
BEBE
2673
DELISTED
Bebe Stores Inc
BEBE
| $706K | ﹤0.01% |
23,143
-1,389
| -6% | -$64.4K |
|
2674
Ovintiv
OVV
$17.5B
| $705K | ﹤0.01% |
5,945
+302
| +5% | +$35K |
|
|
TBRG
2675
DELISTED
TruBridge
TBRG
| $705K | ﹤0.01% |
11,090
+1,120
| +11% | +$70.6K |
|
Similar funds
NIPH
AF
MCM
PSUF
IA
SCC
BAM
ACI
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.